03 Settlement Date JPMorgan Chase Bank 2004 Account Number: I FINANCIAL TRUST COMPANY INC 345 Park Avenue, New York, NY 10154-1002 Asset Account Portfolio March 01, 2004 - March 31, 2004 Page 71 of 88 U S Dollar Activity by Date Type continued Quantity Description Mar 17 Fwd FX Ctrct 10,000,000 SETTLE FORWARD CURRENCY CONTRACT BUY EUR SELL USD CONTRACT RATE : 1.228000000 TRADE 3/10/04 VALUE 3/17/04 Mar 17 Fwd FX Ctrct - 10,000,000 SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL NZD CONTRACT RATE : 0.676000000 TRADE 3/10/04 VALUE 3/17/04 Mar 17 Fwd FX Ctrct - 13,000,000 SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL EUR CONTRACT RATE : 1.232000000 TRADE 3/10/04 VALUE 3/17/04 Mar 17 Fwd FX Ctrct - 5,000,000 SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL GBP CONTRACT RATE : 1.824700000 TRADE 3/10/04 VALUE 3/17/04 Mar 17 Fwd FX Ctrct - 5,000,000 SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL GBP CONTRACT RATE : 1.825900000 TRADE 3/10/04 VALUE 3/17/04 Mar 17 Fwd FX Ctrct - 5,000,000 SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL EUR CONTRACT RATE : 1.231100000 TRADE 3/10/04 VALUE 3/17/04 Mar 17 Fwd FX Ctrct - 10,000,000 SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL EUR CONTRACT RATE : 1.228100000 TRADE 3/11/04 VALUE 3/17/04 Amount USD - 12,280,000.00 6,760,000.00 16,016,000.00 9,123,500.00 9,129,500.00 6,155,500.00 12,281,000.00 EFTA01553675

03 Settlement Date JPMorgan Chase Bank 2004 Account Number: I FINANCIAL TRUST COMPANY INC 345 Park Avenue, New York, NY 10154-1002 Asset Account Portfolio March 01, 2004 - March 31, 2004 Page 72 of 88 U S Dollar Activity by Date Type continued Quantity Description Mar 17 Write Option - 5,000,000 GBP PUT USD CALL FX EUROPEAN STYLE OPTION JUN 15, 2004 @ 1.78 KNOCK IN @ 1.76 WRITTEN FX OPTION PUT 5,000,000.00 GBP CALL 8,900,000.00 USD TRADE DATE 03/15/04 Mar 17 Purchase Opt 5,000,000 GBP CALL USD PUT FX EUROPEAN STYLE OPTION JUN 15, 2004 @ 1.8 PURCHASED FX OPTION CALL 5,000,000.00 GBP PUT 9,000,000.00 USD TRADE DATE 03/15/04 Mar 17 Write Option - 5,000,000 GBP CALL USD PUT FX EUROPEAN STYLE OPTION JUN 15, 2004 @ 1.83 KNOCK IN @ 1.86 WRITTEN FX OPTION CALL 5,000,000.00 GBP PUT 9,150,000.00 USD TRADE DATE 03/15/04 Mar 17 Purchase Mar 17 Spot FX 1,162,020 20,000,000 JP MORGAN INSTITUTIONAL PRIME MONEY INSTITUTIONAL CLASS SWEEP FUND (829) (SWEEP DEADLINE IS 4:30 PM EST) SPOT CURRENCY TRANSACTION - BUY BUY NZD SELL USD SPOT RATE : 0.651600000 TRADE 3/16/04 VALUE 3/17/04 N ZEALAND DOLLAR U S DOLLAR - 1,162,020.00 - 13,032,000.00 91,500.00 - 152,100.00 Amount USD 167,320.00 EFTA01553676

