EFTA01507461.pdf

08 2004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 II3JPMorgan Private Bank Account Number Asset Account Portfolio Page 25 of 48 FINANCIAL TRUST COMPANY INC August 01, 2004 - August 31, 2004 Euro Currency Activity by Date continued Settlement Realized Amount Amount USD Date type Quantity Demeription Gain/Lose USD Aug 16 Fwd FX Ctrct - 12,240,000 SETTLE FORWARD CURRENCY CONTRACT 10,000,000.00 12,344,155.04 BUY EUR SELL USD CONTRACT RATE : 1.224000000 TRADE 8106/04 VALUE 8/16/04 Aug 16 PM FX Ctrct 15,352,000 SETTLE FORWARD CURRENCY CONTRACT - 5,031.90 - 10,000,000.00 - 12,344,155.04 BUY CHF SELL EUR CONTRACT RATE : 1.535200000 TRADE 8106/04 VALUE 8/18/04 Aug 16 Fwd FX Ctrct 12,258,000 SETTLE FORWARD CURRENCY CONTRACT - 5,031.89 - 10,000,000.00 - 12,344,155.04 BUY USD SELL EUR CONTRACT RATE : 1.225800000 TRADE 8/09/04 VALUE 8/18/04 Aug 16 Spot FX - 22,987,500 SPOT CURRENCY TRANSACTION - BUY 15,000,000.00 18,528,812.30 BUY EUR SELL CHF SPOT RATE: 0.809550000 TRADE 8/16/04 VALUE 8/16/04 EURO PRINCIPAL CURRENCY SWISS FRANC Aug 24 Fwd FX Ctrct - 9,395,250 SETTLE FORWARD CURRENCY CONTRACT 7,500,000.00 9,090,909.09 BUY EUR SELL USD CONTRACT RATE : 1.252700000 TRADE 2/20/04 VALUE 8/24/04 Aug 24 Fwd FX Ctrct 9,287,250 SETTLE FORWARD CURRENCY CONTRACT - 7,500,000.00 - 9,090,909.09 BUY USD SELL EUR CONTRACT RATE : 1.238300003 TRADE 3/01/04 VALUE 8/24/04 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032506 Chase CONFIDENTIAL SDNY_GM_00301704 EFTA01507461