10 Account Numbe FINANCIAL TRUST COMPANY INC October 01, 2004 - October 31, 2004 JPMorgan Chase Bank 2004 345 Park Avenue, New York, NY 10154-1002 II3 JPMorgan Private Bank Asset Account Portfolio Page 30 of 74 Euro Currency Activity by Date continued Settlement Date Oct 20 Oct 20 Oct 20 Oct 20 Oct 20 Oct 20 Oct 20 TYR. Quantity Fwd FX Ctrct 1,766,100 Fwd FX Ctrct 1,796,100 Fwd FX Ctrct 7,687,000 Fwd FX Ctrct - 679,650,000 Fwd FX Ctrct 683,100,000 Fwd FX Ctrct - 12,423,000 Fwd FX Ctrct 12,414,000 Desenption SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL EUR CONTRACT RATE : 1.177400000 TRADE 5/11/04 VALUE 10/20/04 SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL EUR CONTRACT RATE : 1.197400000 TRADE 5/17/04 VALUE 10/20/04 SETTLE FORWARD CURRENCY CONTRACT BUY CHF SELL EUR CONTRACT RATE : 1.537400000 TRADE 9/10/04 VALUE 10/20/04 SETTLE FORWARD CURRENCY CONTRACT BUY EUR SELL JPY CONTRACT RATE : 135.930000000 TRADE 9/23/04 VALUE 10/20/04 SETTLE FORWARD CURRENCY CONTRACT BUY JPY SELL EUR CONTRACT RATE : 136.620000000 TRADE 9/27/04 VALUE 10/20/04 SETTLE FORWARD CURRENCY CONTRACT BUY EUR SELL USD CONTRACT RATE : 1.242300000 TRADE 9/30/04 VALUE 10/20/04 SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL EUR CONTRACT RATE : 1.241400000 TRADE 10/06/04 VALUE 10/20/04 Realized Gantt oat USD Amount Amount USD 1,977.22 - 1,500,000.00 - 1,890,674.87 1,977.23 - 1,500,000.00 - 1,890,674.87 6,590.76 - 5,000,000.00 - 6,302,249.58 5,000,000.00 6,302,249.58 6,590.76 - 5,000,000.00 - 6,302,249.58 10,000,000.00 12,604,499.17 13,181.54 - 10,000,000.00 - 12,604,499.17 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032793 SDNY_GM_00301991 EFTA01507718