EFTA01506756

03 12004 Account Number:0 30171.00.5 FINANCIAL TRUST COMPANY INC JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 Asset Account Portfolio March 01, 2004 - March 31, 2004 JPMorgan Private Bank Page 34 of 88 Trade Date Settlement Date Cu/Toney Amount Counter Canner Currency Amount Corinna Rate ReveluatiOn Rate Contracted Sate Amount USD Revalued Anieunl USD Realized Gainless USD Settled Foreign Exchange Contracts continued Mar 10 04 Mar 12 04 GBP 5,000,000.00 USD - 9,103,000.00 1.820600 1.820600 - 9,103,000.00 9,103,000.00 Jan 904 Mar 15 04 GBP 5,000,000.00 USD - 9,191,500.00 1.838300 1.795010 - 9,191,500.00 8,975,049.36 - 216,450.64 Jan 14 04 Mar 15 04 GBP 3,000,000.00 USD - 5,473,500.00 1.824500 1.795010 - 5,473,500.00 5,385,029.61 - 88,470.39 Feb 11 04 Mar 15 04 GBP - 5,000,000.00 USD 9,374,500.00 1.874900 1.795010 9,374,500.00 - 8,975,049.36 399,450.64 Mar 1 04 Mar 15 04 GBP • 3,000,000.00 USD 5,598,300.00 1.866100 1.795010 5,598,300.00 - 5,385,029.61 213,270.39 Mar 10 04 Mar 17 04 GBP - 5,000,000.00 USD 9,123,500.00 1.824700 1.810774 9,123,500.00 - 9,053,870.52 69,629.48 Mar 10 04 Mar 17 04 GBP - 5,000,000.00 USD 9,129,500.00 1.825900 1.810774 9,129,500.00 - 9,053,870.52 75,629.48 Mar 16 04 Mar 17 04 GBP 10,000,000.00 USD - 18,140,000.00 1.814000 1.814000 - 18,140,000.00 18,140,000.00 JAPANESE YEN U S DOLLAR Mar 4 04 Mar 8 04 JPY 1,107,500,000.00 USD - 10,000,000.00 110 750000 110.750000 - 10,000,000.00 10,000,000.00 Mar 4 04 Mar 8 04 JPY 1,107,500,000.00 USD 9,988,275.61 110.880000 110.750000 9,988,275.61 - 10,000,000.00 - 11,724.39 Mar 5 04 Mar 904 JPY 556,250,000.00 USD - 5,000,000.00 111.250000 111.250000 - 5,000,000.00 5,000,000.00 Mar 5 04 Mar 9 04 JPY - 556,250,000.00 USD 4,979,856.76 111.700000 111.250000 4,979,856.76 - 5,000,000.00 - 20,143.24 Mar 3 04 Mar 12 04 JPY 1,100,200,000.00 USD - 10,000,000.00 110.020000 111.085000 - 10,000,000.00 9,904,127.46 - 95,872.54 Mar 8 04 Mar 12 04 JPY - 550,100,000.00 USD 4,903,289.06 112. 190000 111.085000 4,903,289.06 - 4,952,063.73 - 48,774.67 Mar 804 Mar 12 04 JPY 550,100,000.00 USD 4,904,163.32 112.170000 111.085000 4,904,163.32 - 4,952,063.73 - 47,900.41 NORWEGIAN KRONE - U S DOLLAR Dec 11 03 Mar 15 04 NOK 67,525,000.00 USD - 10,000,000.00 6.752500 6.936350 - 10,000,000.00 9,734,947.05 - 265,052.95 Jan 6 04 Mar 15 04 NOK - 67,525,000.00 USD 10,028,961.83 6.733000 6.936350 10,028,961.83 - 9,734,947.05 294,014.78 N ZEALAND DOLLAR - U S DOLLAR Jan 2 04 Mar 15 04 NZD 10,000,000.00 USD - 6,544,000.00 0.654400 1.559550 - 6,544,000.00 6,412,106.05 - 131,893.95 Jan 2 04 Mar 15 04 NZD 10,000,000.00 USD - 6,534,000.00 0.653400 1.559550 - 6,534,000.00 6,412,106.05 - 121,893.95 Jan 5 04 Mar 15 04 NZD - 10,000,000.00 USD 6,637,000.00 0.663700 1.559550 6,637,000.00 - 6,412,106.05 224,893.95 Jan 7 04 Mar 15 04 NZD - 10,000,000.00 USD 6,669,000.00 0.666900 1.559550 6,669,000.00 - 6,412,106.05 256,893.95 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031745 SDNY_GM_00300943 EFTA01506756