EFTA01490399

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 6/1/10 to 6/30/10 Portfolio Activity Summary - Norwegian Krone 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 0.00 126.988.400 00 126.988.400 00 19,527,213.78 19527,213.78 Total Inflows OUTFLOWS $19,627,213.78 $19,627,213.78 126.988.400.00 (126,988.400 00) 126.988.400.00 Foreign Exchange - Outflows (19,527,213.78) (19.527.213.78) (126,988,400.00) Total Outflows ($19,627,213.78) ($19.627,213.78) (126.988.400.00) (126,888,400.00) Ending Cash Balance 0.00 - Year to date information is calculated on a calendar year basis Portfolio Activity Detail - Norwegian Krone INFLOWS & OUTFLOWS Settlement Date Type Per Unit Amount USD Amount USD Currency Description Quantity Local Value Local Value GaIn/Loss USD 6.30 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (7.000.000 000) BUY NOK SELL GBP CONTRACT RATE : 9.014200000 TRADE 3/26/10 VALUE 6/30/10 9,702,897.85 (744,887.16) 83,099,400.00 Account 45 of 54 Page 49 of 70 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00012544 SDNY_GM_00281742 EFTA01490399