EFTA01507791.pdf

10 2004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 II3JPMorgan Private Bank Account Number: Asset Account Portfolio Page 36 of 74 FINANCIAL TRUST COMPANY INC October 01, 2004 - October 31, 2004 Japanese Yen Activity by Date continued Settlement Realized ATOtolf amount USD Date Thin Quantity Deacaption Gamlen USD Oct 20 Fwd FX Ctrct 10,000,000 SETTLE FORWARD CURRENCY CONTRACT 6,637.11 -1,098,200,000.00 - 10,147,378.14 BUY USD SELL JPY CONTRACT RATE : 109.820000000 TRADE 9/10/04 VALUE 10/20/04 Oct 20 Fwd FX Ctrct 5,000,000 SETTLE FORWARD CURRENCY CONTRACT 5,924.87 - 980,350,000.00 - 9,058,443.05 BUY GBP SELL JPY CONTRACT RATE : 196.070000000 TRADE 9/10/04 VALUE 10/20/04 Oct 20 Fwd FX Ctrct 57,460.86 SETTLE FORWARD CURRENCY CONTRACT 38.37 - 6,350,000.00 - 58,674.05 BUY USD SELL JPY CONTRACT RATE : 110.510000000 TRADE 9/22/04 VALUE 10/20/04 Oct 20 Fwd FX Ctrct - 10,000,000 SETTLE FORWARD CURRENCY CONTRACT 1,103,000,000.00 10,191,730.19 BUY JPY SELL USD CONTRACT RATE : 110.300000000 TRADE 9/22/04 VALUE 10/20/04 Oct 20 Fwd FX Ctrct - 5,000,000 SETTLE FORWARD CURRENCY CONTRACT 986,700,000.00 9,117,117.11 BUY JPY SELL GBP CONTRACT RATE : 197.340000000 TRADE 9/22/04 VALUE 10/20/04 Oct 20 Fwd FX Ctrct 15,000,000 SETTLE FORWARD CURRENCY CONTRACT 17,998.54 -2,978,100,000.00 - 27,517,671.51 BUY GBP SELL JPY CONTRACT RATE : 198.540000000 TRADE 9/23/04 VALUE 10/20/04 Oct 20 Fwd FX Ctrct 5,000,000 SETTLE FORWARD CURRENCY CONTRACT 4,107.55 - 679,650,000.00 - 6,279,972.27 BUY EUR SELL JPY CONTRACT RATE : 135.930000000 TRADE 9/23/04 VALUE 10/20/04 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032873 Chase CONFIDENTIAL SDNY_GM_00302071 EFTA01507791