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 28 of 48 N Zealand Dollar Activity by Date Settlement Date type continued Quantity Deacelption Realized amount Gaintosa USD amount USD Aug 24 Fwd FX Ctrct - 3,315,000 SETTLE FORWARD CURRENCY CONTRACT 5,000,000.00 3,273,751.06 BUY NZD SELL USD CONTRACT RATE : 0.663000000 TRADE 2/20/04 VALUE 8/24/04 Aug 24 Fwd FX Ctrct - 3,344,500 SETTLE FORWARD CURRENCY CONTRACT 5,000,000.00 3273,751.06 BUY NW SELL USD CONTRACT RATE : 0.668900000 TRADE 2/23/04 VALUE 8/24/04 Aug 24 Fwd FX Ctrct 6,742,000 SETTLE FORWARD CURRENCY CONTRACT - 10,000,000.00 - 6,547,502.12 BUY USD SELL NZD CONTRACT RATE : 0.674200000 TRADE 3/02/04 VALUE 8/24/04 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032557 SDNY_GM_00301755 EFTA01507508