EFTA01506690

02 Account Number:0 30171.00.5 FINANCIAL TRUST COMPANY INC February 01, 2004 - February 29, 2004 JPMorgan Chase Bank 2004 345 Park Avenue. New York, NY 10154-1002 II3 JPMorgan Private Bank Asset Account Portfolio Page 26 of 58 Australia Dollar Activity by Date Settlement Date TYPa continued Realized Quantity Description CleftVLoss USD Feb 13 Fwd FX Ctrct 3,835,500 SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL AUD CONTRACT RATE : 0.767100000 TRADE 1/15,04 VALUE 2/13/04 Feb 13 Fwd FX Ctrct - 7.678.000 SETTLE FORWARD CURRENCY CONTRACT BUY AUD SELL USD CONTRACT RATE : 0.767800000 TRADE 1/20104 VALUE 2/13/04 Feb 13 Spot FX 7,783,000 SPOT CURRENCY TRANSACTION - SALE BUY USD SELL AUD SPOT RATE: 0.778300000 TRADE 2/11104 VALUE 2/13/04 U S DOLLAR AUSTRALIA DOLLAR Feb 17 Expired Opt 22,471,910.67 AUD PUT USD CALL FX EUROPEAN STYLE OPTION OCT 18, 2004 .7725 KNOCK IN e .7525 KNOCK OUT @ .7973 EXPIRATION OF WRITTEN FX OPTION OPTION KNOCKED OUT Feb 17 Expired Opt 16,666,666.66 AUD PUT USD CALL FX EUROPEAN STYLE OPTION JUL 14. 2004 § .765 KNOCK IN @ .75 KNOCK OUT .7975 EXPIRATION OF WRITTEN FX OPTION OPTION KNOCKED OUT amount Amount USD - 5,000,000.00 - 3,949,603.06 10,000,000.00 7,899,206.12 - 10,000,000.00 - 7,783,000.00 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031679 SDNY_GM_00300877 EFTA01506690