02 Account Number. FINANCIAL TRUST COMPANY INC February 01, 2004 - February 29. 2004 JPMorgan Chase Bank 2004 345 Park Avenue, Nen York, NY 10154-1002 II3JPMorgan Private Bank Asset Account Portfolio Page 34 of 58 Mexican New Peso Activity by Date continued Settlement Realized AnyOwl( Anglin( USD Date Type Oct14' fleleflpden Gain/Loss USD Feb 24 Spot FX Feb 25 Redemption 5,290,541 SPOT CURRENCY TRANSACTION - SALE - 56,250,000.00 - 5,290,541.00 BUY USD SELL MXN SPOT RATE : 10.632182900 TRADE 2/20/04 VALUE 2/24/04 REP: FX TO COVER MATURITY OF MXN FX DEPOSIT U S DOLLAR MEXICAN NEW PESO - 56,250,000 3 MONTH MXN BULLISH FX DEPOSIT 100% PRINCIPAL PROTECTED IN MXN JPMORGAN CHASE LONDON 02/20/2004 TO REDEMPTION AS OF 02/24/04 290,541 00 56,250,000 00 5,290,541.00 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031687 SDNY_GM_00300885 EFTA01506698