EFTA01507563.pdf

09 2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 II3 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 38 of 62 FINANCIAL TRUST COMPANY INC September 01, 2004 - September 30, 2004 N Zealand Dollar Activity by Date continued Settlement Realized amount amount USD Date type Quantity Description thiliVLOSS USD Sep 14 Fwd FX Ctrct 13,096,000 SETTLE FORWARD CURRENCY CONTRACT 148,665.81 - 20,000,000.00 - 13,272,998.70 BUY USD SELL NZD CONTRACT RATE : 0.654800000 TRADE 7/12104 VALUE 9114(04 Sep 14 Fwd FX Ctrct 6,389,000 SETTLE FORWARD CURRENCY CONTRACT 74,332.90 - 10,000,000.00 - 6,636,499.35 BUY USD SELL NZD CONTRACT RATE : 0.638900000 TRADE 8/04/04 VALUE 9/14/04 Sep 14 Fwd FX Ctrct - 3,252,000 SETTLE FORWARD CURRENCY CONTRACT 5,000,000.00 3,318,249.67 BUY NZD SELL USD CONTRACT RATE : 0.650400000 TRADE 8/06/04 VALUE 9/14/04 Sep 14 Fwd FX Ctrct - 3,269,000 SETTLE FORWARD CURRENCY CONTRACT 5,000,000.00 3,318,249.67 BUY NZO SELL USD CONTRACT RATE : 0.653800000 TRADE 8/10/04 VALUE 9/14/04 Sep 14 Spot FX - 13,050,000 SPOT CURRENCY TRANSACTION - BUY 20,000,000.00 13,050,000.00 BUY NZO SELL USD SPOT RATE : 0.652500000 TRADE 9/10/04 VALUE 9/14/04 N ZEALAND DOLLAR U S DOLLAR Sep 27 Spot FX - 4,335,500 SPOT CURRENCY TRANSACTION - BUY 6,500,000.00 4,335,500.00 BUY NZO SELL USD SPOT RATE : 0.667000000 TRADE 9/23/04 VALUE 9/27/04 N ZEALAND DOLLAR U S DOLLAR Confidential Treatment Requested by JPMorgan JPM-SDNY-00032615 Chase CONFIDENTIAL SDNY_GM_00301813 EFTA01507563