EPSTEIN
page 3 / 284 . OCR, unverified
INFLOWS
0.01
—
(0.01)
Contnbubons
0.01
0.01
0.01
Foreign Exchange - Inflows
4,930,41205
5,703,855.80
Total Inflows
OUTFLOWS
$0.01
$4,930112.08
0.01
5,703,855.81
Foreign Exchange - Outflows
(4,930112.06)
(5.703155.81)
Total Outflows
TRADE ACTIVITY
$0.00
($4,930,412.08)
0.00
(5,703,85511)
Settled Securities Purchased
0.01
Total Trade Activity
$0.00
$0.01
0.00
0.00
Ending Cash Balance
• Year to date information is calculated on a calendar year basis.
0.00
Page 30 of 39
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00013495
SDNY_GM_00282693
EFTA01491294
--- SOURCE: IMAGES__0103__EFTA01491295.txt ---
METADATA_SOURCE: IMAGES0103
METADATA_FILENAME: EFTA01491295.pdf
----------------------------------------
J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 8/1/10 to 8/31/10
Portfolio Activity Detail - Australia Dollar
INFLOWS & OUTFLOWS
Settlement
Date
Type
Per Unit
Amount USD
Amount USD
Currency
Description
Quantity
Local Value
Local Value
Gain/Lose USD
8/18
Misc. Receipt
WRITE OFF
AUSTRALIAN DOLLAR
0.010
0.01
Page 31 of 39
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00013496
SDNY_GM_00282694
EFTA01491295
--- SOURCE: IMAGES__0103__EFTA01491296.txt ---
METADATA_SOURCE: IMAGES0103
METADATA_FILENAME: EFTA01491296.pdf
----------------------------------------
J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
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
10,461,892.66
Total Inflows
OUTFLOWS
810,055,623.82
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
(810.002.856.01)
(529,359,861.24)
(10,461,892.65)
(30,978,892.65)
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
Description
Quantity
Per Unit
Amount USD
Amount USD
Currency
Gain/Loss USD
Local Value
Local Value
8.6
Forward FX Contract
SETTLE FORWARD CURRENCY CONTRACT
(464.350.000.000)
4,864,996.30
(78,401.55)
BUY CAD SELL JPY
5,000,000.00
CONTRACT RATE : 92.870000000
TRADE 4/28110 VALUE 8/06/10
a 6
Forward FX Contract
SETTLE FORWARD CURRENCY CONTRACT
(236.652 690)
240,226.37
3,573.68
BUY CAD SELL USD
246,892.66
CONTRACT RATE :
1.043270000
TRADE 5/06/10 VALUE 8/06/10
Page 32 of 39
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00013497
SDNY_GM_00282695
EFTA01491296
--- SOURCE: IMAGES__0103__EFTA01491297.txt ---
METADATA_SOURCE: IMAGES0103
METADATA_FILENAME: EFTA01491297.pdf
----------------------------------------
J.P.Morgan
INFLOWS & OUTFLOWS
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 8/1/10 to 8/31/10
Settlement
Date
Type
Description
Per Unit
Amount USD
Amount USD
Currency
Gain/Loss USD
Quantity
Local Value
Local Value
8,6
Forward FX Contract
SETTLE FORWARD CURRENCY CONTRACT
464.350.000.000
(5,105.222 66)
(130932.27)
BUY JPY SELL CAD
(5.246.892.66)
CONTRACT RATE: 88.500000000
TRADE 5106/10 VALUE 8/06/10
826
Forward FX Contract
SETTLE FORWARD CURRENCY CONTRACT
(5,022,584.770)
4,960,401.15
(72,183.82)
BUY CAD SELL USD
5,215,000.00
CONTRACT RATE :
1.038310000
TRADE 7123/10 VALUE 8/28/10
8/26
Spot FX
SPOT CURRENCY TRANSACTION - SELL
4,897,633.350
(4,907,833.35)
(52,787.80)
BUY USD
SELL CAD
(5,215,000.00)
EXCHANGE RATE 1.084800000
DEAL 06/25/10 VALUE 08/28/10
Total Inflows & Outflows
$52,7137.111
($330,711.58)
Page 33 of 39
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-000 13498
SDNY_GM_00282696
EFTA01491297
--- SOURCE: IMAGES__0103__EFTA01491298.txt ---
METADATA_SOURCE: IMAGES0103
METADATA_FILENAME: EFTA01491298.pdf
----------------------------------------
J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 8/1/10 to 8/31/10
Portfolio Activity Summary - Japanese Yen
US Dollar Value
Local Value
Transactions
Current
Period Value
Year-To-Date
Value'
Current
Period Value
Year-To-Date
Value'
Beginning Cash Balance
INFLOWS
—
—
0.00
Contnbubons
0.01
0.01
0.02
0.02
Foreign Exchange - Inflows
5,453,958.22
26,295,808.99
464,350000.00
2,332,518,998.48
Total Inflows
OUTFLOWS
$5463958.23
628,295,809.00
464,350,000.02
2,332,518,998.50
Foreign Exchange - Outflows
(5,453958.22)
(28,295,808.99)
(484,349,999.98)
(2,332,518,998.46)
Total Outflows
(55,453,958.22)
($26,285,808.99)
(464,349,999.98)
(2,332,518,998.46)
Ending Cash Balance
0.04
a Year to date information is calculated on a calendar year basis.
Portfolio Activity Detail - Japanese Yen