Capital gains and losses on sales with missing or incomplete tax cost are identified with N/A. Trade Date Settlement Date Settled Dec 1 Dec 3 FX Option AssiAUD CALL USD PUT Dec 1 Dec 1 Expired Opt FX EUROPEAN STYLE OPTION DEC 01, 2003 @ .703 KNOCK IN TRIGGERED @ .72 EUR CALL USD PUT FX EUROPEAN

10154-1002 Asset Account Portfolio June 01, 2004 - June 30, 2004 Page 22 of 72 Settlement Date Realized Type Settled continued Jun 15 Jun 17 FX Option AssiGBP PUT USD CALL FX EUROPEAN STYLE OPTION JUN Jun 15, 15 2004 @ 1.825 Jun 17 FX Opt Asgn'D Jun 16 Jun 16 Expired Opt Jun 17 Jun 21 FX Op

.525 KNOCK IN @ 1.52 JPY PUT USD CALL FX EUROPEAN STYLE OPTION SEP 07, 2004 @ 112. KNOCK IN @ 113 KNOCK OUT @ 106 Issued in USD Mar 26 Mar 30 FX Option AssiGBP CALL USD PUT Mar 26 Mar 30 Write Option FX EUROPEAN STYLE OPTION MAR 26, 2004 @ 1.805 KNOCK IN TRIGGERED @ 1.84 GBP CALL USD PUT Mar 26

154-1002 Asset Account Portfolio April 01, 2004 - April 30, 2004 Page 28 of 82 Settlement Date Realized Type Settled continued Apr 28 Apr 30 FX Option AssiGBP PUT USD CALL FX EUROPEAN STYLE OPTION APR 28, 2004 @ 1.79 Apr 28 Apr 30 Write Option KNOCK IN TRIGGERED @ 1.77 ZAR PUT USD CALL FX EURO

zed Type Settled continued May 19May 21 FX Opt Asgn'D SPOT CURRENCY TRANSACTION SETTLEMENT OF ASSIGNED FX OPTION SELL NZD BUY USD May 20May 24 FX Option AssiAUD PUT USD CALL May 20May 24 FX Option Assi May 20May 24 FX Opt Asgn'D May 20May 24 FX Opt Asgn'D May 24May 24 Expired Opt FX EUROPEAN STYL