EFTA01507792

10 2004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 II3 JPMorgan Private Bank Account Number:0 30171.00.5 Asset Account Portfolio Page 37 of 74 FINANCIAL TRUST COMPANY INC October 01, 2004 - October 31, 2004 Japanese Yen Activity by Date continued Settlement Realized amount amount USD Date Type Quantity Deacaption Gain/Loss USD Oct 20 Fwd FX Ctrct - 5,000,000 SETTLE FORWARD CURRENCY CONTRACT 1,003,550,000.00 9,272,811.27 BUY JPY SELL GBP CONTRACT RATE : 200.710000000 TRADE 9/27/04 VALUE 10/20/04 Oct 20 Fwd FX Ctrct - 5,000,000 SETTLE FORWARD CURRENCY CONTRACT 683,100,000.00 6,311,850.31 BUY JPY SELL EUR CONTRACT RATE : 136.620000000 TRADE 9/27/04 VALUE 10/20/04 Oct 20 Fwd FX Ctrct 31,011.23 SETTLE FORWARD CURRENCY CONTRACT 20.85 - 3,450,000.00 - 31,878.03 BUY USD SELL JPY CONTRACT RATE : 111.250000000 TRADE 9/27/04 VALUE 10/20/04 Oct 20 Fwd FX Ctrct 97,528.08 SETTLE FORWARD CURRENCY CONTRACT 65.57 - 10,850,000.00 - 100,254.10 BUY USD SELL JPY CONTRACT RATE : 111.250000000 TRADE 9/27/04 VALUE 10/20/04 Oct 20 Fwd FX Ctrct - 4,952,672.85 SETTLE FORWARD CURRENCY CONTRACT 549,400,000.00 5,076,461.07 BUY JPY SELL USD CONTRACT RATE : 110.930000000 TRADE 10/05/04 VALUE 10/20/04 Oct 20 Spot FX - 10,000,000 SPOT CURRENCY TRANSACTION - BUY 1,956,500,000.00 18,126,094.57 BUY JPY SELL GBP SPOT RATE : 108.490000000 TRADE 10/19/04 VALUE 10/20/04 JAPANESE YEN POUND STERLING Confidential Treatment Requested by JPMorgan JPM-SDNY-00032874 Chase CONFIDENTIAL SDNY_GM_00302072 EFTA01507792