EFTA01506947.pdf

04 12004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 49 of 82 FINANCIAL TRUST COMPANY INC April 01, 2004 - April 30, 2004 N Zealand Dollar Activity by Date continued Settlement Realized Amount Amount USD Date type Quantity Deacaption ClareVLoss USD Apr 8 Spot FX - 6,487,000 SPOT CURRENCY TRANSACTION - BUY 10,000,000.00 6,487,000.00 BUY NZO SELL USD SPOT RATE : 0.648700000 TRADE 4/06/04 VALUE 4/08/04 N ZEALAND DOLLAR U S DOLLAR Apr 13 Spot FX • 6,584,000 SPOT CURRENCY TRANSACTION - BUY 10,000,000.00 6,584,000.00 BUY NZD SELL USD SPOT RATE : 0.658400000 TRADE 4/08,04 VALUE 4/13/04 N ZEALAND DOLLAR U S DOLLAR Apr 13 Fwd FX Ctrct 6,606,000 SETTLE FORWARD CURRENCY CONTRACT - 61,055.55 - 10,000,000.00 - 6,522,944.45 BUY USD SELL NZD CONTRACT RATE : 0.660600000 TRADE 4/02/04 VALUE 4/13/04 Apr 14 Expired Opt 20,000,000 NZO CALL USD PUT FX EUROPEAN STYLE OPTION APR 14.2004 .6525 EXPIRATION OF WRITTEN FX OPTION Apr 15 Expired Opt 20,000,000 NZO PUT USD CALL FX EUROPEAN STYLE OPTION APR 15, 2004 ft .6345 EXPIRATION OF WRITTEN FX OPTION Apr 16 Fwd FX Ctrct 6,628,000 SETTLE FORWARD CURRENCY CONTRACT 13,078.34 - 10,000,000.00 - 6,411,078.34 BUY USD SELL NZD CONTRACT RATE : 0.662800000 TRADE 4/12/04 VALUE 4/16/04 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031936 Chase CONFIDENTIAL SDNY_GM_00301134 EFTA01506947