EFTA01507567.pdf

09 2004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 II3JPMorgan Private Bank Account Number Asset Account Portfolio Page 42 of 62 FINANCIAL TRUST COMPANY INC September 01, 2004 - September 30, 2004 Pound Sterling Activity by Date continued Settlement Realized Amount Amount USD Date type Quantity Desenption GainzLoss USD Sep 14 Fwd FX Ctrct - 9,250,000 SETTLE FORWARD CURRENCY CONTRACT 5,000,000.00 9,000,503.12 BUY GBP SELL USD CONTRACT RATE : 1.850000000 TRADE 7/20(04 VALUE 9(14/04 Sep 14 Fwd FX Ctrct 9,059,000 SETTLE FORWARD CURRENCY CONTRACT 32,784.37 - 5,000,000.00 - 9,000,503.12 BUY USD SELL GBP CONTRACT RATE : 1.811800000 TRADE 8104(04 VALUE 9/14/04 Sep 14 Fwd FX Ctrct -1,013,300,000 SETTLE FORWARD CURRENCY CONTRACT 5,000,000.00 9,000,503.12 BUY GBP SELL JPY CONTRACT RATE : 202.660000000 TRADE 8/13/04 VALUE 9(14/04 Sep 14 Spot FX - 17,885,000 SPOT CURRENCY TRANSACTION - BUY 10,000,000.00 17,885,000.00 BUY GBP SELL USD SPOT RATE : 1.788500000 TRADE 9/10(04 VALUE 9/14/04 POUND STERLING U S DOLLAR Sep 14 Spot FX 985,000,000 SPOT CURRENCY TRANSACTION - SALE - 5,000,000.00 - 9,010,657.27 BUY JPY SELL GBP SPOT RATE : 0.554898477 TRADE 9/10(04 VALUE 9(14/04 JAPANESE YEN POUND STERLING Sep 14 Spot FX - 5,365,500 SPOT CURRENCY TRANSACTION - BUY 3,000,000.00 5,365,500.00 BUY GBP SELL USD SPOT RATE : 1.788500000 TRADE 9/10(04 VALUE 9(14/04 POUND STERLING U S DOLLAR Confidential Treatment Requested by JPMorgan JPM-SDNY-00032619 Chase CONFIDENTIAL SDNY_GM_00301817 EFTA01507567