10 Account Number: CI IN= FINANCIAL TRUST COMPANY INC October 01, 2004 - October 31, 2004 JPMorgan Chase Bank 2004 345 Park Avenue, New York, NY 10154-1002 II3JPMorgan Private Bank Asset Account Portfolio Page 26 of 74 Australia Dollar Activity by Date continued Settlement Date type Ouanoty Oct 20 Fwd FX Ctrct Oct 20 Fwd FX Ctrct Oct 20 Fwd FX Ctrct Oct 20 Fwd FX Ctrct Oct 20 Fwd FX Ctrct Oct 20 Fwd FX Ctrct Oct 28 Fwd FX Ctrct - 7,289,000 - 2,148,600 8,947,900 - 12,622,750 7,226,000 5,430,750 7,265,100 Deactiption Realized ClareVLoss USD Amount Amount USD SETTLE FORWARD CURRENCY CONTRACT 10,000,000.00 7,365,999.57 BUY AUD SELL USD CONTRACT RATE : 0.728900000 TRADE 4/16/04 VALUE 10/20/04 SETTLE FORWARD CURRENCY CONTRACT 3,000,000.00 2,209,799.87 BUY AUD SELL USD CONTRACT RATE : 0.716200000 TRADE 4/23/04 VALUE 10/20/04 SETTLE FORWARD CURRENCY CONTRACT - 13,000,000.00 - 9,575,799.45 BUY USD SELL AUD CONTRACT RATE : 0.688300000 TRADE 9/10/04 VALUE 10/20/04 SETTLE FORWARD CURRENCY CONTRACT 17,500,000.00 12,890,499.26 BUY AUD SELL USD CONTRACT RATE : 0.721300000 TRADE 9/30/04 VALUE 10/20/04 SETTLE FORWARD CURRENCY CONTRACT - 10,000,000.00 - 7,365,999.57 BUY USD SELL AUD CONTRACT RATE : 0.722600003 TRADE 10/05/04 VALUE 10/20/04 SETTLE FORWARD CURRENCY CONTRACT - 7,500,000.00 - 5,524,499.68 BUY USD SELL AUD CONTRACT RATE : 0.724100000 TRADE 10/06/04 VALUE 10/20/04 SETTLE FORWARD CURRENCY CONTRACT 2,497.77 - 10,000,000.00 - 7,452,497.77 BUY USD SELL AUD CONTRACT RATE : 0.726510000 TRADE 10/19/04 VALUE 10/28/04 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032863 SDNY_GM_00302061 EFTA01507781