EFTA01490451

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 7/1/10 to 7/31/10 Portfolio Activity Summary - Canadian Dollar 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 5,055,009.26 19,392,130.40 0.00 5.215Q00 00 20.415.000 .00 Total Inflows OUTFLOWS 16,056,009.26 (5.019.684.09) $19,392,130.40 6,216,000.00 20,416,000.00 Foreign Exchange - Outflows (19,356,805.23) (5.215.000.00) (20.415.000.00) Total Outflows (35,019,684.09) (619.356,1306.23) (6.216,000.00) (20.416.000.00) Ending Cash Balance 0.00 - Year to date information is calculated on a calendar year basis Portfolio Activity Detail - Canadian Dollar INFLOWS & OUTFLOWS Settlement Date Type Description Quantity Per Unit Amount USD Amount USD Currency Local Value Local Value GaIn/Loss USD 7,26 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (5.000.000 000) BUY CAD SELL USD CONTRACT RATE : 1.043000000 TRADE 6/23/10 VALUE 7/26/10 5055,009.26 55.009 26 5,215,000.00 Page 32 of 43 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00012597 SDNY_GM_00281795 EFTA01490451