05 JPMorgan Chase Bank 2004 345 Park Avenue, New York, NY 10154-1002 II3 JPMorgan Private Bank Asset Account Portfolio Page 69 of 78 FINANCIAL TRIIIIIPINC May 01, 2004 - May 31, 2004 Account Numbe U S Dollar Activity by Date Settlement Date Tyne continued Quantity Description amount USD May 21 Write Option - 10,000,000 AUD PUT USD CALL 27,453 00 FX EUROPEAN STYLE OPTION MAY 20, 2004 .695 WRITTEN FX OPTION PUT 10,000000 00 AUD CALL 6,950,000.00 USD TRADE DATE 05/19/04 May 21 Purchase 132,982 JP MORGAN INSTITUTIONAL PRIME MONEY - 132,982 00 INSTITUTIONAL CLASS SWEEP FUND (829) (SWEEP DEADLINE IS 4:30 PM EST) May 21 Spot FX 10,000,000 SPOT CURRENCY TRANSACTION - BUY - 6,059,000.00 BUY NZO SELL USD SPOT RATE : 0.605900000 TRADE 5/20/04 VALUE 5/21/04 N ZEALAND DOLLAR U S DOLLAR May 21 FX Option Assignment 10,000,000 NZO CALL USD PUT FX EUROPEAN STYLE OPTION MAY 19, 2004 ig .6033 WRITTEN FX OPTION ASSIGNED CALL 6,033,000.00 USD PUT 10,030,000.00 NZD TRADE GATE 05/19/04 May 21 FX Opt Asgn'D - 10,000,000 SPOT CURRENCY TRANSACTION 6,033,000.00 SETTLEMENT OF ASSIGNED FX OPTION SELL NZD BUY USD TRADE 5/19104 VALUE 521/04 May 24 Fwd FX Ctrct 1,087,300,000 SETTLE FORWARD CURRENCY CONTRACT - 10,000,000.00 BUY JPY SELL USD CONTRACT RATE : 108.730000000 TRADE 2/20/04 VALUE 5/24/04 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032198 SDNY_GM_00301396 EFTA01507191