EFTA01507466.pdf

08 2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 il3 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 31 of 48 FINANCIAL TRUST COMPANY INC August 01, 2004 - August 31, 2004 Account Transactions by Currency Swiss Franc Activity Summary Amoutw AIROUPIt Period roan Beginning Balance .00 Credits Foreign Exchange 23,042,000.00 73,576,000.00 Debits Purchases of Securities - 10,000,000.00 Foreign Exchange - 23,042,000.00 - 63,576,000.00 Ending Balance .00 Swiss Franc Activity by Date Sordemint Roalizo0 Amount Amount USD Date TYPO Quantity Dostripzion Glen/Loss U30 Aug 16 Fwd FX CUct - 5,000,000 SETTLE FORWARD CURRENCY CONTRACT 7,690,000.00 6,189,882.07 BUY CHF SELL EUR CONTRACT RATE : 1.538000000 TRADE 8/05/04 VALUE 8/16/04 Aug 16 Fwd FX Ctrct - 10,000,000 SETTLE FORWARD CURRENCY CONTRACT 15,352,000.00 12,357,226.22 BUY CHF SELL EUR CONTRACT RATE : 1.535200000 TRADE 8/06104 VALUE 8/16/04 Aug 16 Spot FX 15,000,000 SPOT CURRENCY TRANSACTION - SALE - 22,987,500.00 - 18,528,812.30 BUY EUR SELL CHF SPOT RATE : 1.240635375 TRADE 8/16/04 VALUE 8116/04 EURO PRINCIPAL CURRENCY SWISS FRANC Confidential Treatment Requested by JPMorgan JPM-SDNY-00032512 Chase CONFIDENTIAL SDNY_GM_00301710 EFTA01507466