03 Settlement Date JPMorgan Chase Bank 2004 Account Number: I FINANCIAL TRUST COMPANY INC 345 Park Avenue, New York, NY 10154-1002 Asset Account Portfolio March 01, 2004 - March 31, 2004 Page 73 of 88 U S Dollar Activity by Date Type continued Quantity Description Mar 17 Spot FX 10,000,000 SPOT CURRENCY TRANSACTION - BUY BUY NZD SELL U5D SPOT RATE : 0.651500000 TRADE 3/16/04 VALUE 3/17/04 U ZEALAND DOLLAR U 5 DOLLAR Mar 17 Spot FX 10,000,000 SPOT CURRENCY TRANSACTION - BUY BUY GBP SELL USD SPOT RATE : 1.814000000 TRADE 3/16/04 VALUE 3/17/04 POUND STERLING U 5 DOLLAR Mar 17 Spot FX 35,000,000 SPOT CURRENCY TRANSACTION - BUY BUY EUR SELL U5D SPOT RATE : 1.230000000 TRADE 3/16/04 VALUE 3/17/04 EURO PRINCIPAL CURRENCY U S DOLLAR Mar 18 Spot FX - 10,000,000 SPOT CURRENCY TRANSACTION - SALE BUY USD SELL AUD SPOT RATE : 0.743000000 TRADE 3/16/04 VALUE 3/18/04 U S DOLLAR AUSTRALIA DOLLAR Mar 18 Spot FX 10,000,000 SPOT CURRENCY TRANSACTION - BUY BUY AUD SELL USD SPOT RATE : 0.743000000 TRADE 3/16/04 VALUE 3/18/04 AUSTRALIA DOLLAR U S DOLLAR - 7,430,000.00 Amount USD - 6,515,000.00 - 18,140,000.00 - 43,050,000.00 7,430,000.00 EFTA01553677

03 Settlement Date JPMorgan Chase Bank 2004 Account Number: I FINANCIAL TRUST COMPANY INC 345 Park Avenue, New York, NY 10154-1002 Asset Account Portfolio March 01, 2004 - March 31, 2004 Page 74 of 88 U S Dollar Activity by Date Type continued Quantity Description Mar 18 Buy-Back Opt 2,000,000 AUD PUT USD CALL FX EUROPEAN STYLE OPTION OCT 11, 2004 @ .7775 KNOCK IN TRIGGERED @ .7565 KNOCK OUT @ .8020 REPURCHASE OF WRITTEN FX OPTION TRADE DATE 03/16/04 Mar 18 Buy-Back Opt 7,000,000 AUD PUT USD CALL FX EUROPEAN STYLE OPTION OCT 27, 2004 @ .76 KNOCK IN TRIGGERED @ .7475 REPURCHASE OF WRITTEN FX OPTION TRADE DATE 03/16/04 Mar 18 Buy-Back Opt 2,300,000 AUD PUT USD CALL FX EUROPEAN STYLE OPTION NOV 22, 2004 @ .77 KNOCK IN @ TRIGGERED @ .755 KNOCK OUT @ .7965 REPURCHASE OF WRITTEN FX OPTION TRADE DATE 03/16/04 Mar 18 Buy-Back Opt 1,666,666 GBP PUT USD CALL FX EUROPEAN STYLE OPTION NOV 22, 2004 @ 1.865 KNOCK IN TRIGGERED @ 1.8285 REPURCHASE OF WRITTEN FX OPTION TRADE DATE 03/16/04 Mar 18 Buy-Back Opt 1,666,666 GBP PUT USD CALL FX EUROPEAN STYLE OPTION AUG 20, 2004 @ 1.875 KNOCK IN TRIGGERED @ 1.8375 REPURCHASE OF WRITTEN FX OPTION TRADE DATE 03/16/04 - 181,016.00 - 201,109.00 - 120,782.00 - 338,219.00 Amount USD - 112,271.00 EFTA01553678

03 Settlement Date JPMorgan Chase Bank 2004 Account Number: I FINANCIAL TRUST COMPANY INC 345 Park Avenue, New York, NY 10154-1002 Asset Account Portfolio March 01, 2004 - March 31, 2004 Page 75 of 88 U S Dollar Activity by Date Type continued Quantity Description Mar 18 Buy-Back Opt 5,000,000 NZD PUT USD CALL FX EUROPEAN STYLE OPTION NOV 22, 2004 @ .68 KNOCK IN TRIGGERED @ .6625 REPURCHASE OF WRITTEN FX OPTION TRADE DATE 03/16/04 Mar 18 Write Option -1,002,250,000 HUF PUT USD CALL FX EUROPEAN STYLE OPTION SEP 16, 2004 @ 211. KNOCK IN @ 220 WRITTEN FX OPTION PUT 1,002,250,000.00 HUF CALL 4,750,000.00 USD TRADE DATE 03/16/04 Mar 18 Buy-Back Opt 2,333,333 EUR PUT USD CALL FX EUROPEAN STYLE OPTION JUL 16, 2004 @ 1.22 REPURCHASE OF WRITTEN FX OPTION TRADE DATE 03/16/04 Mar 18 sale Mar 19 Write Option - 1,042,710 JP MORGAN INSTITUTIONAL PRIME MONEY INSTITUTIONAL CLASS SWEEP FUND (829) (SWEEP DEADLINE IS 4:30 PM EST) -1,696,000,000 HUF PUT USD CALL FX EUROPEAN STYLE OPTION SEP 16, 2004 @ 212. KNOCK IN @ 220 WRITTEN FX OPTION PUT 1,696,000,000.00 HUF CALL 8,000,000.00 USD TRADE DATE 03/17/04 1,042,710.00 424,000.00 - 73,088.00 277,875.00 Amount USD - 294,100.00 EFTA01553679

