EFTA01507344

07 12004 Account Number FINANCIAL TRUST COMPANY INC JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 Asset Account Portfolio July 01, 2004 - July 31, 2004 fl JPMorgan Private Bank Page 24 of 65 Trede Date Settlement Date Cunency ATOtIllf Counter Casene, Cuneney Ammen Genene' Rate Reyeltteeen Rent COIIMICIed Bese Almane (ISO Reyelued A «tunt VSD Reagere.% DeIntost USO Settled Foreign Exchange Contracts continued Jul 21 04 Jul 30 04 AUD - 10,000,000.00 USD 7,137,000.00 0.713700 1.428000 7,137,000.00 - 7,002,801.12 134,198.88 Jul 23 04 Jul 30 04 AUD 10,000,000.00 USD - 7,102,000.00 0.710200 1.428000 - 7,102,000.00 7,002,801.12 - 99,198.88 Jul 23 04 Jul 30 04 AUD 5,000,000.00 USD - 3,560,500.00 0.712100 1.428000 - 3,560,500.00 3,501,400.56 - 59,099.44 SWISS FRANC EURO CURRENCY Jun 404 Jul 8 04 CHF 22,839,000.00 EUR - 15,000,000.00 1.522600 1.223950 18,660,075.98 - 18,600,037.20 60,038.78 0.806450 Jun 16 04 Jul 8 04 CHF 15,200,000.00 EUR - 10,000,000.00 1.520000 1.223950 12,418,807.95 - 12,400,024.80 18,783.15 0.806450 Jun 21 04 Jul 8 04 CHF - 15,226,000.00 EUR 10,103,516.92 1.507000 1.223950 - 12,440,050.65 12,528,386.03 88,335.38 0.806450 Jun 21 04 Jul 8 04 CHF - 7,613,000.00 EUR 5,049,747.94 1.507600 1.223950 - 6,220,025.32 6,261,699.96 41,674.64 0.806450 Jul 104 Jul 804 CHF - 7,600,000.00 EUR 4,998,355.80 1.520500 1.223950 - 6,209,403.97 6,197,973.58 - 11,430.39 0.806450 Jul 2 04 Jul804 CHF - 7,600,000.00 EUR 5,006,587.62 1.518000 1.223950 - 6,209,403.97 6,208,181.06 - 1,222.91 0.806450 EURO CURRENCY U S DOLLAR Jun 21 04 Jul 804 EUR - 103,516.92 USD 125,069.14 1.208200 1.240002 125.069.14 - 128,361.23 - 3,292.09 Jun 21 04 Jul 804 EUR - 49,747.94 USD 60,135.31 1.208800 1.240002 60,135.31 - 61,687.56 - 1,552.25 Jul 604 Jul 804 EUR - 4,943.42 USD 6,088.32 1.231600 1.240002 6,088.32 - 6,129.85 - 41.53 Jul 21 04 Jul 30 04 EUR - 5,000,000.00 USD 6,110,000.00 1.222000 1.203949 6,110,000.00 - 6,019,744.76 90,255.24 Jul 21 04 Jul 30 04 EUR - 10,000,000.00 USD 12,230,000.00 1.223000 1.203949 12,230,000.00 - 12,039,489.52 190,510.48 Jul 23 04 Jul 30 04 EUR 5,000,000.00 USD - 6,087,500.00 1.217500 1.203949 - 6,087,500.00 6,019,744.76 - 67,755.24 Jul 23 04 Jul 30 04 EUR 10,000,000.00 USD - 12,220,000.00 1.222000 1.203949 - 12,220,000.00 12,039,489.52 - 180,510.48 POUND STERLING U S DOLLAR Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032375 SDNY_GM_00301573 EFTA01507344