EFTA01489796

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 6/1/10 to 6/30/10 Portfolio Activity Summary - Swiss Franc US Dollar Value Local Value Transactions Current Period Value Year-To-Date Value' Current Period Value Year-To-Date Value' Beginning Cash Balance INFLOWS Foreign Exchange - Inflows 10.278.626.75 10,278,626.75 0.00 11,270.000 00 11.270.000 00 Total Inflows OUTFLOWS $10,278.626.76 610,278,626.76 11,270,000.00 11,270,000.00 Foreign Exchange - Outflows (10 278.626 75) (18278828.75) (11.270.000 00) (11.270800.00) Total Outflows ($10,278.626.76) (610,278,628.76) (11.270.000.00) (11,270,000.00) Ending Cash Balance 0.00 - Year to date information is calculated on a calendar year basis. Portfolio Activity Detail - Swiss Franc INFLOWS & OUTFLOWS Settlement Date Type Description Quantity Per Unit Amount USD Amount USD Currency Local Value Local Value GaIn/Loss USD 625 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (9.987.628 340) BUY CHF SELL USD CONTRACT RATE : 1.128396000 TRADE 8/15/10 VALUE 6/25110 10,278,626.75 290.998 41 11,270,000.00 Page 47 of 52 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00011916 SDNY_GM_00281114 EFTA01489796