J.P.Morgan FINANCIAL TRUST COMPANY INC ACCT. W23560001 For the Period 9/1/10 to 9/30/10 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 0.01 5.215.000 00 36.091.892 66 5,079.628.16 34,527,382.38 Total Inflows OUTFLOWS $6,079,628.16 $34,627,362.38 6,216,000.00 36.091.892.66 Foreign Exchange - Outflows (5,073.450.72) (34,433,111.98) (5.215.000 00) (38,091,892.85) Total Outflows (66,073,460.72) ($34,433,111.06) (6.216,000.00) (38,001,862,66) 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 Description Quantity Per Unit Amount USD Amount USD Currency Local Value Local Value GalniLoss USD 9,27 Forward FX Contract SETTLE FORWARD CURRENCY CONTRACT (4,899.013.620) BUY CAD SELL USD CONTRACT RATE : 1.064500000 TRADE 8/25/10 VALUE 9/27/10 5579528.16 180,61454 5,215,000.00 Account W23560001 Page 32 of 39 Page 36 of 52 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00013995 SDNY_GM_00283193 EFTA01491711