J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 6/1/10 to 6130/10 Portfolio Activity Detail - Pound Sterling INFLOWS & OUTFLOWS Settlement Date Type Description Quantity Per Unit Amount USD Amount USD Currency Local Value Local Value Gain/Loss USD 6,30 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 63,099 400 000 (10,472,700.13) (24,915.12) BUY NOK SELL GBP (7,000,000.00) CONTRACT RATE : 9.014200000 TRADE 3/28/10 VALUE 6/30/10 6,30 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT 63,889,000.000 (10,472,700.12) 206,435.87 BUY NOK SELL GBP (7,000,000.00) CONTRACT RATE: 9.127000000 TRADE 4/06/10 VALUE 6/30/10 6/30 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (389,245.580) 389,560.65 315.07 BUY GBP SELL USD 260,384.10 CONTRACT RATE: 1.494890000 TRADE 5/06/10 VALUE 6130/10 6.30 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (126,968,400.000) 20,555,839.60 (14,434.18) BUY GBP SELL NOK 13,739,615.90 CONTRACT RATE : 9.242500000 TRADE 5/06/10 VALUE 6/30/10 Total Inflows & Outflows $0.00 $187,401.44 Account Page 48 of 54 Page 52 of 70 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00012547 SDNY_GM_00281745 EFTA01490402