EFTA01507088

05 IWO,' Account Number: FINANCIAL TRUST COMPANY INC JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 Asset Account Portfolio May 01, 2004 - May 31, 2004 JPMorgan Private Bank Page 29 of 78 Bade Settlement Dale Dale Counter Currency Amount Currency Counter Amount Contract Rate RevaluabOn Rate Contracted Base Amount USD Revalued Amount USD Realded Gaintoss USD Settled Foreign Exchange Contracts continued May 20 04 May 21 04 NZD 10,000,000.00 USD - 6,059,000.00 0.605900 0.605900 - 6,059,000.00 6,059,000.00 May 20 04 May 24 04 NZD 5,000,000.00 USD - 3,020,000.00 0.604000 0.604000 - 3,020,000.00 3,020,000.00 May 20 04 May 24 04 NZD - 5,000,000.00 USD 3,018,000.00 0.603600 0.605133 3,018,000.00 - 3,025,666.67 - 7,666.67 May 20 04 May 24 04 NZD 10,000,000.00 USD - 6,057,000.00 0.605700 0.605700 - 6,057,000.00 6,057,000.00 TRADE RELATED EURO CURRENCY - U S DOLLAR May 25 04 May 27 04 EUR - 14,941,124.64 USD 18,080,254.93 1.210100 1.210100 18,080,254.93 - 18,080,254.93 HUNGARIAN FORINT - U S DOLLAR May 704 May 10 04 HUF 2,120.000.000 00 USD 10,734,760.71 197.489264 198.184597 10,734,760.71 - 10,697,097.74 37,662 97 MEXICAN NEW PESO - U S DOLLAR May 26 04 May 28 04 MXN - 110,118,880.77 USD 9,651,085.08 11.410000 11.410000 9,651,085.08 - 9,651,085.08 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032080 SDNY_GM_00301278 EFTA01507088