EFTA01506213.pdf

JPMorgan Chase Bank 11 2003 345 Park Avenue. New York, NY 10154-1002 II3 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 38 of 61 FINANCIAL TRUST COMPANY INC November 01, 2003 - November 30, 2003 Pound Sterling Activity by Date continued Settlement Realized Amount Amount USD Date TYR< Quantity Desenption Gamlen USD Nov 20 Fwd FX Ctrct 7,804,450.95 SETTLE FORWARD CURRENCY CONTRACT - 0.01 - 5,000,000.00 - 8,518,613.16 BUY USD SELL GBP CONTRACT RATE : 1.560890200 TRADE 9/04/03 VALUE 11/20/03 Nov 20 Fwd FX Ctrct 8,450,408.90 SETTLE FORWARD CURRENCY CONTRACT - 5,000,000.00 - 8,518,613.16 BUY USD SELL GBP CONTRACT RATE : 1.690081800 TRADE 10/24/03 VALUE 11/20/03 Nov 20 Fwd FX Ctrct - 16,088,499.46 SETTLE FORWARD CURRENCY CONTRACT 10,000,000.00 17,037,226.33 BUY GBP SELL USD CONTRACT RATE : 1.608850000 TRADE 7/2503 VALUE 11/20/03 Nov 21 Spot FX - 5,099,400 SPOT CURRENCY TRANSACTION - BUY 3,000,000.00 5,099,400.00 BUY GBP SELL USD SPOT RATE : 1.699800000 TRADE 11/19/03 VALUE 11/21/03 POUND STERLING U S DOLLAR Nov 21 Purchase 3,000,000 3 MONTH GBP BULLISH FX DEPOSIT - 3,000,000.00 - 5,099,400.00 100% PRINCIPAL PROTECTED IN GBP JPMORGAN CHASE LONDON 02/19/2004 Nov 28 Expired Opt 4,500,000 GBP PUT USD CALL FX EUROPEAN STYLE OPTION JUL 22, 2004 O 1.69 KNOCK IN TRIGGERED © 1.6775 KNOCK OUT Q 1.7163 EXPIRATION OF WRITTEN FX OPTION OPTION KNOCKED OUT Confidential Treatment Requested by JPMorgan JPM-SDNY-00031199 Chase CONFIDENTIAL SDNY_GM_00300397 EFTA01506213