EFTA01506653

02 Account FINANCIAL TR)... INC February 01, 2004 - February 29, 2004 Number JPMorgan Chase Bank 2004 345 Park Avenue, New York, NY 10154-1002 II3 JPMorgan Private Bank Asset Account Portfolio Page 46 of 58 U S Dollar Activity by Date continued Settlement Date type Quantity Demeription Amount USD Feb 13 Fwd FX Ctrct Feb 13 Fwd FX Ctrct Feb 13 Fwd FX Ctrct Feb 13 Fwd FX Ctrct Feb 13 Fwd FX Ctrct Feb 13 Fwd FX Ctrct Feb 13 Fwd FX Ctrct 5,000,000 SETTLE FORWARD CURRENCY CONTRACT BUY EUR SELL USD CONTRACT RATE : 1.283200000 TRADE 1/09/04 VALUE 2/13/04 5,000,000 SETTLE FORWARD CURRENCY CONTRACT BUY AUD SELL USD CONTRACT RATE : 0.775200000 TRADE 1/09/04 VALUE 2/13/04 5,000,000 SETTLE FORWARD CURRENCY CONTRACT BUY NZD SELL USD CONTRACT RATE : 0.681000000 TRADE 1/09/04 VALUE 2113/04 15,000,000 SETTLE FORWARD CURRENCY CONTRACT BUY NZO SELL USD CONTRACT RATE : 0.678400003 TRADE 1/12/04 VALUE 2113/04 - 5,000,000 SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL EUR CONTRACT RATE : 1.278100000 TRADE 1/12/04 VALUE 2/13/04 - 10,000,000 SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL NZD CONTRACT RATE : 0.670200000 TRADE 1/15104 VALUE 2/13/04 - 5,000,000 SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL AUD CONTRACT RATE : 0.767100000 TRADE 1/15104 VALUE 2/13/04 - 6,416,000.00 - 3,876,000.00 - 3,405,000.00 - 10,176,000.00 6,390,500.00 6,702,000.00 3,835,500.00 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031641 SDNY_GM_00300839 EFTA01506653