EFTA Document EFTA01491622

J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 8/1/10 to 8131/10 Portfolio Activity Summary - Japanese Yen 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 26.295 808 99 0.00 464,349,999.98 2.332.518.998 46 5.453.958.22 Total Inflows OUTFLOWS $6,463,968.22 $26,296,808.99 464.349.989.98 2332.618.998.46 Foreign Exchange - Outflows (5.453.958.22) (26,295.808 99) (464,349,999.98) (2,332518,998.46) Total Outflows (88.483408.22) ($26.296.808.99) (484,349,999.98) (2,332.618,908.48) Ending Cash Balance 0.00 - Year to date information is calculated on a calendar year basis. Portfolio Activity Detail - Japanese Yen 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 5.000.000 000 BUY CAD SELL JPY CONTRACT RATE : 92.870000000 TRADE 4/28(10 VALUE W08/10 (5,453,958.22) (510.560.37) (464.349,999.98) Account W23560001 Page 37 of 42 Page 41 of 56 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00013886 SDNY_GM_00283084 EFTA01491622