03 Settlement Date JPMorgan Chase Bank 2004 Account Number: I FINANCIAL TRUST COMPANY INC 345 Park Avenue, New York, NY 10154-1002 Asset Account Portfolio March 01, 2004 - March 31, 2004 Page 76 of 88 U S Dollar Activity by Date Type continued Quantity Description Mar 19 Purchase Mar 22 Buy-Back Opt 424,000 JP MORGAN INSTITUTIONAL PRIME MONEY INSTITUTIONAL CLASS SWEEP FUND (829) (SWEEP DEADLINE IS 4:30 PM EST) 2,250,000 GBP PUT USD CALL FX EUROPEAN STYLE OPTION AUG 20, 2004 @ 1.875 KNOCK IN TRIGGERED @ 1.8375 REPURCHASE OF WRITTEN FX OPTION TRADE DATE 03/18/04 Mar 22 Buy-Back Opt 5,000,000 NZD PUT USD CALL FX EUROPEAN STYLE OPTION NOV 22, 2004 @ .68 KNOCK IN TRIGGERED @ .6625 REPURCHASE OF WRITTEN FX OPTION TRADE DATE 03/18/04 Mar 22 Buy-Back Opt 5,000,000 EUR PUT USD CALL FX EUROPEAN STYLE OPTION JUL 20, 2004 @ 1.23 REPURCHASE OF WRITTEN FX OPTION TRADE DATE 03/18/04 Mar 22 Buy-Back Opt 3,400,000 GBP PUT USD CALL FX EUROPEAN STYLE OPTION NOV 22, 2004 @ 1.865 KNOCK IN TRIGGERED @ 1.8285 REPURCHASE OF WRITTEN FX OPTION TRADE DATE 03/18/04 Mar 22 Buy-Back Opt 15,000,000.60 EUR PUT USD CALL FX EUROPEAN STYLE OPTION JUL 16, 2004 @ 1.22 REPURCHASE OF WRITTEN FX OPTION TRADE DATE 03/18/04 - 392,078.00 - 387,118.00 - 162,053.00 - 254,745.00 Amount USD - 424,000.00 - 210,938.00 EFTA01553680

03 Settlement Date JPMorgan Chase Bank 2004 Account Number: I FINANCIAL TRUST COMPANY INC 345 Park Avenue, New York, NY 10154-1002 Asset Account Portfolio March 01, 2004 - March 31, 2004 Page 77 of 88 U S Dollar Activity by Date Type continued Quantity Description Mar 22 sale Mar 24 Buy-Back Opt - 1,406,932 JP MORGAN INSTITUTIONAL PRIME MONEY INSTITUTIONAL CLASS SWEEP FUND (829) (SWEEP DEADLINE IS 4:30 PM EST) 1,000,000 GBP PUT USD CALL FX EUROPEAN STYLE OPTION AUG 20, 2004 @ 1.875 KNOCK IN TRIGGERED @ 1.8375 REPURCHASE OF WRITTEN FX OPTION TRADE DATE 03/22/04 Mar 24 Sale Mar 25 Buy-Back Opt - 81,563 JP MORGAN INSTITUTIONAL PRIME MONEY INSTITUTIONAL CLASS SWEEP FUND (829) (SWEEP DEADLINE IS 4:30 PM EST) 10,000,000 GBP CALL USD PUT FX EUROPEAN STYLE OPTION MAR 26, 2004 @ 1.805 KNOCK IN TRIGGERED @ 1.84 REPURCHASE OF WRITTEN FX OPTION TRADE DATE 03/23/04 Mar 25 Write Option - 10,000,000 GBP PUT USD CALL FX EUROPEAN STYLE OPTION MAR 26, 2004 @ 1.845 WRITTEN FX OPTION PUT 10,000,000.00 GBP CALL 18,450,000.00 USD TRADE DATE 03/23/04 69,372.00 81,563.00 - 433,200.00 Amount USD 1,406,932.00 - 81,563.00 EFTA01553681

