EFTA01506700.pdf

02 2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 II3JPMorgan Private Bank Account Number Asset Account Portfolio Page 36 of 58 FINANCIAL TRUST COMPANY INC February 01, 2004 - February 29, 2004 N Zealand Dollar Activity by Date continued Settlement Realized Amount Amount USD Date type Quantity Deacaption ClareVLoss USD Feb 10 Purchase 10,000,000 3 MONTH NZD BULLISH FX DEPOSIT - 10,000,000.00 - 6,775,000.00 100% PRINCIPAL PROTECTED IN NZD JPMORGAN CHASE LONDON 5/10/2004 Feb 13 Fwd FX Ctrct - 3,405,000 SETTLE FORWARD CURRENCY CONTRACT 5,000,000.00 3,510,989.39 BUY NW SELL USD CONTRACT RATE : 0.681000000 TRADE 1/09104 VALUE 2/13/04 Feb 13 Fwd FX Ctrct - 10,176,000 SETTLE FORWARD CURRENCY CONTRACT 15,000,000.00 10,532,968.19 BUY NZD SELL USD CONTRACT RATE : 0.678400000 TRADE 1/12/04 VALUE 2/13/04 Feb 13 Fwd FX Ctrct 6,702,000 SETTLE FORWARD CURRENCY CONTRACT - 10,000,000.00 - 7,021,978.79 BUY USD SELL NZD CONTRACT RATE : 0.670200000 TRADE 1/15/04 VALUE 2/13/04 Feb 13 Fwd FX Ctrct 3,325,500 SETTLE FORWARD CURRENCY CONTRACT - 0.01 - 5,000,000.00 - 3,510,989.39 BUY USD SELL NZD CONTRACT RATE : 0.665100000 TRADE 1/1804 VALUE 2/13/04 Feb 13 Fwd FX Ctrct - 6,666,000 SETTLE FORWARD CURRENCY CONTRACT 10,000,000.00 7,021,978.79 BUY NZD SELL USD CONTRACT RATE : 0.666600000 TRADE 1/20/04 VALUE 2/13/04 Feb 13 Fwd FX Ctrct 10,417,500 SETTLE FORWARD CURRENCY CONTRACT 0.01 - 15,000,000.00 - 10,532,968.19 BUY USD SELL NZD CONTRACT RATE : 0.694500000 TRADE 2/09104 VALUE 2/13/04 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031689 Chase CONFIDENTIAL SDNY_GM_00300887 EFTA01506700