06 JPMorgan Chase Bank 2004 345 Park Avenue. New York, NY 10154-1002 II3 JPMorgan Private Bank Account Numbe Asset Account Portfolio Page 38 of 72 FINANCIAL TRUST COMPANY INC June 01, 2004 - June 30, 2004 N Zealand Dollar Activity by Date continued Settlement Date Jun 14 Jun 14 Jun 14 Jun 14 Jun 14 Jun 14 type Quantity Fwd FX Ctrct 3,033,500 Fwd FX Ctrct 2,971,500 Spot FX 3,134,500 Spot FX - 12,600,000 Spot FX - 9.516,000 FX Opt Asgn'D 9,300,000 Desenption Realized Gaintosa USD amount amount USD SETTLE FORWARD CURRENCY CONTRACT - 11,088.35 - 5,000,000.00 - 3,148,416.34 BUY USD SELL NZD CONTRACT RATE : 0.606700000 TRADE 5/12/04 VALUE 6114/04 SETTLE FORWARD CURRENCY CONTRACT - 11,088.35 - 5,000,000.00 - 3,148,416.34 BUY USD SELL NZD CONTRACT RATE : 0.594300000 TRADE 5/17/04 VALUE 6/14/04 SPOT CURRENCY TRANSACTION - SALE - 5,000,000.00 - 3,134,500.00 BUY USD SELL NZD SPOT RATE : 0.626900000 TRADE 6/09104 VALUE 6114/04 U S DOLLAR N ZEALAND DOLLAR SPOT CURRENCY TRANSACTION - BUY 20,000,000.00 12,600,000.00 BUY NZD SELL USD SPOT RATE : 0.630000000 TRADE 6/10/04 VALUE 6/14/04 N ZEALAND DOLLAR U S DOLLAR SPOT CURRENCY TRANSACTION - BUY 15,000,000.00 9,516,000.00 BUY NZD SELL USD SPOT RATE : 0.634400000 TRADE 6/10/04 VALUE 6/14/04 N ZEALAND DOLLAR U S DOLLAR SPOT CURRENCY TRANSACTION - 15,000,000.00 - 9,445,249.04 SETTLEMENT OF ASSIGNED FX OPTION SELL NZD BUY USD TRADE 6/10/04 VALUE 6/14/04 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032245 SDNY_GM_00301443 EFTA01507230