03 Settlement Date JPMorgan Chase Bank 2004 Account Number: I FINANCIAL TRUST COMPANY INC 345 Park Avenue, New York, NY 10154-1002 Asset Account Portfolio March 01, 2004 - March 31, 2004 Page 78 of 88 U S Dollar Activity by Date Type continued Quantity Description Mar 25 Write Option - 15,000,000 GBP PUT USD CALL FX EUROPEAN STYLE OPTION APR 22, 2004 @ 1.84 KNOCK IN TRIGGERED @ 1.8250 WRITTEN FX OPTION PUT 15,000,000.00 GBP CALL 27,600,000.00 USD TRADE DATE 03/23/04 Mar 25 sale Mar 26 Write Option - 62,988 JP MORGAN INSTITUTIONAL PRIME MONEY INSTITUTIONAL CLASS SWEEP FUND (829) (SWEEP DEADLINE IS 4:30 PM EST) - 5,000,000 GBP CALL USD PUT FX EUROPEAN STYLE OPTION MAY 24, 2004 @ 1.85 KNOCK IN @ 1.87 WRITTEN FX OPTION CALL 5,000,000.00 GBP PUT 9,250,000.00 USD TRADE DATE 03/24/04 Mar 26 Buy-Back Opt 1,000,000 GBP PUT USD CALL FX EUROPEAN STYLE OPTION NOV 22, 2004 @ 1.865 KNOCK IN TRIGGERED @ 1.8285 REPURCHASE OF WRITTEN FX OPTION TRADE DATE 03/24/04 Mar 26 Buy-Back Opt 1,000,000 GBP PUT USD CALL FX EUROPEAN STYLE OPTION AUG 20, 2004 @ 1.875 KNOCK IN TRIGGERED @ 1.8375 REPURCHASE OF WRITTEN FX OPTION TRADE DATE 03/24/04 - 89,719.00 - 103,461.00 62,988.00 94,350.00 Amount USD 300,840.00 EFTA01553682

03 Settlement Date JPMorgan Chase Bank 2004 Account Number: I FINANCIAL TRUST COMPANY INC 345 Park Avenue, New York, NY 10154-1002 Asset Account Portfolio March 01, 2004 - March 31, 2004 Page 79 of 88 U S Dollar Activity by Date Type continued Quantity Description Mar 26 Sale Mar 29 Write Option - 98,830 JP MORGAN INSTITUTIONAL PRIME MONEY INSTITUTIONAL CLASS SWEEP FUND (829) (SWEEP DEADLINE IS 4:30 PM EST) - 10,000,000 EUR CALL CHF PUT FX EUROPEAN STYLE OPTION JUN 25, 2004 @ 1.565 WRITTEN FX OPTION CALL 10,000,000.00 EUR PUT 15,650,000.00 CHF TRADE DATE 03/25/04 Mar 29 Purchase Opt 10,096,774 EUR PUT CHF CALL FX EUROPEAN STYLE OPTION JUN 25, 2004 @ 1.55 PURCHASED FX OPTION PUT 10,096,774.00 EUR CALL 15,650,000.00 CHF TRADE DATE 03/25/04 Mar 29 Write Option - 10,262,295 EUR PUT CHF CALL FX EUROPEAN STYLE OPTION JUN 25, 2004 @ 1.525 KNOCK IN @ 1.52 WRITTEN FX OPTION PUT 10,262,295.00 EUR CALL 15,650,000.00 CHF TRADE DATE 03/25/04 Mar 29 Write Option - 10,000,000 EUR CALL CHF PUT FX EUROPEAN STYLE OPTION JUN 25, 2004 @ 1.565 WRITTEN FX OPTION CALL 10,000,000.00 EUR PUT 15,650,000.00 CHF TRADE DATE 03/25/04 38,273.00 44,887.00 - 141,691.00 Amount USD 98,830.00 36,146.00 EFTA01553683

