EFTA01506596.pdf

0 1 INN JPMurgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 42 of 53 FINANCIAL TRUST COMPANY INC January 01, 2004 - January 31, 2004 US Dollar Activity by Date Settlement Date TYR< continued Quantity Deactiption amount USD Jan 20 Fwd FX Ctrct - 5,000,000 SETTLE FORWARD CURRENCY CONTRACT 3,242,000.00 BUY USD SELL NZD CONTRACT RATE : 0.648400000 TRADE 12/29/03 VALUE 1/20/04 Jan 20 Fwd FX Ctrct 5,000,000 SETTLE FORWARD CURRENCY CONTRACT - 3,261,500.00 BUY NW SELL USD CONTRACT RATE : 0.652300000 TRADE 12/30/03 VALUE 1/20/04 Jan 20 Fwd FX Ctrct - 5,000,000 SETTLE FORWARD CURRENCY CONTRACT 6,301,000.00 BUY USD SELL EUR CONTRACT RATE : 1.260200000 TRADE 12/31/03 VALUE 1/20/04 Jan 20 Fwd FX Ctrct - 33,190,000 SETTLE FORWARD CURRENCY CONTRACT 5,275,790.81 BUY USD SELLZAR CONTRACT RATE : 6.291000000 TRADE 1/06/04 VALUE 1/20/04 Jan 20 Fwd FX Ctrct - 5,000,000 SETTLE FORWARD CURRENCY CONTRACT 9,120,500.00 BUY USD SELL GBP CONTRACT RATE : 1.824100000 TRADE 1/06/04 VALUE 1/20/04 Jan 20 Fwd FX Ctrct 32,195,000 SETTLE FORWARD CURRENCY CONTRACT - 5,000,000.00 BUY ZAR SELL USD CONTRACT RATE : 6.439000000 TRADE 12/16/03 VALUE 1/20/04 Jan 20 Spot FX - 32,195,000 SPOT CURRENCY TRANSACTION SALE 4,458,832.49 BUY USD SELLZAR SPOT RATE : 7.220500000 TRADE 1/15104 VALUE 1/20/04 U S DOLLAR S AFRICAN RAND Confidential Treatment Requested by JPMorgan JPM-SDNY-00031584 Chase CONFIDENTIAL SDNY_GM_00300782 EFTA01506596