EPSTEIN
page 2 / 280 . OCR, unverified
EFTA01490290
--- SOURCE: IMAGES__0102__EFTA01490291.txt ---
METADATA_SOURCE: IMAGES0102
METADATA_FILENAME: EFTA01490291.pdf
----------------------------------------
J.P.Morgan
INFLOWS & OUTFLOWS
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
Settlement
Date
Type
Descnphon
Quantity
Per Unit
Amount USD
Amount USD
Currency
Gain,Loss USD
Local Value
Local Value
6;30
Forward FX Contract
SETTLE FORWARD CURRENCY CONTRACT
BUY GBP SELL NOK
CONTRACT RATE:
9.242500000
TRADE 5106/10 VALUE 6/30/10
13,739,615.900
(19.527.213.78)
(126.968.400 00)
1,043,060 00
Total Inflows 8 Outflows
$0.00
($656,647.02)
Page 44 of 52
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00012433
SDNY_GM_00281631
EFTA01490291
--- SOURCE: IMAGES__0102__EFTA01490292.txt ---
METADATA_SOURCE: IMAGES0102
METADATA_FILENAME: EFTA01490292.pdf
----------------------------------------
J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
Portfolio Activity Summary - Pound Sterling
US Dollar Value
Local Value
Transactions
Current
Per ad Value
Year-To-Date
Value'
Current
Perrod Value
Year-To-Date
Value'
Beginning Cash Balance
INFLOWS
Foreign Exchange - Inflows
20.945.400.25
21,116,394.85
0.00
14,000 000 00
14.114.800 00
Total Inflows
OUTFLOWS
$20,845,400.26
$21,118,39426
14.000.000.00
14,114,800.00
Foreign Exchange - Outflows
(20.945.400 25)
(21.108,548.20)
(14000000.00)
(14,105,700.00)
Total Outflows
TRADE ACTIVITY
(420.845.400.25(
(S21,103.840.20)
(14,000,000.00)
(14,105,700.00)
Seined Sales'Maturlties/Redemptlons
(171,872.89)
(114,800.00)
Settled Securities Purchased
163,465.02
105,700.00
Total Trade Activity
$0.00
(38.407.07)
0.00
(9,100.00)
Ending Cash Balance
0.00
• Year to date information is calculated on a calendar year basis.
Page 45 of 52
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00012434
SDNY_GM_00281632
EFTA01490292
--- SOURCE: IMAGES__0102__EFTA01490293.txt ---
METADATA_SOURCE: IMAGES0102
METADATA_FILENAME: EFTA01490293.pdf
----------------------------------------
J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6130/10
Portfolio Activity Detail - Pound Sterling
INFLOWS & OUTFLOWS
Settlement
Date
Type
Description
Quantity
Per Unit
Amount USD
Amount USD
Currency
Gain/Loss USD
Local Value
Local Value
6,30
Forward FX Contract
SETTLE FORWARD CURRENCY CONTRACT
63,099 400 000
(10,472,700.13)
(24,915.12)
BUY NOK SELL GBP
(7,000,000.00)
CONTRACT RATE :
9.014200000
TRADE 3/28/10 VALUE 6/30/10
6,30
Forward FX Contract
SETTLE FORWARD CURRENCY CONTRACT
63,889,000.000
(10,472,700.12)
206,435.87
BUY NOK SELL GBP
(7,000,000.00)
CONTRACT RATE:
9.127000000
TRADE 4/06/10 VALUE 6/30/10
6/30
Forward FX Contract
SETTLE FORWARD CURRENCY CONTRACT
(389,245.580)
389,560.65
315.07
BUY GBP SELL USD
260,384.10
CONTRACT RATE:
1.494890000
TRADE 5/06/10 VALUE 6130/10
6.30
Forward FX Contract
SETTLE FORWARD CURRENCY CONTRACT
(126,968,400.000)
20,555,839.60
(14,434.18)
BUY GBP SELL NOK
13,739,615.90
CONTRACT RATE :
9.242500000
TRADE 5/06/10 VALUE 6/30/10
Total Inflows & Outflows
$0.00
$187,401.44
Page 46 of 52
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00012435
SDNY_GM_00281633
EFTA01490293
--- SOURCE: IMAGES__0102__EFTA01490294.txt ---
METADATA_SOURCE: IMAGES0102
METADATA_FILENAME: EFTA01490294.pdf
----------------------------------------
J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 6/1/10 to 6/30/10
Portfolio Activity Summary - Swiss Franc
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
10.278.626.75
10,278,626.75
0.00
11,270.000 00
11.270.000 00
Total Inflows
OUTFLOWS
$10,278.626.76
610,278,626.76
11,270,000.00
11,270,000.00
Foreign Exchange - Outflows
(10 278.626 75)
(10.278828.75)
(11,270.000 00)
(11270000.00)
Total Outflows
($10,278.626.76)
(610,278,628.76)
(11.270.000.00)
(11,270,000.00)
Ending Cash Balance
0.00
- Year to date information is calculated on a calendar year basis.
Portfolio Activity Detail - Swiss Franc
INFLOWS & OUTFLOWS
Settlement
Date
Type
Description
Quantity
Per Unit
Amount USD
Amount USD
Currency
Local Value
Local Value
GaIn/Loss USD
625
Forward FX Contract
SETTLE FORWARD CURRENCY CONTRACT
(9.987.628 340)
BUY CHF SELL USD
CONTRACT RATE :
1.128396000
TRADE 8/15/10 VALUE 6/25110
10,278,626.75
290.998 41
11,270,000.00
Page 47 of 52
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00012436
SDNY_GM_00281634
EFTA01490294
--- SOURCE: IMAGES__0102__EFTA01490295.txt ---
METADATA_SOURCE: IMAGES0102
METADATA_FILENAME: EFTA01490295.pdf
----------------------------------------
J.P.Morgan
INFLOWS & OUTFLOWS