EFTA01507319.pdf

06 12004 JP51organ Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 65 of 72 FINANCIAL TRUST COMPANY INC June 01, 2004 - June 30, 2004 U S Dollar Activity by Date continued Sernement One Type Ouamity DescrOption Amoont USO Jun 24 Free Delivery - 1 INTEREST RATE SWAP 1000.000000 JPY NOTIONAL 6/7/2014 REC:FLOATING JPY 3 MONTH LIBOR PAY: FIXED RATE 1.605% JPY QUARTERLY ACTUAL/360 INTEREST RATE SWAP UNWIND JPMORGAN CHASE BANK TRADE DATE 06/22/04 Jun 24 Misc. Receipt INTEREST RATE SWAP 210,000.00 1,000,000,000 JPY NOTIONAL 6/7/2014 REC:FLOATING JPY 3 MONTH LIBOR PAY: FIXED RATE 1.605% JPY QUARTERLY ACTUAU360 INTEREST RATE SWAP UNWIND Jun 24 Purchase 210,000 JP MORGAN INSTITUTIONAL PRIME MONEY - 210,000 00 INSTITUTIONAL CLASS SWEEP FUND (829) (SWEEP DEADLINE IS 4:30 PM EST) Jun 25 Write Option - 62,675,000 ZAR CALL USD PUT 30,000 00 FX EUROPEAN STYLE OPTION JUN 24, 2004 @ 6.2675 WRITTEN FX OPTION CALL 62,675,000.00 ZAR PUT 10,000,000.00 USD TRADE DATE 06/23/04 Jun 25 Write Option - 10,000,000 NZD CALL USD PUT 163,750.00 FX EUROPEAN STYLE OPTION DEC 23.2004 @ .625 KNOCK IN 6 .6450 WRITTEN FX OPTION CALL 10.000.000.00 NZD PUT 6,250,000.00 USD TRADE DATE 06/23/04 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032344 Chase CONFIDENTIAL SDNY_GM_00301542 EFTA01507319