EFTA01507230.pdf

06 2004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 II3 JPMorgan Private Bank Account Numbe Asset Account Portfolio Page 38 of 72 FINANCIAL TRUST COMPANY INC June 01, 2004 - June 30, 2004 N Zealand Dollar Activity by Date continued Settlement Realized amount amount USD Date type Quantity Desenption Gaintosa USD Jun 14 Fwd FX Ctrct 3,033,500 SETTLE FORWARD CURRENCY CONTRACT - 11,088.35 - 5,000,000.00 - 3,148,416.34 BUY USD SELL NZD CONTRACT RATE : 0.606700000 TRADE 5/12/04 VALUE 6114/04 Jun 14 Fwd FX Ctrct 2,971,500 SETTLE FORWARD CURRENCY CONTRACT - 11,088.35 - 5,000,000.00 - 3,148,416.34 BUY USD SELL NZD CONTRACT RATE : 0.594300000 TRADE 5/17/04 VALUE 6/14/04 Jun 14 Spot FX 3,134,500 SPOT CURRENCY TRANSACTION - SALE - 5,000,000.00 - 3,134,500.00 BUY USD SELL NZD SPOT RATE : 0.626900000 TRADE 6/09104 VALUE 6114/04 U S DOLLAR N ZEALAND DOLLAR Jun 14 Spot FX - 12,600,000 SPOT CURRENCY TRANSACTION - BUY 20,000,000.00 12,600,000.00 BUY NZD SELL USD SPOT RATE : 0.630000000 TRADE 6/10/04 VALUE 6/14/04 N ZEALAND DOLLAR U S DOLLAR Jun 14 Spot FX - 9.516,000 SPOT CURRENCY TRANSACTION - BUY 15,000,000.00 9,516,000.00 BUY NZD SELL USD SPOT RATE : 0.634400000 TRADE 6/10/04 VALUE 6/14/04 N ZEALAND DOLLAR U S DOLLAR Jun 14 FX Opt Asgn'D 9,300,000 SPOT CURRENCY TRANSACTION - 15,000,000.00 - 9,445,249.04 SETTLEMENT OF ASSIGNED FX OPTION SELL NZD BUY USD TRADE 6/10/04 VALUE 6/14/04 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032245 Chase CONFIDENTIAL SDNY_GM_00301443 EFTA01507230