09 JPMorgan Chase Bank 2003 345 Park Avenue. New York, NY 10154-1002 Account Number FINANCIAL TRUST COMPANY INC Asset Account Portfolio September 01, 2003 - September 30, 2003 JPMorgan Private Bank Page 29 of 72 Australia Dollar Activity by Date Settlement Date type continued Quantity Deacaption Realized Gainless USD Amount Amount USD Sep 29 Fwd FX Ctrct Sep 29 Spot FX Sep 29 Spot FX Sep 29 Spot FX Sep 29 Sale 6,460,000 SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL AUD CONTRACT RATE : 0.646000000 TRADE 8/26/03 VALUE 9/29/03 - 3,373,000 SPOT CURRENCY TRANSACTION - BUY BUY AUD SELL USD SPOT RATE : 0.674600000 TRADE 9/26103 VALUE 9/29/03 AUSTRALIA DOLLAR U S DOLLAR AS OF 09/29/03 - 3,370,000 SPOT CURRENCY TRANSACTION - BUY BUY AUD SELL USD SPOT RATE : 0.674000000 TRADE 9/26/03 VALUE 9/29/03 AUSTRALIA DOLLAR U S DOLLAR 13,808,907.67 SPOT CURRENCY TRANSACTION SALE - 20,000,000 - 156,660.29 - 10,000,000.00 5,000,000.00 5,000,000 00 19,804,823 46 - 6,738,544 47 3,373,000.00 3,370,000 00 13,808,907 67 - - - BUY USD SELL AUD SPOT RATE : 0.697249700 TRADE 9/25/03 VALUE 9/29/03 U S DOLLAR AUSTRALIA DOLLAR 6 MONTH FX BULLISH AUD DEPOSIT 19,804,823 46 13,808,907 67 100% PRINCIPAL PROTECTION IN AUD JP MORGAN CHASE LONDON MATURITY DATE 12/8/2003 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031118 SDNY_GM_00300316 EFTA01506132