EFTA01507804.pdf

10 2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 II3 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 50 of 74 FINANCIAL TRUST COMPANY INC October 01, 2004 - October 31, 2004 Swiss Franc Activity by Date continued Settlement Realized Amount Amount USD Date type Quantity Desenption thiliVLOSS USD Oct 20 Fwd FX Ctrct - 5,000,000 SETTLE FORWARD CURRENCY CONTRACT 7,687,000.00 6,299,012.57 BUY CHF SELL EUR CONTRACT RATE : 1.537400000 TRADE 9/1004 VALUE 10/20/04 Oct 20 Sale - 5,000,000 6 MONTH CHF LINKED STRUCTURE 9017,906.26 4,029,799.43 100% PRINCIPAL PROTECTED IN CHF JPMORGAN LONDON 12/6/2004 REP: UNWIND OF CHF BULLISH STRUCTURED DEPOSIT Oct 20 Spot FX 5,000,000 SPOT CURRENCY TRANSACTION - SALE - 7,695,000.00 - 6,258,750.52 BUY EUR SELL CHF SPOT RATE : 1.229478627 TRADE 10/19/04 VALUE 10/20/04 EURO PRINCIPAL CURRENCY SWISS FRANC Oct 20 Spot FX - 6,512.54 SPOT CURRENCY TRANSACTION - BUY 8,000.00 6,512.54 BUY CHF SELL USD SPOT RATE : 1.228400000 TRADE 10/19/04 VALUE 10/20/04 SWISS FRANC U S DOLLAR Oct 20 Spot FX 4,029,799.43 SPOT CURRENCY TRANSACTION - SALE - 5,017,906.26 - 4,029,799.43 BUY USD SELL CHF SPOT RATE : 1.245200000 TRADE 10/15/04 VALUE 10/20/04 U S DOLLAR SWISS FRANC Confidential Treatment Requested by JPMorgan JPM-SDNY-00032887 Chase CONFIDENTIAL SDNY_GM_00302085 EFTA01507804