03 Settlement Date JPMorgan Chase Bank 2004 Account Number: I FINANCIAL TRUST COMPANY INC 345 Park Avenue, New York, NY 10154-1002 Asset Account Portfolio March 01, 2004 - March 31, 2004 Page 80 of 88 U S Dollar Activity by Date Type continued Quantity Description Mar 29 Purchase Opt 10,096,774 EUR PUT CHF CALL FX EUROPEAN STYLE OPTION JUN 25, 2004 @ 1.55 PURCHASED FX OPTION PUT 10,096,774.00 EUR CALL 15,650,000.00 CHF TRADE DATE 03/25/04 Mar 29 Write Option - 10,262,295 EUR PUT CHF CALL FX EUROPEAN STYLE OPTION JUN 25, 2004 @ 1.525 KNOCK IN @ 1.52 WRITTEN FX OPTION PUT 10,262,295.00 EUR CALL 15,650,000.00 CHF TRADE DATE 03/25/04 Mar 29 Receipt of Assets 1 CROSS CURRENCY SWAP 10MM NZD NOTIONAL 6.51MM USD NOTIONAL 3/9/2014 REC: FIXED RATE 6.26% NZD SEMI-ANNUAL PAY: FLOATING RATE USD 3 MONTH LIBOR QUARTERLY JPMORGAN CHASE BANK TRADE DATE 03/25/04 AS OF 03/09/04 Mar 29 Receipt of Assets 1 CROSS CURRENCY SWAP 10MM AUD NOTIONAL 7.41MM USD NOTIONAL 3/9/2014 REC: FIXED RATE 5.84% AUD SEMI-ANNUAL PAY: FLOATING RATE USD 3 MONTH LIBOR QUARTERLY JPMORGAN CHASE BANK TRADE DATE 03/25/04 AS OF 03/09/04 42,394.00 Amount USD - 137,397.00 EFTA01553684

03 Settlement Date JPMorgan Chase Bank 2004 Account Number: I FINANCIAL TRUST COMPANY INC 345 Park Avenue, New York, NY 10154-1002 Asset Account Portfolio March 01, 2004 - March 31, 2004 Page 81 of 88 U S Dollar Activity by Date Type continued Quantity Description Mar 29 Sale Mar 30 Fwd FX Ctrct - 117,388 166,750,000 JP MORGAN INSTITUTIONAL PRIME MONEY INSTITUTIONAL CLASS SWEEP FUND (829) (SWEEP DEADLINE IS 4:30 PM EST) SETTLE FORWARD CURRENCY CONTRACT BUY TWD SELL USD CONTRACT RATE : 33.350000000 TRADE 3/01/04 VALUE 3/30/04 Mar 30 Fwd FX Ctrct - 166,750,000 SETTLE FORWARD CURRENCY CONTRACT BUY USD SELL TWD CONTRACT RATE : 33.320000000 TRADE 3/01/04 VALUE 3/30/04 Mar 30 Write Option - 102,750,000 NOK CALL USD PUT FX EUROPEAN STYLE OPTION APR 28, 2004 @ 6.85 KNOCK IN @ 6.75 WRITTEN FX OPTION CALL 102,750,000.00 NOK PUT 15,000,000.00 USD TRADE DATE 03/26/04 Mar 30 write Option - 10,000,000 GBP PUT USD CALL FX EUROPEAN STYLE OPTION APR 28, 2004 @ 1.79 KNOCK IN @ 1.77 WRITTEN FX OPTION PUT 10,000,000.00 GBP CALL 17,900,000.00 USD TRADE DATE 03/26/04 132,460.00 Amount USD 117,388.00 - 5,000,000.00 5,004,501.80 121,500.00 EFTA01553685

03 Settlement Date JPMorgan Chase Bank 2004 Account Number: I FINANCIAL TRUST COMPANY INC 345 Park Avenue, New York, NY 10154-1002 Asset Account Portfolio March 01, 2004 - March 31, 2004 Page 82 of 88 U S Dollar Activity by Date Type continued Quantity Description Mar 30 Write Option - 10,000,000 GBP CALL USD PUT FX EUROPEAN STYLE OPTION APR 28, 2004 @ 1.845 KNOCK IN @ 1.8650 WRITTEN FX OPTION CALL 10,000,000.00 GBP PUT 18,450,000.00 USD TRADE DATE 03/26/04 Mar 30 FX Option Assignment 5,000,000 GBP CALL USD PUT FX EUROPEAN STYLE OPTION MAR 26, 2004 @ 1.805 KNOCK IN TRIGGERED @ 1.84 WRITTEN FX OPTION ASSIGNED CALL 9,025,000.00 USD PUT 5,000,000.00 GBP TRADE DATE 03/26/04 Mar 30 FX Opt Asgn'D - 5,000,000 SPOT CURRENCY TRANSACTION SETTLEMENT OF ASSIGNED FX OPTION SELL GBP BUY USD TRADE 3/26/04 VALUE 3/30/04 Mar 30 FX Option Assignment 10,000,000 GBP PUT USD CALL FX EUROPEAN STYLE OPTION MAR 26, 2004 @ 1.845 WRITTEN FX OPTION ASSIGNED CALL 10,000,000.00 GBP PUT 18,450,000.00 USD TRADE DATE 03/26/04 Mar 30 FX Opt Asgn'D 10,000,000 SPOT CURRENCY TRANSACTION SETTLEMENT OF ASSIGNED FX OPTION BUY GBP SELL USD TRADE 3/26/04 VALUE 3/30/04 - 18,450,000.00 9,025,000.00 Amount USD 110,700.00 EFTA01553686

