EFTA01490453

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. For the Period 7/1/10 to 7/31/10 Portfolio Activity Summary - Indian Rupee US Dollar Value Local Value Transactions Current Period Value Year-To-Dale Value• Current Period Value Year-To-Date Value' Beginning Cash Balance INFLOWS Foreign Exchange - Inflows 9,736,869.85 9.736.869 85 0.00 457.000000.00 457.000.000 00 Total Inflows OUTFLOWS $8,738,869.86 $9.736,869.85 467,000,000.00 467.000.000.00 Foreign Exchange - Outflows (9,882,203.38) (9.882.203.38) (457.000.000 00) (457,000,000.00) Total Outflows ($8,682,203.38) ($9,882,203.38) (467,000,000.00) (467,000,000.00) Ending Cash Balance 0.00 • Year to date inlormatlon is calculated on a calendar year basis. Portfolio Activity Detail - Indian Rupee INFLOWS & OUTFLOWS Settlement Date Type Description Quantity Per Unit Amount USD Amount USD Currency Local Value Local Value GalniLoss USD 7,23 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (10.000.000000) BUY 1NR SELL USD CONTRACT RATE : 45.700000000 TRADE 6/21/10 VALUE 7/23/10 9,736,869.85 457,000,000.00 (263,130.15) Page 34 of 43 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00012599 SDNY_GM_00281797 EFTA01490453