0 1 INN Account Number: FINANCIAL TRUST COMPANY INC JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 Asset Account Portfolio January 01, 2004 - January 31, 2004 JPMorgan Private Bank Page 48 of 53 U S Dollar Activity by Date Settlement Date type continued Quantity Deactiption amount USD Jan 27 Fwd FX Ctrct 10000,000 SETTLE FORWARD CURRENCY CONTRACT - 6,669,000 00 BUY NZO SELL USD CONTRACT RATE : 0.666900000 TRADE 1/20/04 VALUE 1/27/04 Jan 27 Sale - 36.000 JP MORGAN INSTITUTIONAL PRIME MONEY 36,000 00 INSTITUTIONAL CLASS SWEEP FUND (829) (SWEEP DEADLINE IS 4:30 PM EST) Jan 30 Write Option - 25,000,000 EUR PUT USD CALL 857,050.00 FX EUROPEAN STYLE OPTION OCT 27.2004 a 1.22 KNOCK IN CI 1202 WRITTEN FX OPTION PUT 25,000,000.00 EUR CALL 30.500.000.00 USD TRADE DATE 01/28/04 Jan 30 Write Option - 37,000,000 AUD PUT USD CALL 1,262,588 00 FX EUROPEAN STYLE OPTION OCT 27, 2004 Cp .76 KNOCK IN 0 .7475 WRITTEN FX OPTION PUT 37,000,000.00 AUD CALL 28,120,000.00 USD TRADE DATE 01/28/04 Jan 30 Write Option - 39,000,000 NZO PUT USD CALL 1,132,560.00 FX EUROPEAN STYLE OPTION OCT 27, 2004 .66 KNOCK IN° .6475 WRITTEN FX OPTION PUT 39,000,000.00 NZD CALL 25,740,000.00 USD TRADE DATE 01/28/04 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031590 SDNY_GM_00300788 EFTA01506602