03 Settlement Date JPMorgan Chase Bank 2004 Account Number: I FINANCIAL TRUST COMPANY INC 345 Park Avenue, New York, NY 10154-1002 Asset Account Portfolio March 01, 2004 - March 31, 2004 Page 83 of 88 U S Dollar Activity by Date Type continued Quantity Description Mar 30 Purchase Mar 30 Spot FX 39,161.80 - 5,000,000 JP MORGAN INSTITUTIONAL PRIME MONEY INSTITUTIONAL CLASS SWEEP FUND (829) (SWEEP DEADLINE IS 4:30 PM EST) SPOT CURRENCY TRANSACTION - SALE BUY USD SELL GBP SPOT RATE : 1.819000000 TRADE 3/26/04 VALUE 3/30/04 U S DOLLAR Mar 31 Write Option - 20,000,000 POUND STERLING NZD CALL USD PUT FX EUROPEAN STYLE OPTION MAR 30, 2004 @ .653 WRITTEN FX OPTION CALL 20,000,000.00 NZD PUT 13,060,000.00 USD TRADE DATE 03/29/04 Mar 31 Write Option - 25,000,000 EUR PUT USD CALL FX EUROPEAN STYLE OPTION OCT 27, 2004 @ 1.2 KNOCK IN @ 1.1885 WRITTEN FX OPTION PUT 25,000,000.00 EUR CALL 30,000,000.00 USD TRADE DATE 03/29/04 Mar 31 Buy-Back Opt 20,000,000 EUR PUT USD CALL FX EUROPEAN STYLE OPTION OCT 27, 2004 @ 1.22 KNOCK IN @ 1.202 REPURCHASE OF WRITTEN FX OPTION TRADE DATE 03/29/04 - 973,560.00 903,000.00 Amount USD - 39,161.80 9,095,000.00 28,732.00 EFTA01553687

03 Settlement Date JPMorgan Chase Bank 2004 Account Number: I FINANCIAL TRUST COMPANY INC 345 Park Avenue, New York, NY 10154-1002 Asset Account Portfolio March 01, 2004 - March 31, 2004 Page 84 of 88 U S Dollar Activity by Date Type continued Quantity Description Mar 31 Write Option - 20,000,000 EUR CALL USD PUT FX EUROPEAN STYLE OPTION APR 28, 2004 @ 1.23 KNOCK IN @ 1.25 WRITTEN FX OPTION CALL 20,000,000.00 EUR PUT 24,600,000.00 USD TRADE DATE 03/29/04 Mar 31 Purchase 113,152 JP MORGAN INSTITUTIONAL PRIME MONEY INSTITUTIONAL CLASS SWEEP FUND (829) (SWEEP DEADLINE IS 4:30 PM EST) - 113,152.00 Amount USD 154,980.00 In Case of Errors or Questions About Your Electronic Transfers. Contact yourMorgan Teamat one ofthe telephonenumbers on the front of this statement or write us at 5 00 Stanton ChristianaRoad, 1/OPS, Newark,DE19713-2107 as soon as you can, if you think yourstatement is wrong or if you needmore information about a transfer on the statement. We must hearfrom you no laterthan 60 days afterwe sent you the FIRSTstatement on w hich the erroror problem appeared. (1) Tellus yourname and account number. (2) Describethe erroror t he transferyou are unsure about, and explainas clearly as you can why you believe it is in erroror why you need more information. (3) tell us the dollaramount of the suspected error. Ifyou contact us orally, you must send us your complaint or question in wri ting within 10 business days in order to preserveyour rights. We will investigateyourcomplaint and will correct any errorpromptly. Ifwe take more than 10 business days to do this (20 days for purchases using yourdebit card or for internationaltransactions),we will credi t youraccount for the amount you think is in error, so that you will have the use ofmoneyduring the time it takes us to complete our investigation. In case of errors or questions about your statement, including your line of credit. If you think that your statement is incorrect or if you need more information about a transaction on your statement including a line of credit transaction, you must write to us on a separate sheet des cribing the error and send it to: JPMorgan, Private Bank, 500 Stanton Christiana Road, 1/OPS3, Newark, DE 19713-2107. We must hear from you no 1 ater than 60 days after the statement on which the error or problem appeared is sent. You can contac t your client service specialist but doing so will not preserve your rights. In your letter, please provide the following information: (1) your name and account number; (2) the dollar amount of the suspected error; and (3) a description of the error and explanation, if you can , why you believe there is an error. If you need more information, you must describe the item you are unsure about. EFTA01553688

