EFTA01507465.pdf

08 2004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 II3 JPMorgan Private Bank Account Number Asset Account Portfolio Page 30 of 48 FINANCIAL TRUST COMPANY INC August 01, 2004 - August 31, 2004 Pound Sterling Activity by Date continued Settlement Realized Amount Amount USD Dare TYR. Quantity Desenption thiliVLOSS USD Aug 6 Fwd FX Ctrct 9,107,000 SETTLE FORWARD CURRENCY CONTRACT 130,839.09 - 5,000,000.00 - 9,220,839.09 BUY USD SELL GBP CONTRACT RATE : 1.821400000 TRADE 7/28(04 VALUE 8(06/04 Aug 6 Spot FX - 9,090,000 SPOT CURRENCY TRANSACTION - BUY 5,000,000.00 9,090,000.00 BUY GBP SELL USD SPOT RATE : 1.818000000 TRADE 8104(04 VALUE 8(06/04 POUND STERLING U S DOLLAR Aug 16 Fwd FX Cact - 18,419,000 SETTLE FORWARD CURRENCY CONTRACT 10,000,000.00 18,404,343.42 BUY GBP SELL USD CONTRACT RATE : 1.841900000 TRADE 8/C6104 VALUE 8/1604 Aug 16 Spot FX 18,404,000 SPOT CURRENCY TRANSACTION - SALE - 10,000,000.00 - 18,404,000.00 BUY USD SELL GBP SPOT RATE : 1.840400000 TRADE 8/13/04 VALUE 8(16/04 U S DOLLAR POUND STERLING Aug 24 Fwd FX Ctrct - 18,337,000 SETTLE FORWARD CURRENCY CONTRACT 10,000,000.00 17,954,933.11 BUY GBP SELL USD CONTRACT RATE : 1.833700000 TRADE 2/23/04 VALUE 8124/04 Aug 24 Fwd FX Ctrct 18,404,000 SETTLE FORWARD CURRENCY CONTRACT - 0.01 - 10,000,000.00 - 17,954,933 11 BUY USD SELL GBP CONTRACT RATE : 1.840400000 TRADE 3/01(04 VALUE 8124104 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032511 Chase CONFIDENTIAL SDNY_GM_00301709 EFTA01507465