09 Account Number: FINANCIAL TRUST COMPANY INC September 01, 2004 - September 30, 2004 JPMorgan Chase Bank 2004 345 Park Avenue, New York, NY 10154-1002 II3JPMorgan Private Bank Asset Account Portfolio Page 38 of 62 N Zealand Dollar Activity by Date continued Settlement Date Sep 14 Sep 14 Sep 14 Sep 14 Sep 14 Sep 27 type Quantity Fwd FX Ctrct 13,096,000 Fwd FX Ctrct 6,389,000 Fwd FX Ctrct - 3,252,000 Fwd FX Ctrct - 3,269,000 Spot FX - 13,050,000 Spot FX - 4,335,500 Description Realized thiliVLOSS USD amount amount USD SETTLE FORWARD CURRENCY CONTRACT 148,665.81 - 20,000,000.00 - 13,272,998.70 BUY USD SELL NZD CONTRACT RATE : 0.654600003 TRADE 7/12104 VALUE 9114/04 SETTLE FORWARD CURRENCY CONTRACT 74,332.90 - 10,000,000.00 -6,636,499.35 BUY USD SELL NZD CONTRACT RATE : 0.638900000 TRADE 8/04/04 VALUE 9/14/04 SETTLE FORWARD CURRENCY CONTRACT 5,000,000.00 3,318,249.67 BUY NZD SELL USD CONTRACT RATE : 0.650400000 TRADE 8/06/04 VALUE 9/14/04 SETTLE FORWARD CURRENCY CONTRACT 5,000,000.00 3,318,249.67 BUY N20 SELL USD CONTRACT RATE : 0.653800000 TRADE 8/10/04 VALUE 9/14/04 SPOT CURRENCY TRANSACTION - BUY 20,000,000.00 13,050,000.00 BUY NZO SELL USD SPOT RATE : 0.652500000 TRADE 9/10/04 VALUE 9/14/04 N ZEALAND DOLLAR U S DOLLAR SPOT CURRENCY TRANSACTION - BUY 6,500,000.00 4,335,500.00 BUY NZO SELL USD SPOT RATE : 0.667000000 TRADE 9/23/04 VALUE 9/27/04 N ZEALAND DOLLAR U S DOLLAR Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032739 SDNY_GM_00301937 EFTA01507669