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 30 of 48 Pound Sterling Activity by Date continued Settlement Dare Aug 6 Aug 6 Aug 16 Aug 16 Aug 24 Aug 24 TYR. Quantity Fwd FX Ctrct 9,107,000 Spot FX - 9,090,000 Fwd FX Cact - 18,419,000 Spot FX 18,404,000 Fwd FX Ctrct - 18,337,000 Fwd FX Ctrct 18,404,000 Desenption Realized thiliVLOSS USD Amount Amount USD SETTLE FORWARD CURRENCY CONTRACT 130,839.09 - 5,000,000.00 - 9,220,839.09 BUY USD SELL GBP CONTRACT RATE : 1.821400000 TRADE 7/28(04 VALUE 8(06/04 SPOT CURRENCY TRANSACTION - BUY 5,000,000.00 9,090,000.00 BUY GBP SELL USD SPOT RATE : 1.818000000 TRADE 8104(04 VALUE 8(06/04 POUND STERLING U S DOLLAR SETTLE FORWARD CURRENCY CONTRACT 10,000,000.00 18,404,343.42 BUY GBP SELL USD CONTRACT RATE : 1.841900000 TRADE 8/C6104 VALUE 8/1604 SPOT CURRENCY TRANSACTION - SALE - 10,000,000.00 - 18,404,000.00 BUY USD SELL GBP SPOT RATE : 1.840400000 TRADE 8/13/04 VALUE 8(16/04 U S DOLLAR POUND STERLING SETTLE FORWARD CURRENCY CONTRACT 10,000,000.00 17,954,933.11 BUY GBP SELL USD CONTRACT RATE : 1.833700000 TRADE 2/23/04 VALUE 8124/04 SETTLE FORWARD CURRENCY CONTRACT - 0.01 - 10,000,000.00 - 17.954,933 11 BUY USD SELL GBP CONTRACT RATE : 1.840400000 TRADE 3/01(04 VALUE 8124104 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032559 SDNY_GM_00301757 EFTA01507510