05 12004 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 66 of 78 U S Dollar Activity by Date Settlement Date TYR< continued Quantity Demeription amount USD May 17 Write Option - 12,000,000 EUR CALL USD PUT FX EUROPEAN STYLE OPTION JUN 15, 2004 O 1.185 KNOCK IN TRIGGERED 1.2 WRITTEN FX OPTION 142,769.00 CALL 12,000,000.00 EUR PUT 14,220,000.00 USD TRADE DATE 05(14/04 May 18 Fwd FX Ctrct - 5,000,000 SETTLE FORWARD CURRENCY CONTRACT 8,767,500.00 BUY USD SELL GBP CONTRACT RATE : 1.753500000 TRADE 5/11/04 VALUE 5/18/04 May 18 Write Option - 5,000,000 AUD CALL USD PUT 48,645 00 FX EUROPEAN STYLE OPTION JUN 16, 2004 .69 KNOCK IN O .71 WRITTEN FX OPTION CALL 5,000,000.00 AUD PUT 3.450.000.00 USD TRADE DATE 05(14/04 May 18 Sale - 21,855 JP MORGAN INSTITUTIONAL PRIME MONEY 21,855 00 INSTITUTIONAL CLASS SWEEP FUND (829) (SWEEP DEADLINE IS 4:30 PM EST) May 18 Spot FX 5,000,000 SPOT CURRENCY TRANSACTION - BUY - 8,838,000 00 BUY GBP SELL USD SPOT RATE : 1.767600000 TRADE 5/17/04 VALUE 5(18/04 POUND STERLING U S DOLLAR Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032195 SDNY_GM_00301393 EFTA01507188