EFTA01506775

03 Account Numbe FINANCIAL TRUST COMPANY INC March 01, 2004 - March 31, 2004 JPMorgan Chase Bank 2004 345 Park Avenue. New York, NY 10154-1002 II3 JPMorgan Private Bank Asset Account Portfolio Page 53 of 88 Pound Sterling Activity by Date continued Settlement Date Mar 15 Mar 15 Mar 15 Mar 17 Mar 17 Mar 17 Mar 30 TYR< Quantity Fwd FX Ctrct - 5,473,500 Fwd FX Ctrct 9,374,500 Fwd FX Ctrct 5,598,300 Fwd FX Ctrct 9,123,500 Fwd FX Ctrct 9,129,500 Spot FX - 18,140,000 FX Opt Asgn'D 9,025,000 Desenption Realized Canton USD Amount Amount USD SETTLE FORWARD CURRENCY CONTRACT 3,000,000.00 5,385,029.61 BUY GBP SELL USD CONTRACT RATE : 1.824500000 TRADE 1/14,04 VALUE 3/15/04 SETTLE FORWARD CURRENCY CONTRACT - 5,000,000.00 - 8,975,049.36 BUY USD SELL GBP CONTRACT RATE : 1.874900000 TRADE 2/11/04 VALUE 3/15/04 SETTLE FORWARD CURRENCY CONTRACT - 3,000,000.00 - 5,385,029.61 BUY USD SELL GBP CONTRACT RATE : 1.866100000 TRADE 3/01/04 VALUE 3/15/04 SETTLE FORWARD CURRENCY CONTRACT - 16,129.48 - 5,000,000.00 - 9,053,870.52 BUY USD SELL GBP CONTRACT RATE : 1.824700000 TRADE 3/10/04 VALUE 3/17/04 SETTLE FORWARD CURRENCY CONTRACT - 16,129.48 - 5,000,000.00 - 9,053,870.52 BUY USD SELL GBP CONTRACT RATE : 1.825900000 TRADE 3/10/04 VALUE 3/17/04 SPOT CURRENCY TRANSACTION - BUY 10,000,000.00 18,140,000.00 BUY GBP SELL USD SPOT RATE : 1.814000000 TRADE 3/16/04 VALUE 3/17/04 POUND STERLING U S DOLLAR SPOT CURRENCY TRANSACTION - 5,000,000.00 - 9,134,088.42 SETTLEMENT OF ASSIGNED FX OPTION SELL GBP BUY USD TRADE 3/26/04 VALUE 3/30/04 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031764 SDNY_GM_00300962 EFTA01506775