09 Account Number: FINANCIAL TRUST COMPANY INC September 01, 2003 - September 30, 2003 JPMorgan Chase Bank 2003 345 Park Avenue, New York, NY 10154-1002 II3 JPMorgan Private Bank Asset Account Portfolio Page 41 of 72 Swiss Franc Activity by Date Settlement Date type continued Quantity Deacaption Realized Amount thiliVLOSS USD Amount USD Sep 10 Fwd FX Ctrct 5,729,771.26 SETTLE FORWARD CURRENCY CONTRACT - 7,770,500.00 - 5,606,825.88 BUY USD SELL CHF CONTRACT RATE : 1.356162300 TRADE 4/24/03 VALUE 9/10/03 Sep 10 Fwd FX Ctrct 9,969,307.95 SETTLE FORWARD CURRENCY CONTRACT - 13,765,000.00 - 9,932,174.03 BUY USD SELL CHF CONTRACT RATE : 1.380737800 TRADE 1/15/03 VALUE 9/10/03 Sep 10 Fwd FX Ctrct - 9,969,307.95 SETTLE FORWARD CURRENCY CONTRACT 14,290,000.00 10,310,989.24 BUY CHF SELL USD CONTRACT RATE : 1.433399400 TRADE 12/13/02 VALUE 9/10/03 Sep 10 Fwd FX Ctrct - 49,450.93 SETTLE FORWARD CURRENCY CONTRACT 67,500.00 48,704.81 BUY CHF SELL USD CONTRACT RATE : 1.364989400 TRADE 8/13/03 VALUE 9/10/03 Sep 10 Fwd FX Ctrct - 4,984,653.98 SETTLE FORWARD CURRENCY CONTRACT 7,178,000.00 5,179,305.86 BUY CHF SELL USD CONTRACT RATE : 1.440019700 TRADE 12/12/02 VALUE 9/10/03 Sep 29 Fwd FX Ctrct 18,351,532.23 SETTLE FORWARD CURRENCY CONTRACT - 26,050,000.00 - 19,501,422.36 BUY USD SELL CHF CONTRACT RATE : 1.419500000 TRADE 9/03/03 VALUE 9/29/03 Sep 29 Fwd FX Ctrct - 9,461,717.27 SETTLE FORWARD CURRENCY CONTRACT 13,025,000.00 9,750,711.18 BUY CHF SELL USD CONTRACT RATE : 1.376600000 TRADE 9/09/03 VALUE 9129/03 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031058 SDNY_GM_00300256 EFTA01506072