J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. Mil= INFLOWS & OUTFLOWS For the Period 6/1/10 to 6/30/10 Settlement Date Type Description Per Unit Amount USD Amount USD Currency Quantity Local Value Local Value Gain,Loss USD &30 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (7.000.000 000) 9.824.31993 (854,819 86) BUY NOK SELL GBP 63,889,000.00 CONTRACT RATE : 9.127000000 TRADE 4/06/10 VALUE 6/30/10 &30 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 13.739.615 900 (19.527,213.78) 1,043,080.00 BUY GBP SELL NOK (126,988.400.00) CONTRACT RATE: 9.242500000 TRADE 5/06/10 VALUE 6/30/10 Total Inflows & Outflows $040 (8688,847.02) Account W23560001 Page 46 of 54 Page 50 of 70 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 11693 SDNY_GM_00280891 EFTA01489581