10 Account Number:0 30171.00.5 FINANCIAL TRUST COMPANY INC October 01, 2004 - October 31, 2004 JPMorgan Chase Bank 2004 345 Park Avenue, New York, NY 10154-1002 II3JPMorgan Private Bank Asset Account Portfolio Page 44 of 74 Pound Sterling Activity by Date Settlement Date TYR. continued Quantity Desenption Realized amount alliVLOSS USD amount USD Oct 20 Fwd FX Ctrct - 17,725,000 SETTLE FORWARD CURRENCY CONTRACT 10,000,000.00 18,132,497.78 BUY GBP SELL USD CONTRACT RATE : 1.772500003 TRADE 4/16104 VALUE 10/20/04 Oct 20 Fwd FX Ctrct - 5,232,300 SETTLE FORWARD CURRENCY CONTRACT 3,000,000.00 5,439,749.33 BUY GBP SELL USD CONTRACT RATE : 1.744100000 TRADE 4/23104 VALUE 10/20104 Oct 20 Fwd FX Ctrct 5,349,000 SETTLE FORWARD CURRENCY CONTRACT - 3,000,000.00 - 5,439,749.33 BUY USD SELL GBP CONTRACT RATE : 1.783000000 TRADE 9/10/04 VALUE 10/20/04 Oct 20 Fwd FX Ctrct - 980,350,000 SETTLE FORWARD CURRENCY CONTRACT 5,000,000.00 9,066,248.89 BUY GBP SELL JPY CONTRACT RATE : 196.070000000 TRADE 9/10/04 VALUE 10/20/04 Oct 20 Fwd FX Ctrct 8,971,000 SETTLE FORWARD CURRENCY CONTRACT - 5,000,000.00 - 9,066,248.89 BUY USD SELL GBP CONTRACT RATE : 1.794200000 TRADE 9/21/04 VALUE 10/20/04 Oct 20 Fwd FX Ctrct 8,976,000 SETTLE FORWARD CURRENCY CONTRACT - 5,000,000.00 - 9,066,248.89 BUY USD SELL GBP CONTRACT RATE : 1.795200000 TRADE 9/21/04 VALUE 10/20/04 Oct 20 Fwd FX Ctrct 986,700,000 SETTLE FORWARD CURRENCY CONTRACT - 5,000,000.00 - 9,066,248.89 BUY JPY SELL GBP CONTRACT RATE : 197.340000000 TRADE 9/22/04 VALUE 10/20/04 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032807 SDNY_GM_00302005 EFTA01507730