EFTA01506548.pdf

0 1 INN JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 47 of 53 FINANCIAL TRUST COMPANY INC January 01, 2004 - January 31, 2004 US Date Dollar Activity by Date Settlement type continued Quantity Deaception Amount USD Jan 27 Fwd FX Ctrct 10000,000 SETTLE FORWARD CURRENCY CONTRACT - 6,936,000.00 BUY AUD SELL USD CONTRACT RATE : 0.693600000 TRADE 10/23/03 VALUE 1/27/04 Jan 27 Fwd FX Ctrct - 10,000,000 SETTLE FORWARD CURRENCY CONTRACT 7,139,000.00 BUY USD SELL AUD CONTRACT RATE : 0.713900000 TRADE 11/24/03 VALUE 1/27/04 Jan 27 Fwd FX Ctrct - 10,000,000 SETTLE FORWARD CURRENCY CONTRACT 7,624,000.00 BUY USD SELL AUD CONTRACT RATE : 0.762400000 TRADE 1/1604 VALUE 1/27/04 Jan 27 Fwd FX Ctrct - 10,000,000 SETTLE FORWARD CURRENCY CONTRACT 6,640,000.00 BUY USD SELL NZD CONTRACT RATE : 0.664000000 TRADE 1/16/04 VALUE 1/27/04 Jan 27 Fwd FX Ctrct - 10,000,000 SETTLE FORWARD CURRENCY CONTRACT 12,365,000.00 BUY USD SELL EUR CONTRACT RATE : 1.236500000 TRADE 1/16/04 VALUE 1/27/04 Jan 27 Fwd FX Ctrct 10,000,000 SETTLE FORWARD CURRENCY CONTRACT - 12,511,000.00 BUY EUR SELL USD CONTRACT RATE : 1.251100000 TRADE 1/20/04 VALUE 1/27/04 Jan 27 Fwd FX Ctrct 10,000,000 SETTLE FORWARD CURRENCY CONTRACT - 7,688,000.00 BUY AUD SELL USD CONTRACT RATE : 0.768800000 TRADE 1/20/04 VALUE 1/27/04 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031536 Chase CONFIDENTIAL SDNY_GM_00300734 EFTA01506548