11 IMO Account Number FINANCIAL TRUST COMPANY INC November 01, 2003 - November 30, 2003 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Asset Account Portfolio Page 26 of 61 Euro Currency Activity by Date Settlement Date type continued Quantity Deacaption Realized Amount thiliVLOSS USD Amount USD Nov 17 Fwd FX Ctrct 11,405,000 SETTLE FORWARD CURRENCY CONTRACT - 10,000,000.00 - 11,787,587.67 BUY USD SELL EUR CONTRACT RATE : 1.140500000 TRADE 11/06/03 VALUE 11/17/03 Nov 17 Fwd FX Ctrct 5,706,000 SETTLE FORWARD CURRENCY CONTRACT - 5,000,000.00 - 5,893,793.83 BUY USD SELL EUR CONTRACT RATE : 1.141200000 TRADE 11/06/03 VALUE 11/17/03 Nov 17 Fwd FX Ctrct - 17,064,000 SETTLE FORWARD CURRENCY CONTRACT 15,000,000.00 17,681,381.50 BUY EUR SELL USD CONTRACT RATE : 1.137600000 TRADE 11/07/03 VALUE 11/17/03 Nov 20 Fwd FX Ctrct 5,867,076.69 SETTLE FORWARD CURRENCY CONTRACT - 5,000,000.00 - 5,958,410.29 BUY USD SELL EUR CONTRACT RATE : 1.173415300 TRADE 11/14/03 VALUE 11/20/03 Nov 20 Fwd FX Ctrct - 5,842,597.23 SETTLE FORWARD CURRENCY CONTRACT 5,000,000.00 5,958,410.29 BUY EUR SELL USD CONTRACT RATE : 1.168519500 TRADE 10/09/03 VALUE 11/20/03 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031187 SDNY_GM_00300385 EFTA01506201