09 Account Number: FINANCIAL TRUST COMPANY INC September 01, 2003 - September 30, 2003 JPMorgan Chase Bank 2003 345 Park Avenue. New York, NY 10154-1002 II3JPMorgan Private Bank Asset Account Portfolio Page 35 of 72 Mexican New Peso Activity by Date continued Settlement Date Type Quantity Deacaptron Realized Amount thiliVLOSS USD Amount USD Sep 12 Spot FX 9,817,382.95 SPOT CURRENCY TRANSACTION - SALE - 107,250,000.00 - 9,817,382.95 BUY USD SELL MXN SPOT RATE : 10.924500000 TRADE 9/11/03 VALUE 9/12/03 U S DOLLAR MEXICAN NEW PESO Sep 24 Fwd FX Ctrct - 9,808,404.59 SETTLE FORWARD CURRENCY CONTRACT 107,250,000.00 9,927,797.83 BUY MXN SELL USD CONTRACT RATE : 10.934500000 TRADE 9/11/03 VALUE 9/24/03 Sep 24 Fwd FX CUct 9,858,352.25 SETTLE FORWARD CURRENCY CONTRACT - 107,250,000.00 - 9,927,797.83 BUY USD SELL MXN CONTRACT RATE : 10.879100000 TRADE 9/16/03 VALUE 9124/03 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031052 SDNY_GM_00300250 EFTA01506066