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 II3 JPMorgan Private Bank Asset Account Portfolio Page 50 of 74 Swiss Franc Activity by Date Settlement Date type continued Quantity Desenption Realized Amount thiliVLOSS USD Amount USD Oct 20 Fwd FX Ctrct - 5,000,000 SETTLE FORWARD CURRENCY CONTRACT 7,687,000.00 6,299,012.57 BUY CHF SELL EUR CONTRACT RATE : 1.537400000 TRADE 9/1004 VALUE 10/20/04 Oct 20 Sale - 5,000,000 6 MONTH CHF LINKED STRUCTURE 9017,906.26 4,029,799.43 100% PRINCIPAL PROTECTED IN CHF JPMORGAN LONDON 12/6/2004 REP: UNWIND OF CHF BULLISH STRUCTURED DEPOSIT Oct 20 Spot FX 5,000,000 SPOT CURRENCY TRANSACTION - SALE - 7,695,000.00 - 6,258,750.52 BUY EUR SELL CHF SPOT RATE : 1.229478627 TRADE 10/19/04 VALUE 10/20/04 EURO PRINCIPAL CURRENCY SWISS FRANC Oct 20 Spot FX - 6,512.54 SPOT CURRENCY TRANSACTION - BUY 8,000.00 6,512.54 BUY CHF SELL USD SPOT RATE : 1.228400000 TRADE 10/19/04 VALUE 10/20/04 SWISS FRANC U S DOLLAR Oct 20 Spot FX 4,029,799.43 SPOT CURRENCY TRANSACTION - SALE - 5,017,906.26 - 4,029,799.43 BUY USD SELL CHF SPOT RATE : 1.245200000 TRADE 10/15/04 VALUE 10/20/04 U S DOLLAR SWISS FRANC Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032887 SDNY_GM_00302085 EFTA01507804