EFTA Document EFTA01491620

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 8/1/10 to 8/31/10 Portfolio Activity Summary - Canadian Dollar US Dollar Value Local Value Transactions Current Penod Value Year-To-Date Value' Current Period Value Year-To-Date Value- Beginning Cash Balance INFLOWS Foreign Exchange - Inflows 10.055.623 82 29,447,754.22 0.00 30.876.892 66 10,481,892.66 Total Inflows OUTFLOWS 610,055,623.82 829,447,764.22 10,461,892.66 30.876.892.66 Foreign Exchange - Outflows (10.002.856 01) (29,359,661.24) (10,461,892.65) (30.876,892.65) Total Outflows ($10.002.856.01) (829,359,661.24) (10,461,892.65) (30,976,892.65) Ending Cash Balance 0.01 - Year to date information is calculated on a calendar year basis Portfolio Activity Detail - Canadian Dollar INFLOWS & OUTFLOWS Settlement Date Type Per Unit Amount USD Amount USD Currency Description Quantity Local Value Local Value Galn/Loss USD 86 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (464.350.000.000) BUY CAD SELL JPY CONTRACT RATE : 92.870000000 TRADE 4/28/10 VALUE 8/08/10 4,864,996.30 (78,401.55) 5,000,000.00 Account W23560001 Page 35 of 42 Page 39 of 56 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-000 13884 SDNY_GM_00283082 EFTA01491620