08 Account Number: FINANCIAL TRUST COMPANY INC August 01, 2004 - August 31, 2004 JPMorgan Chase Bank 2004 345 Park Avenue, New York, NY 10154-1002 il3JPMorgan Private Bank Asset Account Portfolio Page 31 of 48 Account Transactions by Currency Swiss Franc Activity Summary Amoutw Period AIROUPIt roan Beginning Balance .00 Credits Foreign Exchange 23,042,000.00 73,576,000.00 Debits Purchases of Securities - 10,000,000.00 Foreign Exchange - 23,042,000.00 - 63,576,000.00 Ending Balance .00 Swiss Franc Activity by Date Sordemint Date TYPO Quantity Dostripzion Roalizo0 Amount Glen/Loss U30 Amount USD Aug 16 Fwd FX CUct - 5,000,000 SETTLE FORWARD CURRENCY CONTRACT 7,690,000.00 6,189,882.07 BUY CHF SELL EUR CONTRACT RATE : 1.538000000 TRADE 8/05/04 VALUE 8/16/04 Aug 16 Fwd FX Ctrct - 10,000,000 SETTLE FORWARD CURRENCY CONTRACT 15,352,000.00 12,357,226.22 BUY CHF SELL EUR CONTRACT RATE : 1.535200000 TRADE 8/06104 VALUE 8/16/04 Aug 16 Spot FX 15,000,000 SPOT CURRENCY TRANSACTION - SALE - 22,987,500.00 - 18,528,812.30 BUY EUR SELL CHF SPOT RATE : 1.240635375 TRADE 8/16/04 VALUE 8116/04 EURO PRINCIPAL CURRENCY SWISS FRANC Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032512 SDNY_GM_00301710 EFTA01507466