EFTA01506759

03 Account Number: FINANCIAL TRUST COMPANY INC March 01, 2004 - March 31, 2004 JPMorgan Chase Bank 2004 345 Park Avenue. New York, NY 10154-1002 II3 JPMorgan Private Bank Asset Account Portfolio Page 37 of 88 Australia Dollar Activity by Date Settlement Date type continued Quantity Demenption Realized Amount ClaftVLoss USD Amount USD Mar 15 Fwd FX Ctrct - 7,287,000 SETTLE FORWARD CURRENCY CONTRACT 10,000,000.00 7,313,149.04 BUY AUD SELL USD CONTRACT RATE : 0.728700000 TRADE 12/11/03 VALUE 3/15/04 Mar 15 Fwd FX Ctrct - 7,524,000 SETTLE FORWARD CURRENCY CONTRACT 10,000,000.00 7,313,149.04 BUY AUD SELL USD CONTRACT RATE : 0.752400000 TRADE 1/02/04 VALUE 3/15/04 Mar 15 Fwd FX Ctrct 15,258,000 SETTLE FORWARD CURRENCY CONTRACT - 20,000,000.00 - 14,626,298.08 BUY USD SELL AUD CONTRACT RATE : 0.762900000 TRADE 1/07(04 VALUE 3/15/04 Mar 15 Fwd FX Ctrct - 3,861,000 SETTLE FORWARD CURRENCY CONTRACT 5,000,000.00 3,656,574.52 BUY AUD SELL USD CONTRACT RATE : 0.772200000 TRADE 1/09/04 VALUE 3/15/04 Mar 15 Fwd FX Ctrct 3,821,000 SETTLE FORWARD CURRENCY CONTRACT - 5,000,000.00 - 3,656,574.52 BUY USD SELL AUD CONTRACT RATE : 0.764200000 TRADE 1/15104 VALUE 3/15/04 Mar 18 Spot FX 7,430,000 SPOT CURRENCY TRANSACTION - SALE - 10,000,000.00 - 7,430,000.00 BUY USD SELL AUD SPOT RATE : 0.743000000 TRADE 3/18/04 VALUE 3/18/04 U S DOLLAR AUSTRALIA DOLLAR Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031748 SDNY_GM_00300946 EFTA01506759