EFTA01506693

02 Account Number: 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 29 of 58 Euro Currency Activity by Date Settlement Date type continued Realized Quantity Demenption Oten/Loss USD Feb 17 Fwd FX Ctrct - 12,709,000 SETTLE FORWARD CURRENCY CONTRACT BUY EUR SELL USD CONTRACT RATE : 1.270900000 TRADE 2/06104 VALUE 2117/04 Feb 17 Fwd FX Ctrct 12,714,000 SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL EUR CONTRACT RATE : 1.271400000 TRADE 2/09104 VALUE 2/17/04 Feb 17 Expired Opt 10,000,000 EUR PUT USD CALL FX EUROPEAN STYLE OPTION OCT 29, 2004 Q 1.21 KNOCK IN 1.1995 KNOCK OUT Q 1.2875 EXPIRATION OF WRITTEN FX OPTION OPTION KNOCKED OUT AS OF 02/13/04 Feb 17 Expired Opt 10,000,000 EUR PUT USD CALL FX EUROPEAN STYLE OPTION OCT 29. 2004 a 1.21 KNOCK IN Q 1.1995 KNOCK OUT e 1.2875 EXPIRATION OF WRITTEN FX OPTION OPTION KNOCKED OUT AS OF 02/13/04 Feb23 Fwd FX Ctrct - 8,758,400 SETTLE FORWARD CURRENCY CONTRACT BUY EUR SELL USD CONTRACT RATE : 1.251200000 TRADE 1/20/04 VALUE 2/23/04 Amount Amount USD 10,000,000.00 12,822,156.68 - 10,000,000.00 -12,822,156.68 7,000,000.00 8,791,760.86 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031682 SDNY_GM_00300880 EFTA01506693