EFTA01507463.pdf

08 2004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 II3JPMorgan Private Bank Account Number Asset Account Portfolio Page 27 of 48 FINANCIAL TRUST COMPANY INC August 01, 2004 - August 31, 2004 N Zealand Dollar Activity by Date continued Settlement Realized Amount Amount USD Dare type Ouennty Desenption thiliVLOSS USD Aug 2 Spot FX - 6,314,000 SPOT CURRENCY TRANSACTION - BUY 10,000,000.00 6,314,000.00 BUY NZO SELL USD SPOT RATE : 0.631400000 TRADE 7/29/04 VALUE 8/02/04 N ZEALAND DOLLAR U S DOLLAR Aug 6 Fwd FX Ctrct 6,269,000 SETTLE FORWARD CURRENCY CONTRACT 114,879.92 - 10,000,000.00 - 6,534,879.92 BUY USD SELL NZD CONTRACT RATE: 0.626900000 TRADE 7/28/04 VALUE 8/06/04 Aug 6 Spot FX - 6,420,000 SPOT CURRENCY TRANSACTION - BUY 10,000,000.00 6,420,000.00 BUY NZO SELL USD SPOT RATE : 0.642000000 TRADE 8/04/04 VALUE 8/06/04 N ZEALAND DOLLAR U S DOLLAR Aug 13 Spot FX 6,539,000 SPOT CURRENCY TRANSACTION - SALE - 10,000,000.00 - 6,539,000.00 BUY USD SELL NZD SPOT RATE : 0.653900000 TRADE 8/11/04 VALUE 8/13/04 U S DOLLAR N ZEALAND DOLLAR Aug 13 Spot FX - 6,486,000 SPOT CURRENCY TRANSACTION - BUY 10,000,000.00 6,486,000.00 BUY NZD SELL USD SPOT RATE : 0.648600000 TRADE 8/11/04 VALUE 8/13/04 N ZEALAND DOLLAR U S DOLLAR Confidential Treatment Requested by JPMorgan JPM-SDNY-00032508 Chase CONFIDENTIAL SDNY_GM_00301706 EFTA01507463