EFTA01507285

O JPMorgan Chase Bank 6 I2004 345 Park Avenue. New York, NY 10154-1002 Account Number: CI FINANCIAL TRUST COMPANY INC Asset Account Portfolio June 01, 2004 - June 30, 2004 JPMorgan Private Bank Page 26 of 72 Trade Date Statement Date Currency Ammon Counter Counter Currency Amount Contract Rate RevaitiotrOn Rate Contracted' Base Amount (ISO Revalued Amaral USD Reallnd Garnaose USC Settled Foreign Exchange Contracts continued May 12 04 Jun 14 04 GBP - 5,000,000.00 USD 8,850,500.00 1.770100 1.817521 8,850,500.00 - 9,087,604.50 - 237,104.50 May 17 04 Jun 14 04 GBP 1,000,000.00 USD - 1,767,000.00 1.767000 1.817521 - 1,767,000.00 1,817,520.90 50,520.90 May 19 04 Jun 14 04 GBP - 4,000,000.00 USD 7,103,600.00 1.775900 1.817521 7,103,600.00 - 7,270,083.60 - 166,483.60 Jun 10 04 Jun 14 04 GBP 8,000,000.00 USD - 14,720,000.00 1.840000 1.840000 - 14,720,000.00 14,720,000.00 Jun 10 04 Jun 14 04 GBP 5,000,000.00 USD - 9,219,500.00 1.843900 1.843900 - 9,219,500.00 9,219,500.00 Jun 15 04 Jun 17 04 GBP - 5,000,000.00 USD 9,096,000.00 1.819200 1.825000 9,096,000.00 - 9,125,000.00 - 29,000.00 HUNGARIAN FORINT - U S DOLLAR May 12 04 Jun 14 04 HUF 1,396,450,000.00 USD 6,478,242.71 215.560000 209.538178 6,478,242.71 - 6,664,417.98 - 186,175.27 May 17 04 Jun 14 04 HUF - 297,770,000.00 USD 1,394,968.61 213.460000 209.538178 1,394,968,61 - 1,421,077.54 - 26,108.93 Jun 10 04 Jun 14 04 HUF 1,694,220,000.00 USD - 8,029,478.67 211.000000 211.000000 - 8,029,478.67 8,029,478.67 JAPANESE YEN U S DOLLAR May 18 04 Jun 15 04 JPY - 567,850,000.00 USD 5,000,000.00 113.570000 110.065000 5,000,000.00 - 5,159,224.09 - 159,224.09 May 27 04 Jun 15 04 JPY 49,800,000.00 USD - 445,438.28 111.800000 110.065000 - 445,438.28 452,459.91 7,021.63 Jun 10 04 Jun 15 04 JPY 518,050,000.00 USD - 4,731,050.23 109.500000 110.065000 - 4,731,050.23 4,706,764.18 - 24,286.05 N ZEALAND DOLLAR - U S DOLLAR Mar 3 04 Jun 804 NZD 15,000,000.00 USD - 9,943,500.00 0.662900 1.596800 - 9,943,500.00 9,393,787.57 - 549,712.43 Mar 4 04 Jun 8 04 NZD 15,000,000.00 USD - 9,900,000.00 0.660000 1.596800 - 9,900,000.00 9,393,787.57 - 506,212.43 Mar 16 04 Jun 804 NZD - 10,000,000.00 USD 6,450,000.00 0.645000 1.596800 6,450,000.00 - 6,262,525.05 187,474.95 Mar 22 04 Jun 804 NZD - 20,000,000.00 USD 13,118,000.00 0.655900 1.596800 13,118,000.00 - 12,525,050.10 592,949.90 May 11 04 Jun 14 04 NZD - 5,000600.00 USD 3,017,000.00 0.603400 1.588100 3,017,000.00 - 3,148,416.34 - 131,416.34 May 12 04 Jun 14 04 NZD - 5,000,000.00 USD 3,033,500.00 0.606700 1.588100 3,033,500.00 - 3,148,416.34 - 114,916.34 May 17 04 Jun 14 04 NZD - 5,000,000.00 USD 2,971,500.00 0.594300 1.588100 2,971,500.00 - 3,148,416.34 - 176,916.34 Jun 904 Jun 14 04 NZD 5,000,000.00 USD 3,134,500.00 0.626900 0.631901 3,134,500.00 - 3,159,504.68 - 25,004.68 Jun 10 04 Jun 14 04 NZD 20,000,000.00 USD - 12,600,000.00 0.630000 0.629984 - 12,600,000.00 12,599,689.25 - 310.75 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032305 SDNY_GM_00301503 EFTA01507285