EFTA01506692.pdf

02 2004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 II3 JPMorgan Private Bank Account Number Asset Account Portfolio Page 28 of 58 FINANCIAL TRUST COMPANY INC February 01, 2004 - February 29, 2004 Euro Currency Activity by Date continued Settlement Realized Amount Amount USD Date type Quantity Demeription Otantosa USD Feb 10 Spot FX 19,042,500 SPOT CURRENCY TRANSACTION - SALE - 15,000,000.00 - 19,042,500.00 BUY USD SELL EUR SPOT RATE : 1.269600000 TRADE 2/0504 VALUE 2/10/04 U S DOLLAR EURO PRINCIPAL CURRENCY Feb 10 Spot FX - 19,047,000 SPOT CURRENCY TRANSACTION - BUY 15,000,000.00 19,047,000.00 BUY EUR SELL USD SPOT RATE : 1.269800000 TRADE 2/0604 VALUE 2/10/04 EURO PRINCIPAL CURRENCY U S DOLLAR Feb 13 Fwd FX Ctrct - 6,416,000 SETTLE FORWARD CURRENCY CONTRACT 5,000,000.00 6,394,679.62 BUY EUR SELL USD CONTRACT RATE : 1.283200000 TRADE 1/0904 VALUE 2/13/04 Feb 13 Fwd FX Ctrct 6,390,500 SETTLE FORWARD CURRENCY CONTRACT - 5,000,000.00 - 6,394,679.62 BUY USD SELL EUR CONTRACT RATE : 1.278100000 TRADE 1/12/04 VALUE 2/13/04 Feb 13 Fwd FX Ctrct - 12,585,000 SETTLE FORWARD CURRENCY CONTRACT 10,000,000.00 12,789,359.25 BUY EUR SELL USD CONTRACT RATE : 1.258500003 TRADE 1/2004 VALUE 2/13/04 Feb 13 Spot FX 12,780,000 SPOT CURRENCY TRANSACTION - SALE - 10,000,000.00 - 12,780,000.00 BUY USD SELL EUR SPOT RATE : 1.278000000 TRADE 2/10O4 VALUE 2/13/04 U S DOLLAR EURO PRINCIPAL CURRENCY Confidential Treatment Requested by JPMorgan JPM-SDNY-00031681 Chase CONFIDENTIAL SDNY_GM_00300879 EFTA01506692