EFTA01507286

06 INN Account Numbe FINANCIAL TRUST COMPANY INC JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 Asset Account Portfolio June 01, 2004 - June 30, 2004 JPMorgan Private Bank Page 27 of 72 Trade Settlement Dale Date Currency Amount Counter Gummy Counter Amount Contract Rate ReValUad011 Rafe Contracted' Base Amount USD Revalued A Mewl! USD Realaed Gaintoss USD Settled Foreign Exchange Contracts continued Jun 10 04 Jun 14 04 NZD 15,000,000.00 USD - 9,516,000.00 0.634400 0.634400 - 9,516,000.00 9,516,000.00 Jun 15 04 Jun 18 04 NZD - 10,000,000.00 USD 6,274,000.00 0.627400 0.627400 6,274,000.00 - 6,274,000.00 Jun 17 04 Jun 18 04 NZD 10,000,000.00 USD - 6,274,000.00 0.627400 0.627400 - 6,274,000.00 6,274,000.00 Jun 17 04 Jun 21 04 NZD - 5,000,000.00 USD 3,111,000.00 0.622200 0.627500 3,111,000.00 - 3,137,500.00 - 26,500.00 Jun 17 04 Jun 21 04 NZD - 10,000,000.00 USD 6,271,000.00 0.627100 0.627500 6,271,000.00 - 6,275,000.00 - 4,000.00 S AFRICAN RAND - U S DOLLAR Jun 24 04 Jun 28 04 ZAR 12,535,000.00 USD - 1,998,405.74 6.272500 6.272500 - 1,998,405.74 1,998,405.74 TRADE RELATED AUSTRALIA DOLLAR - U S DOLLAR Jun 16 04 Jun 17 04 AUD 276,000.00 USD - 189,777.60 0.687600 0.689655 - 189,777.60 190,344.83 567.23 SWISS FRANC - U S DOLLAR Jun 9 04 Jun 11 04 CHF 10,000,000.00 USD - 8,003,201.28 1.249500 1.249500 - 8,003,201.28 8,003,201 28 N ZEALAND DOLLAR - U S DOLLAR Jun 16 04 Jun 18 04 NZD 280,284.94 USD - 176,383.31 0.629300 0.620000 - 176,383.31 173,776.66 - 2,606.65 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032306 SDNY_GM_00301504 EFTA01507286