EPSTEIN
page 4 / 284 . OCR, unverified
Portfolio Activity Detail - Japanese Yen
INFLOWS & OUTFLOWS
Per Unit
Se:7 °sift 1*
Amount USD
Amount USD
Currency
Date
Type
Descnpbon
Quantity
Local Value
Local Value
Gain/Loss USD
Forward FX Contract
SETTLE FORWARD CURRENCY CONTRACT
BUY CAD SELL JPY
CONTRACT RATE : 92.870000000
TRADE 4/28/10 VALUE 8/06/10
5.000.000 000
(5,453958.22)
(510,560.37)
(464,349,999.98)
Page 34 of 39
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00013499
SDNY_GM_00282697
EFTA01491298
--- SOURCE: IMAGES__0103__EFTA01491299.txt ---
METADATA_SOURCE: IMAGES0103
METADATA_FILENAME: EFTA01491299.pdf
----------------------------------------
J.P.Morgan
INFLOWS & OUTFLOWS
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 8/1/10 to 8/31110
Settlement
Date
Type
Description
Per Unit
Amount USD
Amount USD
Currency
GalaLoss USD
Quantity
Local Value
Local Value
8:6
Forward FX Contract
&18
%se Receipt
SETTLE FORWARD CURRENCY CONTRACT
BUY JPY SELL CAD
CONTRACT RATE :
88.500000000
TRADE 906110 VALUE 8106/10
(5,246.892.650)
5,453,958 22
464.350,000.00
479.66783
WRITE OFF
JAPANESE YEN
0.020
0.01
0.02
Total Inflows & Outflows
$0.01
($30.892.64)
Page 35 of 39
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00013500
SDNY_GM_00282698
EFTA01491299
--- SOURCE: IMAGES__0103__EFTA01491300.txt ---
METADATA_SOURCE: IMAGES0103
METADATA_FILENAME: EFTA01491300.pdf
----------------------------------------
J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT. W23560001
Settled Foreign Exchange Contracts
For the Period 8/1/10 to 8/31/10
Trade Date
Currency
Amount
Contract Rate
Revaluation Rate
Contracted Base
Amount USD
Revalued
Amount USD
Currency G/L
Settle Date Counter Currency
Counter Amount
Speculative
CANADIAN DOLLAR
Apr. 28 10
CAD
5,000,000.00
92.870000
0.009605
(5,453,958.22)
4,864,998.30
(588,961.92)
JAPANESE YEN
Aug.8 10
JPY
(464.350.000.00)
CANADIAN DOLLAR
May. 6 10
CAD
246.892.66
1.043270
1.027750
(236,662.69)
240,226.37
3,573.88
U S DOLLAR
Aug. 6 10
USD
(236,652.69)
CANADIAN DOLLAR
May. 6 10
CAD
(5,246,892.65)
88.500000
94.545397
5,453,958.22
(5,105,222.66)
348,735.56
JAPANESE YEN
Aug. 10
JPY
484,350,000.00
CANADIAN DOLLAR
Jul. 23 10
CAD
5,215,000.00
1.038310
1.063450
(5,022,584.77)
4,960,401.15
(72,183.62)
U S DOLLAR
Aug. 26 10
USD
(5,022,584.77)
CANADIAN DOLLAR
Aug. 25 10
CAD
(5,215,000.00)
1.084800
1.053450
4,897,633.35
(4,950.401.15)
(52,767.80)
U S DOLLAR
Aug. 28 10
USD
4,897,833.35
Page 36 of 39
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00013501
SDNY_GM_00282699
EFTA01491300
--- SOURCE: IMAGES__0103__EFTA01491301.txt ---
METADATA_SOURCE: IMAGES0103
METADATA_FILENAME: EFTA01491301.pdf
----------------------------------------
J.P.Morgan
FINANCIAL TRUST COMPANY INC ACCT.
For the Period 8/1/10 to 8/31/10
close of business of the date of this statement and, except as otherwise agreed in writing, these valuations do not represent the actual terms at which transactions or securities could be bought or sold or
new transactions could be entered into, or the actual terms on which existing transactions or securities could be liquidated as of the date of this statement. We do not warrant their completeness or
accuracy. These valuations are derived from proprietary models based upon well-recognized financial principles and we have, when necessary to calculate the present value of future cash flows, made
reasonable estimates about relevant future market conditions. Valuations based on other models or different assumptions may yield different results. J.P. Morgan expressly disclaims any responsibility
for (1) the accuracy of the models or estimates used in deriving the valuations. (2) any errors or omissions in computing or disseminating the valuations, and (3) any uses to which the valuations are put.
Valuations are provided for information purposes only and are intended solely for your own use. Please refer to the trade confirmation for details of each transaction.
Please review your statement promptly and report any discrepancies immediately to an account officer whose name appears on the contact page of this statement.
This statement is not an official document for income tax reporting purposes.
Deposits in Foreign Branches are not insured by the FDIC or any other Agency of the Federal Government: Amounts in such foreign accounts do not have the benefit of any Domestic
preference applicable to U.S Banks: certain Foreign accounts are considered reportable to the Internal Revenue Service on a Report of Foreign Bank and Financial Account (TD F 00.22.1).
Important Information Regarding Auction Rate Securities (ARS). ARS are debt or preferred securities with an interest or dividend rate reset periodically in an auction. Although there may be daily.
weekly and monthly resets, there is no guarantee that there will be liquidity. If there are not enough bids at an auction to redeem the securities available for sale, the result may be a failed auction. In the