EFTA01507097

05 INN JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 Account Number: Asset Account Portfolio FINANCIAL TRUST COMPANY INC May 01, 2004 - May 31, 2004 Account Transactions by Currency Japanese Yen Activity Summary Amount Out Pawl Amount w Dare Beginning Balance .00 Credits Foreign Exchange 2,161,097,520.00 5,136,467,520 00 Debits Foreign Exchange - 2,161,097,520 .0 - 5,136.467,520 .0 Ending Balance .00 JPMorgan Private Bank Page 39 of 78 Japanese Yen Activity by Date Settlement Dee Type Ouwwry Descnown Maid Ainotnt &WACO& use AMOUR We May 7 Fwd FX Ctrct 8,887,000 SETTLE FORWARD CURRENCY CONTRACT - 968,327,520.00 - 8,650,801.98 BUY USD SELLJPY CONTRACT RATE : 108.960000000 TRADE 4/21/04 VALUE 5/07/04 May 7 Fwd FX Ctrct - 4,996,787.86 SETTLE FORWARD CURRENCY CONTRACT 968.327.520 00 8,650.801 98 BUY JPY SELL GBP CONTRACT RATE : 193.790000000 TRADE 4/28/04 VALUE 5/07/04 May 24 Fwd FX Ctrct - 10,000,000 SETTLE FORWARD CURRENCY CONTRACT 1,087,300.000 00 9,656,734 31 BUY JPY SELL USD CONTRACT RATE : 108.730000000 TRADE 2/20/04 VALUE 5/24/04 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032090 SDNY_GM_00301288 EFTA01507097