EFTA01506703.pdf

02 2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 II3 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 39 of 58 FINANCIAL TRUST COMPANY INC February 01, 2004 - February 29, 2004 Pound Sterling Activity by Date continued Settlement Realized Amount Amount USD Date type Ouantity DnaWean GaMaass USD Feb 11 Expired Opt 7,168,458.74 GBP PUT USD CALL FX EUROPEAN STYLE OPTION OCT 18.2004 42 1.818 KNOCK IN TRIGGERED C 1.815 KNOCK OUT (2 1.8735 EXPIRATION OF WRITTEN FX OPTION OPTION KNOCKED OUT Feb 11 Expired Opt 12,500,000 GBP PUT USD CALL FX EUROPEAN STYLE OPTION JUL 16, 2004 C tin KNOCK IN TRIGGERED (2 1.8165 KNOCK OUT @ 1.8793 EXPIRATION OF WRITTEN FX OPTION OPTION KNOCKED OUT Feb 13 Fwd FX Ctrct - 9,202,000 SETTLE FORWARD CURRENCY CONTRACT 5,000,000.00 9,440,196.35 BUY GBP SELL USD CONTRACT RATE : 1.840400000 TRADE 1/09/04 VALUE 2/13/04 Feb 13 Fwd FX Ctrct - 18,165,000 SETTLE FORWARD CURRENCY CONTRACT 10,000,000.00 18,880,392.71 BUY GBP SELL USD CONTRACT RATE : 1.816500000 TRADE 1/20/04 VALUE 2/13/04 Feb 13 Fwd FX CUct 27,867,000 SETTLE FORWARD CURRENCY CONTRACT - 15,000,000.00 - 28,320,589.06 BUY USD SELL GBP CONTRACT RATE : 1.857800000 TRADE 2/09/04 VALUE 2/13/04 Feb 23 Redemption - 3,000,000 3 MONTH GBP BULLISH FX DEPOSIT 236,921.83 3,000,000.00 5,336,321.83 100% PRINCIPAL PROTECTED IN GBP JPMORGAN CHASE LONDON 02/19/2004 TO REDEMPTION Confidential Treatment Requested by JPMorgan JPM-SDNY-00031692 Chase CONFIDENTIAL SDNY_GM_00300890 EFTA01506703