J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 5/1/10 to 5/31/10 Portfolio Activity Summary - Japanese Yen US Dollar Value Local Value Transactions Current Period Value Year-To-Date Value' Current Period Value Year-To-Date Value' Beginning Cash Balance INFLOWS 0.00 Foreign Exchange - Inflows 20,841,850.77 20641,850.77 1,888,168,998.48 1,888,168698.48 Total Inflows OUTFLOWS 020.841,850.77 020,841,850.77 1.868,168,888.48 1,888.168,888.48 Foreign Exchange - Outflows (20,841,850.77) (20,84165077) (1668,168,9339.48) (1 6138,188,998.48) Total Outflows (020,841,850.77) (820,841,850.77) (1,888,168,898.48) (1,888,18808.48) Ending Cash Balance 0.00 • Year to date information is calculated on a calendar year basis. Portfolio Activity Detail - Japanese Yen INFLOWS & OUTFLOWS Settlement Date Type Description Quantity Per Unit Amount USD Amount USD Currency Local Value Local Value Gain/Loss USD 5,20 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 171.121 600 (178.649 97) (7.528.37) BUY USD SELL JPY (15,998,998.50) CONTRACT RATE : 93.494900000 TRADE 4/14/10 VALUE 5/20/10 5,20 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 191244.620 (199,318.85) (8,074.23) BUY USD SELL JPY (17,850.000.00) CONTRACT RATE : 93.335900000 TRADE 4114/10 VALUE 5/20/10 Page 44 of 54 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 10969 SDNY_GM_00280167 EFTA01489131