03 JPMorgan Chase Bank 2004 Account Number: I FINANCIAL TRUST COMPANY INC 345 Park Avenue, New York, NY 10154-1002 Asset Account Portfolio March 01, 2004 - March 31, 2004 Page 85 of 88 The JPMorgan Funds or The JPMorgan Institutional Funds or The American Century Funds Shares of the funds are not bank deposits and are not guaranteedby any bank, governmententity, or th e FDIC. Return and share price will fluctuate and redemption valuemay be more or less than original cost. While the money marketfunds seekto maintain a stable net asset valueof$1.00 pershare, there is no assurancethat they will continue to do so. The estimatedann ualincome and dividendyieldfigures for mutual funds representthe funds' most recentincome dividendan nualized. J.P. Morgan Funds Distributor, Inc. is the distributor of the JPMorgan Funds and American Centurylnv estmentServices, Inc. is the distributor of the American CenturyFunds. J.P. Morgan InvestmentManagem entlnc. and American CenturylnvestmentManagement Inc. serveas investment advisors to theirrespectivefund familiesand receivecompensation from theirrespect ivefund families for providing investment advisoryand other services. If you have chosen one of the sweep mutual funds, you are notified that positions in the Prime Money Market Sweep Fund represent holdings in the JPMorgan Prime Money Market Fund; positions in the Fede ralMoney Market Sweep Fund represent holdings in the JPMorgan FederalMoneyMarketFund; and positions in the TaxExemptMoneyMarketSweep Fund representholdin gs in the JPMorgan TaxExemptMoneyMarketFund. JPMSI is the custodian of listed options and all mutual funds purchasedthrough JPMSI excludingJPMorg an and AmericanCenturyfunds. JPMSI is a memberof the Securities InvestorProtection Corporation ("SIPC"),a not-for-profit membersh ip corporation funded by broker-dealersregisteredwith the Securitiesand ExchangeCommission. Securiti esand cash held for a customer account at JPMSI are protected up to the total net equity of each account.. The first $500,000 of protection, which includes up to $ 100,000 of protection for cash, is providedby SIPC. As ofMarch 2004, the balanceof the protection is providedby a separateExcessSlPC SuretyBond issued by Customer Asset Protection Company. SIPCand excessSlPCprotection do not protect against losses from fluctuatio ns in the valueof the securities. Assets held in custody by JPMorgan ChaseBank(the "Bank")are not su bject to SIPCor excessSlPC protection. J.P. Morgan Securities Inc., JPMorgan Chase Bank or their affiliates (the "Morgan Companies")may pro vide administrative, custodial, sales, distribution or shareholderservices to JPMorgan Funds, Americ an Century Funds, or funds established, sponsored, advised, or managedby third parties, and the Morgan Companiesmaybe compensatedfor such services. JPMorgan Private Bank is the marketing name for the private banking business conducted by J.P.Morgan Chase & Co. through its subsidiaries worldwide, including JPMorgan Chase Bank, J.P. Morgan Trust Co mpany, N.A. and J.P. Morgan Securities Inc. EFTA01553689

03 J.P. Morgan Securities Inc. 2004 Account Number: 161121381 FINANCIAL TRUST COMPANY INC 270 Park Avenue, New York, NY 10017 Margin Account Portfolio March 01, 2004 - March 31, 2004 Page 86 of 88 Margin Account Portfolio March 1 - March 31, 2004 Table of Contents Portfolio Summary Account Officers D'ORAZIO/HORNAK Page 87 All positions in this Margin Account Portfolio are held in custody at J.P. Morgan Securities Inc. (mJPMSI"). Member SIPC. EFTA01553690

