J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. 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-Dale Value• Current Period Value Year-To-Date Value' Beginning Cash Balance INFLOWS Foreign Exchange - Inflows 0.00 20,841,850.77 20,841,850.77 1.868.168.998 48 1.868,168,998.48 Total Inflows OUTFLOWS $20,841,850.77 $20,841,860.77 1.868,168,998.48 1.868,168,998.48 Foreign Exchange - Outflows (20.841,850.77) (20.841,850.77) (1,868,168,998.48) (1.868.168.998 48) Total Outflows ($2004060.77) (120.1141.810.77) (10613,168,888AS ) (1.868,168,998.48) 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 Galn/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 5120110 520 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 191,244 620 (199.318.85) (8,074.23) BUY USD SELL JPY (17,850,000.00) CONTRACT RATE . 93.335900000 TRADE 4/14/10 VALUE 5120/10 Page 44 of 54 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 11185 SDNY_GM_00280383 EFTA01489283