EFTA01489481

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT For the Period 5/1/10 to 5/31/10 Portfolio Activity Summary - South Korean Won US Dollar Value Local Value Transactions Current Year-To-Date Current Year-To-Date Period Value Value' Period Value Value' Beginning Cash Balance 0.00 INFLOWS Foreign Exchange - Inflows Total Inflows OUTFLOWS Foreign Exchange - Outflows Total Outflows Ending Cash Balance 9,189,132.42 9.189.132 42 10,975,500.000 00 10.975.500,000 00 59,189,132.42 $9.189.132.42 10,876,600,000.00 10,976,600,000.00 (9.189.132.42) (9.189.132.42) (10,975,500.000.00) (10.975.500.000.00) ($9,199.132.42) ($9.199.132.42) (10.976,600.000.00 ) (10,975,600,000.00 ) • Year to date information is calculated on a calendar year basis. Portfolio Activity Detail - South Korean Won INFLOWS & OUTFLOWS 0.00 Sett Cllere. Date Type Amount USD Currency Description Quantity Local Value GainiLoss USD Foreign Exchange - Inflows 5 20 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (450.000000 000 ) BUY KRW SELL JPY CONTRACT RATE : 12.195000000 TRADE 3/31/10 VALUE 5/20/10 4,594.566 21 (255.626 23) 5.487,750,000 00 Page 51 of 56 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00011584 SDNY_GM_00280782 EFTA01489481