10 Account Number: 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 36 of 74 Japanese Yen Activity by Date Settlement Date Oct 20 Oct 20 Oct 20 Oct 20 Oct 20 Oct 20 Oct 20 continued Thin Quantity Fwd FX Ctrct 10,000,000 Fwd FX Ctrct 5,000,000 Fwd FX Ctrct 57,460.86 Fwd FX Ctrct - 10,000,000 Fwd FX Ctrct - 5,000,000 Fwd FX Ctrct 15,000,000 Fwd FX Ctrct 5,000,000 Realized Deacaption Gamlen USD ATOtolf amount USD SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL JPY CONTRACT RATE : 109.820000000 TRADE 9/10/04 VALUE 10/20/04 SETTLE FORWARD CURRENCY CONTRACT BUY GBP SELL JPY CONTRACT RATE : 196.070000000 TRADE 9/10/04 VALUE 10/20/04 SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL JPY CONTRACT RATE : 110.510000000 TRADE 9/22/04 VALUE 10/20/04 SETTLE FORWARD CURRENCY CONTRACT BUY JPY SELL USD CONTRACT RATE : 110.300000000 TRADE 9/22/04 VALUE 10/20/04 SETTLE FORWARD CURRENCY CONTRACT BUY JPY SELL GBP CONTRACT RATE : 197.340000000 TRADE 9/22/04 VALUE 10/20/04 SETTLE FORWARD CURRENCY CONTRACT BUY GBP SELL JPY CONTRACT RATE : 198.540000000 TRADE 9/23/04 VALUE 10/20/04 SETTLE FORWARD CURRENCY CONTRACT BUY EUR SELL JPY CONTRACT RATE : 135.930000000 TRADE 9/23/04 VALUE 10/20/04 6,637.11 -1,098,200,000.00 - 10,147,378.14 5,924.87 - 980,350,000.00 - 9,058,443.05 38.37 - 6,350,000.00 - 58,674.05 1,103,000,000.00 10,191,730.19 986,700,000.00 9,117,117.11 17,998.54 -2,978,100,000.00 - 27,517,671.51 4,107.55 - 679,650,000.00 - 6,279,972.27 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032873 SDNY_GM_00302071 EFTA01507791