08 JPMorgan Chase Bank 2004 345 Park Avenue, New York, NY 10154-1002 Account Number: FINANCIAL TRUST COMPANY INC Asset Account Portfolio August 01, 2004 - August 31, 2004 JPMorgan Private Bank Page 20 of 48 Trade Date Settlement Date Currency Amount Counter Caine, Gummy Amount Contract Rate RevatuadOn Rate Contracted' Base Amount (ASO Revalued Amount USD Realized Galn,Lost DSO Settled Foreign Exchange Contracts continued Feb 23 04 Aug 24 04 GBP 10,000,000.00 USD - 18,337,000.00 1.833700 1.795493 - 18,337,000.00 17,954,933.11 - 382,066.89 Mar 104 Aug 24 04 GBP - 10,000,000.00 USD 18,404,000.00 1.840400 1.795493 18,404,000.00 - 17,954,933.11 449,066.89 N ZEALAND DOLLAR - U S DOLLAR Jul 28 04 Aug 6 04 NZD 10,000,000.00 USD 6,269,000.00 0.626900 1.530250 6,269,000.00 - 6,534,879.92 - 265,879.92 Aug 4 04 Aug 6 04 NZD 10,000,000.00 USD - 6,420,000.00 0.642000 0.642000 - 6,420,000.00 6,420,000.00 Aug 11 04 Aug 13 04 NZD - 10,000,000.00 USD 6,539,000.00 0.653900 0.648600 6,539,000.00 - 6,486,000.00 53,000.00 Aug 11 04 Aug 13 04 NZD 10,000,000.00 USD - 6,486,000.00 0.648600 0.648600 - 6,486,000.00 6,486,000.00 Feb 20 04 Aug 24 04 NZD 5,000,000.00 USD - 3,315,000.00 0.663000 1.527300 - 3,315,000.00 3,273,751.06 - 41,248.94 Feb 23 04 Aug 24 04 NZD 5,000,000.00 USD - 3,344,500.00 0.668900 1.527300 - 3,344,500.00 3,273,751.06 - 70,748.94 Mar 2 04 Aug 24 04 NZD - 10,000,000.00 USD 6,742,000.00 0.674200 1.527300 6,742,000.00 - 6,547,502.12 194,497.88 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032501 SDNY_GM_00301699 EFTA01507456