05 INN Account Number: FINANCIAL TRUST COMPANY INC May 01, 2004 - May 31, 2004 JPMurgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Asset Account Portfolio Page 40 of 78 Japanese Yen Activity by Date Settlement Date Thin continued Quantity Oenaption Realized Amount alliVLOSS USD Amount USD May 24 Fwd FX Ctrct 9,939,665.42 SETTLE FORWARD CURRENCY CONTRACT -1,087,300,000.00 - 9,656,734.31 BUY USD SELL JPY CONTRACT RATE : 109.390000000 TRADE 3/02/04 VALUE 5/24m4 May 24 Fwd FX Ctrct - 968.681.12 SETTLE FORWARD CURRENCY CONTRACT 105,470,000.00 936,720.10 BUY JPY SELL USD CONTRACT RATE : 108.880000030 TRADE 4/21/04 VALUE 5/24/04 May 24 Spot FX 935,988.57 SPOT CURRENCY TRANSACTION - SALE - 105,470,000.00 - 935,988.57 BUY USD SELL JPY SPOT RATE : 112.683000000 TRADE 5/24(04 VALUE 5r24/04 U S DOLLAR JAPANESE YEN Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032091 SDNY_GM_00301289 EFTA01507098