0 1 INN Account Number: FINANCIAL TRUST COMPANY INC January 01, 2004 - January 31, 2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Asset Account Portfolio Page 33 of 53 Account Transactions by Currency Pound Sterling Activity Summary Amount INS Pen011 AmOonl to Oate Beginning Balance .00 Credits Foreign Exchange 5.000000 00 5,000,000.00 Debits Foreign Exchange - 5,000,000 00 - 5,000,000.00 Ending Balance .00 Pound Sterling Activity by Date Settlement Date 71114 Ouentoy Descnpoon Realized know Gaintoss USD Amount USD Jan 20 Fwd FX Ctrct - 8,475,000 SETTLE FORWARD CURRENCY CONTRACT 5,000,000.00 9,085,953.11 BUY GBP SELL USD CONTRACT RATE : 1.695000000 TRADE 11/18/03 VALUE 1/20/04 Jan 20 Fwd FX Ctrct 9,120,500 SETTLE FORWARD CURRENCY CONTRACT - 5.000.000 00 - 9.085.953 11 BUY USD SELL GBP CONTRACT RATE : 1.824100000 TRADE 1/06/04 VALUE 1/20/04 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031522 SDNY_GM_00300720 EFTA01506534