EFTA01506857.pdf

03 2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 II3JPMorgan Private Bank Account Number Asset Account Portfolio Page 47 of 88 FINANCIAL TRUST COMPANY INC March 01, 2004 - March 31, 2004 N Zealand Dollar Activity by Date continued Settlement Realized Amount Amount USD Dare type Quantity Description thiliVLOSS USD Mar 15 Spot FX 6,430,000 SPOT CURRENCY TRANSACTION - SALE - 10,000,000.00 - 6,430,000.00 BUY USD SELL NZD SPOT RATE : 0.643000000 TRADE 3/11/04 VALUE 3/15/04 U S DOLLAR N ZEALAND DOLLAR Mar 15 Spot FX 6,475,000 SPOT CURRENCY TRANSACTION - SALE - 10,000,000.00 - 6,475,000.00 BUY USD SELL NZD SPOT RATE : 0.647500000 TRADE 3/11/04 VALUE 3/15/04 U S DOLLAR N ZEALAND DOLLAR Mar 15 Spot FX - 6,482,000 SPOT CURRENCY TRANSACTION - BUY 10,000,000.00 6,482,000.00 BUY NZD SELL USD SPOT RATE : 0.648200000 TRADE 3/11/04 VALUE 3/15/04 N ZEALAND DOLLAR U S DOLLAR Mar 15 Spot FX 3,237,500 SPOT CURRENCY TRANSACTION - SALE - 5,000,000.00 - 3,237,500.00 BUY USD SELL NZD SPOT RATE : 0.647500000 TRADE 3/11/04 VALUE 3/15/04 U S DOLLAR N ZEALAND DOLLAR Mar 17 Fwd FX Ctrct 6,753,000 SETTLE FORWARD CURRENCY CONTRACT - 45,268.75 - 10,000,000.00 - 6,470,397.92 BUY USD SELL NZD CONTRACT RATE : 0.675300000 TRADE 3/09/04 VALUE 3/17/04 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031846 Chase CONFIDENTIAL SDNY_GM_00301044 EFTA01506857