EFTA01507029

04 12004 Account Number: FINANCIAL TRUST COMPANY INC April 01, 2004 - April 30, 2004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Asset Account Portfolio Page 49 of 82 N Zealand Dollar Activity by Date continued Settlement Realized Date type Quantity Deacaption ClareVLoss USD Apr 8 Spot FX - 6,487,000 SPOT CURRENCY TRANSACTION - BUY BUY NZO SELL USD SPOT RATE : 0.648700000 TRADE 4/06/04 VALUE 4/08/04 N ZEALAND DOLLAR U S DOLLAR Apr 13 Spot FX • 6,584,000 SPOT CURRENCY TRANSACTION - BUY BUY NZD SELL USD SPOT RATE : 0.658400000 TRADE 4/08,04 VALUE 4/13/04 N ZEALAND DOLLAR U S DOLLAR Apr 13 Fwd FX Ctrct 6,606,000 SETTLE FORWARD CURRENCY CONTRACT - 61,055.55 BUY USD SELL NZD CONTRACT RATE : 0.660600000 TRADE 4/02/04 VALUE 4/13/04 Apr 14 Expired Opt 20,000,000 NZO CALL USD PUT FX EUROPEAN STYLE OPTION APR 14.2004 .6525 EXPIRATION OF WRITTEN FX OPTION Apr 15 Expired Opt 20,000,000 NZO PUT USD CALL FX EUROPEAN STYLE OPTION APR 15, 2004 ft .6345 EXPIRATION OF WRITTEN FX OPTION Apr 16 Fwd FX Ctrct 6,628,000 SETTLE FORWARD CURRENCY CONTRACT 13,078.34 BUY USD SELL NZD CONTRACT RATE : 0.662800000 TRADE 4/12/04 VALUE 4/16/04 Amount Amount USD 10,000,000.00 6,487,000.00 10,000,000.00 6,584,000.00 - 10,000,000.00 - 6,522,944.45 - 10,000,000.00 - 6,411,078.34 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032018 SDNY_GM_00301216 EFTA01507029