EFTA01507360.pdf

07 12004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: CI Asset Account Portfolio Page 42 of 65 FINANCIAL TRUST COMPANY INC July 01, 2004 - July 31, 2004 Swiss Franc Activity by Date continued Settlement Real/am, Amount Amount USD Date Thom Quantity Deacription GamlLoss USD Jul 8 Fwd FX Ctrct 10,103,516.92 SEMI FORWARD CURRENCY CONTRACT - 15,226,000.00 - 12,440,050.65 BUY EUR SELL CHF CONTRACT RATE : 1.507000000 TRADE 6/21/04 VALUE 7438/04 Jul 8 Fwd FX Ctrct 5,049,747.94 SETTLE FORWARD CURRENCY CONTRACT - 0.01 - 7,613,000.00 - 6,220,025.32 BUY EUR SELL CHF CONTRACT RATE : 1.507600000 TRADE 6/21/04 VALUE 7/08/04 Jul 8 Fwd FX Ctrct 4,998,355.80 SETTLE FORWARD CURRENCY CONTRACT - 0.01 - 7,600,000.00 - 6,209,403.97 BUY EUR SELL CHF CONTRACT RATE : 1.520500000 TRADE 7/01/04 VALUE 7/08/04 Jul 8 Fwd FX Ctrct 5,006,587.62 SETTLE FORWARD CURRENCY CONTRACT - 7,600,000.00 - 6,209,403.97 BUY EUR SELL CHF CONTRACT RATE : 1.518000000 TRADE 7/02/04 VALUE 7/08/04 Jul 8 Fwd FX Ctrct - 10,000,000 SETTLE FORWARD CURRENCY CONTRACT 15,200,000.00 12,418,807.95 BUY CHF SELL EUR CONTRACT RATE : 1.520000000 TRADE 6/16/04 VALUE 7/08/04 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032393 Chase CONFIDENTIAL SDNY_GM_00301591 EFTA01507360