EFTA01506763.pdf

03 2004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 41 of 88 FINANCIAL TRUST COMPANY INC March 01, 2004 - March 31, 2004 Euro Currency Activity by Date continued Settlement Realized amount amount USD Date TYR< Quantity Description Denton USD Mar 15 Fwd FX Ctrct - 6,413,500 SETTLE FORWARD CURRENCY CONTRACT 5,000,000.00 6,112,095.83 BUY EUR SELL USD CONTRACT RATE : 1.282700000 TRADE 1/09/04 VALUE 3/15/04 Mar 15 Fwd FX Ctrct 6,385,000 SETTLE FORWARD CURRENCY CONTRACT - 5,000,000.00 - 6,112,095.83 BUY USD SELL EUR CONTRACT RATE : 1.277000003 TRADE 1/12/04 VALUE 3(15/04 Mar 16 Spot FX 12,225,000 SPOT CURRENCY TRANSACTION - SALE - 10,000,000.00 - 12,225,000.00 BUY USD SELL EUR SPOT RATE : 1.222500000 TRADE 3/12/04 VALUE 3/18/04 U S DOLLAR EURO PRINCIPAL CURRENCY Mar 16 Spot FX - 12,205,000 SPOT CURRENCY TRANSACTION - BUY 10,000,000.00 12,205,000.00 BUY EUR SELL USD SPOT RATE : 1.220500000 TRADE 3/12/04 VALUE 3/18/04 EURO PRINCIPAL CURRENCY U S DOLLAR Mar 17 Fwd FX Ctrct 12,378,000 SETTLE FORWARD CURRENCY CONTRACT - 81,571.82 - 10,000,000.00 - 12,195,121.95 BUY USD SELL EUR CONTRACT RATE : 1.237800000 TRADE 3/08/04 VALUE 3/17/04 Mar 17 Fwd FX Ctrct 8,696,800 SETTLE FORWARD CURRENCY CONTRACT - 57,100.28 - 7,000,000.00 - 8,536,585.36 BUY USD SELL EUR CONTRACT RATE : 1.242400000 TRADE 3/09/04 VALUE 3/17/04 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031752 Chase CONFIDENTIAL SDNY_GM_00300950 EFTA01506763