09 Account Number FINANCIAL TRUST COMPANY INC September 01, 2004 - September 30, 2004 JPMorgan Chase Bank 2004 345 Park Avenue. New York, NY 10154-1002 II3 JPMorgan Private Bank Asset Account Portfolio Page 43 of 62 Pound Sterling Activity by Date continued Settlement Date Sep 23 Sep 23 Sep 29 TYR. Quantity Fwd FX Ctrct 8,988,500 Spot FX -13.996,000 Expired Opt 10,000,000 Realized Amount Amount USD Desenption Gainless USD SETTLE FORWARD CURRENCY CONTRACT - 500.45 - 5,000,000.00 - 8,995,499.55 BUY USD SELL GBP CONTRACT RATE : 1.797700000 TRADE 9/14/04 VALUE 9/23/04 SPOT CURRENCY TRANSACTION - BUY 5,000,000.00 8,996,000.00 BUY GBP SELL USD SPOT RATE : 1.799200000 TRADE 9/21/04 VALUE 9/23/04 POUND STERLING U S DOLLAR GBP PUT JPY CALL FX EUROPEAN STYLE OPTION MAR 08.2005 195. KNOCK IN 193 BARRIER EXP 9/29/2004 EXPIRATION OF WRITTEN FX OPTION EXPIRATION OF KNOCK IN PERIOD Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032620 SDNY_GM_00301818 EFTA01507568