03 J.P. Morgan Securities Inc. 2004 Account Number: 161121381 FINANCIAL TRUST COMPANY INC 270 Park Avenue, New York, NY 10017 Margin Account Portfolio March 01, 2004 - March 31, 2004 Page 87 of 88 Overview Portfolio Summary IMPORTANT INFORMATION ABOUT YOUR STATEMENT Contact your client service specialist if you think your statement is incorrect or you require addit ional information about a transaction on your statement. Market Value USD Mar 31 Total 0.00 Estimated Annual Income USD JPMSI is a memberof the Securities InvestorProtection Corporation ("SIPCm),a not-for-profit membersh ip corporation funded by broker-dealersregisteredwith the Securitiesand ExchangeCommission. Securiti esand cash held for a customer account at JPMSI are protected up to the total net equity of each account.. The first $500,000 of protection, which includes up to $ 100,000 of protection for cash, is providedby SIPC. As ofMarch 2004, the balanceof the protection is providedby a separateExcessSlPC SuretyBond issued by Customer Asset Protection Company. SIPCand excessSlPCprotection do not protect against losses from fluctuatio ns in the valueof the securities. Assets held in custody by JPMorgan ChaseBank(the "Bank")are not su bject to SIPCor excessSlPC protection. J.P. Morgan Securities Inc., JPMorgan Chase Bank or their affiliates (the "Morgan Companies")may pro vide administrative, custodial, sales, distribution or shareholderservices to JPMorgan Funds, Americ an Century Funds, or funds established, sponsored, advised, or managedby third parties, and the Morgan Companiesmaybe compensatedfor such services. EFTA01553691

03 J.P. Morgan Securities Inc. 2004 Account Number: 161121381 FINANCIAL TRUST COMPANY INC 270 Park Avenue, New York, NY 10017 Margin Account Portfolio March 01, 2004 - March 31, 2004 Page 88 of 88 IMPORTANT INFORMATION ABOUT YOUR JPMSI MARGIN ACCOUNT If there are any errors or omissions on this statement, or if you have any questions about it, pleas e contact your JPMSI Account Representative or JPMSI Compliance Department at Please keep the following in mind when using this statement to track your JPMSI brokerage activity: This statement combines your general margin account with the special memorandum account required by Section 220.6 Regulation T. As required by Regulation T, a permanent record of your separate account is available upon your requ est. Important Information about Pricing and Valuations. Prices, some of which are provided by pricing services or other sources which we deem reliable, are not guaranteed for accuracy or as realizable values Free credit balances in your account are not segregated and may be used in the operation of JPMSIs b usiness, subject to the limitations of SEC Rule 15c3-3. Unless otherwise instructed, JPMSI or its ag ents and depositories will hold your securities. Upon your demand, JPMSI will pay to you the amount of your free credit balance, and will deliver to you f ully-paid securities held on your behalf. Interest will be charged on any debit balance; the method of calculating interest is described in a letter sent to all margin customers. Upon written request, JPMSI will supply you with our most recen t statement required to be furnished to customers under SEC Rule 17a-5(c). If a partial call is made with respect to an issue of securities included in your Margin Account we will allocate the call by a method we deem fair and equitable. You should have received separate JPMSI trade confirmations for each securities transaction. All tra nsactions are subject to the terms and conditions stated on the reverse side of such confirmations a nd are subject to the constitution, by-laws, customs and interpretations of the marketplace where executed and governed by and construed in accordance wi th the laws of the state of New York and all applicable federal laws and regulations. You must promptly advise JPMSI of material changes in your investment objectives or financial situat ion. Unless you inform JPMSI otherwise, JPMSI will consider the information currently in its files t o be complete and accurate. JPMSI is required by law to report to the Internal Revenue Service all dividends and/or interest inc ome on bonds credited to your account during calendar year. Please retain all your statements to ass ist you in preparing your income tax returns. A financial statement of JPMSI is available for your personal inspection at its offices, or a copy o f it will be mailed upon your written request. JPMSI is not a bank and is a separate legal entity from its bank or thrift affiliates, including JPM CB. The securities sold, offered or recommended by JPMSI: (1) Are not insured by the Federal Deposit Insurance Corporation, or any other governmental agency; (2) Are not deposits or other obligations of JPMSI's bank or thrift affiliates (unless otherwise ind lasted), and are not guaranteed by or the responsibility of any such affiliates(unless explicitly st ated otherwise); and (3) Involve investment risks, including possible loss of the principal invested. JPMSI's banking affiliates may be lenders to issuers of securities that JPMSI underwrites, in which case proceeds of offerings underwritten by JPMSI may be used for the repayment of such loans, and yo u should refer to the disclosure documents relating to particular securities for discussion of any such lending relationships. The Federal Reserve requires that JPMSI obtain your consent before it can obtain certain information from its bank or thrift affiliates, including their credit evaluation of you. We will assume that y our continuing to transact business with JPMSI will constitute your consent to the sharing of such information by JPMSI and its bank or thrift affiliate s, to the extent permitted by law. JPMorgan Private Bank is the marketing name for the private banking business conducted by J.P. Morga n Chase a Co. through its subsidiaries worldwide, including JPMCB and JPMSI. EFTA01553692