EFTA01507798.pdf

10 2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 II3JPMorgan Private Bank Account Number: Asset Account Portfolio Page 44 of 74 FINANCIAL TRUST COMPANY INC October 01, 2004 - October 31, 2004 Pound Sterling Activity by Date continued Settlement Realized amount amount USD Date TYR. Quantity Desenption alliVLOSS USD Oct 20 Fwd FX Ctrct - 17,725,000 SETTLE FORWARD CURRENCY CONTRACT 10,000,000.00 18,132,497.78 BUY GBP SELL USD CONTRACT RATE : 1.772500003 TRADE 4/16/04 VALUE 10/20/04 Oct 20 Fwd FX Ctrct - 5,232,300 SETTLE FORWARD CURRENCY CONTRACT 3,000,000.00 5,439,749.33 BUY GBP SELL USD CONTRACT RATE : 1.744100000 TRADE 4/23/04 VALUE 10/20/04 Oct 20 Fwd FX Ctrct 5,349,000 SETTLE FORWARD CURRENCY CONTRACT - 3,000,000.00 - 5,439,749.33 BUY USD SELL GBP CONTRACT RATE : 1.783000000 TRADE 9/10/04 VALUE 10/20/04 Oct 20 Fwd FX Ctrct - 980,350,000 SETTLE FORWARD CURRENCY CONTRACT 5,000,000.00 9,066,248.89 BUY GBP SELL JPY CONTRACT RATE : 196.070000000 TRADE 9/10104 VALUE 10/20/04 Oct 20 Fwd FX Ctrct 8,971,000 SETTLE FORWARD CURRENCY CONTRACT - 5,000,000.00 - 9,066,248.89 BUY USD SELL GBP CONTRACT RATE : 1.794200000 TRADE 9/21/04 VALUE 10/20/04 Oct 20 Fwd FX Ctrct 8,976,000 SETTLE FORWARD CURRENCY CONTRACT - 5,000,000.00 - 9,066,248.89 BUY USD SELL GBP CONTRACT RATE : 1.795200000 TRADE 9/21/04 VALUE 10/20/04 Oct 20 Fwd FX Ctrct 986,700,000 SETTLE FORWARD CURRENCY CONTRACT - 5,000,000.00 - 9,066,248.89 BUY JPY SELL GBP CONTRACT RATE : 197.340000000 TRADE 9/22/04 VALUE 10/20/04 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032881 Chase CONFIDENTIAL SDNY_GM_00302079 EFTA01507798