EFTA01507360

07 12004 Account Number: CI FINANCIAL TRUST COMPANY INC JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 Asset Account Portfolio July 01, 2004 - July 31, 2004 JPMorgan Private Bank Page 42 of 65 Swiss Franc Activity by Date Settlement Date Thom continued Quantity Jul 8 Fwd FX Ctrct Jul 8 Fwd FX Ctrct Jul 8 Fwd FX Ctrct Jul 8 Fwd FX Ctrct Jul 8 Fwd FX Ctrct 10,103,516.92 5,049,747.94 4,998,355.80 5,006,587.62 - 10,000,000 Deacription Real/am, GamlLoss USD Amount Amount USD SEMI FORWARD CURRENCY CONTRACT BUY EUR SELL CHF CONTRACT RATE : 1.507000000 TRADE 6/21/04 VALUE 7438/04 - 15,226,000.00 - 12,440,050.65 SETTLE FORWARD CURRENCY CONTRACT - 0.01 - 7,613,000.00 - 6,220,025.32 BUY EUR SELL CHF CONTRACT RATE : 1.507600000 TRADE 6/21/04 VALUE 7/08/04 SETTLE FORWARD CURRENCY CONTRACT - 0.01 - 7,600,000.00 - 6,209,403.97 BUY EUR SELL CHF CONTRACT RATE : 1.520500000 TRADE 7/01/04 VALUE 7/08/04 SETTLE FORWARD CURRENCY CONTRACT - 7,600,000.00 - 6,209,403.97 BUY EUR SELL CHF CONTRACT RATE : 1.518000000 TRADE 7/02/04 VALUE 7/08/04 SETTLE FORWARD CURRENCY CONTRACT 15,200,000.00 12,418,807.95 BUY CHF SELL EUR CONTRACT RATE : 1.520000000 TRADE 6/16/04 VALUE 7/08/04 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032393 SDNY_GM_00301591 EFTA01507360