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 II3JPMorgan Private Bank Asset Account Portfolio Page 22 of 48 Australia Dollar Activity by Date continued Settlement Dare Aug 17 Aug 17 Aug 24 Aug 24 Aug 24 TYRA Ouennty Spot FX 7,175,000 Spot FX - 7,080,000 Fwd FX Ctrct - 5,676,750 Fwd FX Ctrct - 5,639,250 Fwd FX Ctrct 11,347,500 Desenertron Realized thiliVLOSS USD Amount Amount USD SPOT CURRENCY TRANSACTION - SALE - 10,000,000.00 - 7,175,000.00 BUY USD SELL AUD SPOT RATE : 0.717500000 TRADE 8/16,04 VALUE 8/17/04 U S DOLLAR AUSTRALIA DOLLAR SPOT CURRENCY TRANSACTION - BUY 10,000,000.00 7,080,000.00 BUY AUD SELL USD SPOT RATE : 0.708000000 TRADE 8/1104 VALUE 8/17/04 AUSTRALIA DOLLAR U S DOLLAR SETTLE FORWARD CURRENCY CONTRACT 7,500,000.00 5,305,978 06 BUY AUD SELL USD CONTRACT RATE : 0.756900000 TRADE 2/20(04 VALUE 8/24/04 SETTLE FORWARD CURRENCY CONTRACT 7,500,000.00 5,305,978 06 BUY AUD SELL USD CONTRACT RATE : 0.751900000 TRADE 2/20(04 VALUE 8/24/01 SETTLE FORWARD CURRENCY CONTRACT 0.01 - 15,000,000.00 - 10,611,956 13 BUY USD SELL AUD CONTRACT RATE : 0.756500000 TRADE 3101104 VALUE 8/24/04 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032551 SDNY_GM_00301749 EFTA01507502