EFTA01507407.pdf

07 12004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 28 of 65 FINANCIAL TRUST COMPANY INC July 01, 2004 - July 31, 2004 Australia Dollar Activity by Date continued Settlement Realized ATOtolf Amount USD Date type Quantity Desenption Denton USD Jul 14 Fwd FX Ctrct 0,003,800 SETTLE FORWARD CURRENCY CONTRACT - 8,463.12 - 13,000,000.00 - 9,416,536 88 BUY USD SELL AUD CONTRACT RATE : 0.692600000 TRADE 6/10/04 VALUE 7(14(04 Jul 14 Spot FX - 9,425,000 SPOT CURRENCY TRANSACTION - BUY 13,000,000 00 9,425,000.00 BUY AUD SELL USD SPOT RATE : 0.725000000 TRADE 7/12/04 VALUE 7(14/04 AUSTRALIA DOLLAR U S DOLLAR Jul 30 Fwd FX Ctrct 3,556,000 SETTLE FORWARD CURRENCY CONTRACT - 5,000,000.00 - 3,501,400.56 BUY USD SELL AUD CONTRACT RATE : 0.711200000 TRADE 7/21/04 VALUE 7/30/04 Jul 30 Fwd FX Ctrct 7,137,000 SETTLE FORWARD CURRENCY CONTRACT - 10,000,000.00 - 7,002,801.12 BUY USD SELL AUD CONTRACT RATE : 0.713700000 TRADE 7/21/04 VALUE 7(30/04 Jul 30 Fwd FX Ctrct - 7,102,000 SETTLE FORWARD CURRENCY CONTRACT 10,000,000.00 7,002,801.12 BUY AUD SELL USD CONTRACT RATE : 0.710200000 TRADE 7/23/04 VALUE 7/30/04 Jul 30 Fwd FX Ctrct - 3,560,500 SETTLE FORWARD CURRENCY CONTRACT 5,000,000.00 3,501,400.56 BUY AUD SELL USD CONTRACT RATE : 0.712100000 TRADE 7/23/04 VALUE 7/30/04 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032444 Chase CONFIDENTIAL SDNY_GM_00301642 EFTA01507407