EFTA01507714.pdf

10 2004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 II3JPMorgan Private Bank Account Number Asset Account Portfolio Page 26 of 74 FINANCIAL TRUST COMPANY INC October 01, 2004 - October 31, 2004 Australia Dollar Activity by Date continued Settlement Realized Amount Amount USD Date type Ouanoty Deactiption ClareVLoss USD Oct 20 Fwd FX Ctrct - 7,289,000 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 Oct 20 Fwd FX Ctrct - 2,148,600 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 Oct 20 Fwd FX Ctrct 8,947,900 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 Oct 20 Fwd FX Ctrct - 12,622,750 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 Oct 20 Fwd FX Ctrct 7,226,000 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 Oct 20 Fwd FX Ctrct 5,430,750 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 Oct 28 Fwd FX Ctrct 7,265,100 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 JPM-SDNY-00032789 Chase CONFIDENTIAL SDNY_GM_00301987 EFTA01507714