EFTA01507170.pdf

05 INN JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 44 of 78 FINANCIAL TRUST COMPANY INC May 01, 2004 - May 31, 2004 N Zealand Dollar Activity by Date continued Statement Realized Amount Amount USD Date TYR< Quantity Dasenption Gantosa USD May 3 Spot FX - 3,110,000 SPOT CURRENCY TRANSACTION - BUY 5,000,000 00 3,110,000.00 BUY NW SELL USD SPOT RATE : 0.622000000 TRADE 4/29/04 VALUE 5/03/04 N ZEALAND DOLLAR U S DOLLAR May 4 Spot FX - 6,279,000 SPOT CURRENCY TRANSACTION - BUY 10,000,000 00 6,279,000 00 BUY NZD SELL USD SPOT RATE : 0.627900000 TRADE 4/30/04 VALUE 5/04104 N ZEALAND DOLLAR U S DOLLAR May 4 Spot FX - 6,246,000 SPOT CURRENCY TRANSACTION - BUY 10,000,000 00 6,246,000 00 BUY NZD SELL USD SPOT RATE : 0.624600000 TRADE 5/03/04 VALUE 5/04/04 N ZEALAND DOLLAR U S DOLLAR May 4 FX Opt Asgn'D 6,150,000 SPOT CURRENCY TRANSACTION - 112,500.00 - 10,000,000.00 - 6,329,514.53 SETTLEMENT OF ASSIGNED FX OPTION SELL NZD BUY USD TRADE 4/30/04 VALUE 5/04/04 May 4 FX Opt Asgn'D 6,225,000 SPOT CURRENCY TRANSACTION - 37,500.00 - 10,000,000.00 • 6,329,514.53 SETTLEMENT OF ASSIGNED FX OPTION SELL NZD BUY USD TRADE 4/30/04 VALUE 5/04/04 May 11 Fwd FX Ctrct 3,105,500 SETTLE FORWARD CURRENCY CONTRACT - 5,000,000.00 - 3,010,506.66 BUY USD SELL NZD CONTRACT RATE : 0.621100000 TRADE 4/28104 VALUE 5/11/04 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032173 Chase CONFIDENTIAL SDNY_GM_00301371 EFTA01507170