05 INN Account Number: FINANCIAL TRUST COMPANY INC JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 Asset Account Portfolio May 01, 2004 - May 31, 2004 JPMorgan Private Bank Page 47 of 78 N Zealand Dollar Activity by Date Statement Date Tate continued oulintity Onalpdon Realized Amount Gain/Loss USD Amount USD May 24 Expired Opt 10,000,000 NZD PUT USD CALL FX EUROPEAN STYLE OPTION MAY 20, 2004 ea .805 EXPIRATION OF WRITTEN FX OPTION May 24 FX Opt Asgn'D 6,050,000 SPOT CURRENCY TRANSACTION - 10,000.000 00 - 6,102,398 24 SETTLEMENT OF ASSIGNED FX OPTION SELL NZD BUY USD TRADE 5120/04 VALUE 5/24/04 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032098 SDNY_GM_00301296 EFTA01507104