03 JPMorgan Chase Bank 2004 345 Park Avenue, New York, NY 10154-1002 Account Numbe FINANCIAL TRUST COMPANY INC Asset Account Portfolio March 01, 2004 - March 31, 2004 JPMorgan Private Bank Page 35 of 88 Trade Settlement Date Date Currency Amount Counter Counter Gummy Amount Contract Rate RevatuabOn Rate Contracted Base Amount USD Revalued Anent USD Realized &Wilma USD Settled Foreign Exchan ge Contracts continued Jan 9 04 Mar 15 04 NZD 5,000,000.00 USD - 3,391,500.00 0.678300 1.559550 - 3,391,500.00 3,206,053.02 - 185,446.98 Mar 1 04 Mar 15 04 NZD - 5,000,000.00 USD 3,442,500.00 0.688500 1.559550 3,442,500.00 - 3,206,053.02 236,446.98 Mar 10 04 Mar 15 04 NZD - 10,000,000.00 USD 6,634,000.00 0.663400 1.559550 6,634,000.00 - 6,412,106.05 221,893.95 Mar 10 04 Mar 15 04 NZD 15,000,000.00 USD - 9,979,500.00 0.665300 1.559550 - 9,979,500.00 9,618,159.08 - 361,340.92 Mar 11 04 Mar 15 04 NZD 10,000,000.00 USD - 6,502,000.00 0.650200 0.650200 - 6,502,000.00 6,502,000.00 Mar 11 04 Mar 15 04 NZD - 10,000,000.00 USD 6,430,000.00 0.643000 0.643874 6,430,000.00 - 6,438,737.36 - 8,737 36 Mar 11 04 Mar 15 04 NZD - 10,000,000.00 USD 6,475,000.00 0.647500 0.643874 6,475,000.00 - 6,438,737.37 36,262.63 Mar 11 04 Mar 15 04 NZD 10,000,000.00 USD - 6,482,000.00 0.648200 0.648200 - 6,482,000.00 6,482,000.00 Mar 11 04 Mar 15 04 NZD - 5,000,000.00 USD 3,237,500.00 0.647500 0.643874 3,237,500.00 - 3,219,368.68 18,131.32 Mar 9 04 Mar 17 04 NZD - 10,000,000.00 USD 6,753,000.00 0.675300 1.545500 6,753,000.00 - 6,470,397.92 282,602.08 Mar 9 04 Mar 17 04 NZD - 10,000,000.00 USD 6,779,000.00 0.677900 1.545500 6,779,000.00 - 6,470,397.92 308,602.08 Mar 10 04 Mar 17 04 NZD - 10,000,000.00 USD 6,760,000.00 0.676000 1.545500 6,760,000.00 - 6,470,397.92 289,602.08 Mar 16 04 Mar 17 04 NZD 20,000,000.00 USD - 13,032,000.00 0.651600 0.651600 - 13,032,000.00 13,032,000.00 Mar 16 04 Mar 17 04 NZD 10,000,000.00 USD - 6,515,000.00 0.651500 0.651500 - 6,515,000.00 6,515,000.00 TAIWANESE DOLLAR - U S DOLLAR Mar 104 Mar 30 04 TWD 166,750,000.00 USD - 5,000,000.00 33.350000 33.065000 - 5,000,000.00 5,043,096.93 43,096.93 Mar 104 Mar 30 04 TWD- 166,750,000.00 USD 5,004,501.80 33.320000 33.065000 5,004,501.80 - 5,043,096.93 - 38,595.13 TRADE RELATED POUND STERLING - U S DOLLAR Mar 26 04 Mar 30 04 GBP - 5,000,000.00 USD 9,095,000.00 1.819000 1.845000 9,095,000.00 - 9,225,000.00 - 130,000.00 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031834 SDNY_GM_00301032 EFTA01506845