05 INN Account Number: FINANCIAL TRUST COMPANY INC May 01, 2004 - May 31, 2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Asset Account Portfolio Page 32 of 78 Australia Dollar Activity by Date continued Settlement Date type Quantity May 19 Spot FX May 19 Spot FX May 24 Spot FX May 24 Expired Opt May 24 FX Opt Asgn'D May 26 Fwd FX Ctret 3,449,500 - 3,457,500 6,937,000 10,000,000 - 6,950,000 3,424,500 Dasenptron Realized thiliVLOSS USD Amount Amount USD SPOT CURRENCY TRANSACTION - SALE - 5,000,000.00 - 3,449,500.00 BUY USD SELL AUD SPOT RATE : 0.689900000 TRADE 5/17/04 VALUE 5/19/04 U S DOLLAR AUSTRALIA DOLLAR SPOT CURRENCY TRANSACTION - BUY 5,000,000.00 3,457,500.00 BUY AUD SELL USD SPOT RATE : 0.691500000 TRADE 5/17/04 VALUE 5/19/04 AUSTRALIA DOLLAR U S DOLLAR SPOT CURRENCY TRANSACTION - SALE - 10,000,000.00 - 6,937,000.00 BUY USD SELL AUD SPOT RATE : 0.693700000 TRADE 5/20/04 VALUE 5/24/04 U S DOLLAR AUSTRALIA DOLLAR AUD CALL USD PUT FX EUROPEAN STYLE OPTION MAY 20, 2004 .695 EXPIRATION OF WRITTEN FX OPTION SPOT CURRENCY TRANSACTION 10,000,000.00 6,991,051.45 SETTLEMENT OF ASSIGNED FX OPTION BUY AUD SELL USD TRADE 5/20/04 VALUE 5/24/04 SETTLE FORWARD CURRENCY CONTRACT 4,571.20 - 5,000,000.00 - 3,532,071.20 BUY USD SELL AUD CONTRACT RATE : 0.684900000 TRADE 5/17/04 VALUE 5/26/04 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032083 SDNY_GM_00301281 EFTA01507091