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 44 of 78 N Zealand Dollar Activity by Date Statement Date TYR< continued Quantity Dasenption May 3 Spot FX May 4 Spot FX May 4 Spot FX May 4 FX Opt Asgn'D May 4 FX Opt Asgn'D May 11 Fwd FX Ctrct - 3,110,000 SPOT CURRENCY TRANSACTION - BUY BUY NW SELL USD SPOT RATE : 0.622000000 TRADE 4/29/04 VALUE 5/03/04 N ZEALAND DOLLAR U S DOLLAR - 6,279,000 SPOT CURRENCY TRANSACTION - BUY BUY NZD SELL USD SPOT RATE : 0.627900000 TRADE 4/30/04 VALUE 5/04104 N ZEALAND DOLLAR U S DOLLAR - 6,246,000 SPOT CURRENCY TRANSACTION - BUY BUY NZD SELL USD SPOT RATE : 0.624600000 TRADE 5/03/04 VALUE 5/04/04 N ZEALAND DOLLAR U S DOLLAR 6,150,000 SPOT CURRENCY TRANSACTION SETTLEMENT OF ASSIGNED FX OPTION SELL NZD BUY USD TRADE 4/30/04 VALUE 5/04/04 6,225,000 SPOT CURRENCY TRANSACTION 3,105,500 Realized Amount Gantosa USD Amount USD 5,000,000 00 3,110,000.00 10,000,000 00 6,279,000 00 10,000,000 00 6,246,000 00 - 112,500.00 - 10,000,000.00 37,500.00 10,000,000.00 - 6,329,514.53 - - • 6,329,514.53 SETTLEMENT OF ASSIGNED FX OPTION SELL NZD BUY USD TRADE 4/30/04 VALUE 5/04/04 SETTLE FORWARD CURRENCY CONTRACT - 5,000,000.00 - 3,010,506.66 BUY USD SELL NZD CONTRACT RATE : 0.621100000 TRADE 4/28104 VALUE 5/11/04 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032173 SDNY_GM_00301371 EFTA01507170