EFTA01507240.pdf

06 12004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 48 of 72 FINANCIAL TRUST COMPANY INC June 01, 2004 - June 30, 2004 U S Dollar Activity by Date continued Settlement Date TYR< Quantity Desenption amount USD Jun 1 Fwd FX Ctrct - 10,000,000 SETTLE FORWARD CURRENCY CONTRACT 7,171,000.00 BUY USD SELL AUD CONTRACT RATE : 0.717100000 TRADE 4/29104 VALUE 6101/04 Jun 1 Spot FX - 9,964,616.52 SPOT CURRENCY TRANSACTION - SALE 6,227,885.32 BUY USD SELL NZD SPOT RATE : 0.625000000 TRADE 5/27/04 VALUE 6101/04 U S DOLLAR N ZEALAND DOLLAR Jun 1 Purchase 6,254,382.47 JP MORGAN INSTITUTIONAL PRIME MONEY - 6,254,382.47 INSTITUTIONAL CLASS SWEEP FUND (829) (SWEEP DEADLINE IS 4:30 PM EST) Jun 1 Spot FX 10,000,000 SPOT CURRENCY TRANSACTION - BUY - 7,187,000.00 BUY AUD SELL USD SPOT RATE : 0.718700000 TRADE 5/28/04 VALUE 6101/04 AUSTRALIA DOLLAR U S DOLLAR Jun 3 Write Option - 15,350,000 CHF PUT EUR CALL 32,383.00 FX EUROPEAN STYLE OPTION JUN 25, 2004 et 1.535 KNOCK IN CI 1.54 WRITTEN FX OPTION PUT 15,350,000.00 CHF CALL 10,000,000.00 EUR TRADE DATE 06(01/04 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032255 Chase CONFIDENTIAL SDNY_GM_00301453 EFTA01507240