EFTA01507242.pdf

06 INN JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 50 of 72 FINANCIAL TRUST COMPANY INC June 01, 2004 - June 30, 2004 US Date Dollar Activity by Date Settlement TYR< continued Quantity Description amount USD Jun 7 Fwd FX Ctrct - 10,000,000 SETTLE FORWARD CURRENCY CONTRACT 18,290,000.00 BUY USD SELL GBP CONTRACT RATE : 1.829000000 TRADE 3/05/04 VALUE 6/07/04 Jun 7 PM FX Ctrct 20,000,000 SETTLE FORWARD CURRENCY CONTRACT - 24,726,000.00 BUY EUR SELL USD CONTRACT RATE : 1.236300000 TRADE 3/05/04 VALUE 6/07/04 Jun 7 Fwd FX Ctrct - 35,000,000 SETTLE FORWARD CURRENCY CONTRACT 42,952,000.00 BUY USD SELL EUR CONTRACT RATE : 1.227200000 TRADE 3/16/04 VALUE 6/07/04 Jun 7 Receipt of Assets 1 INTEREST RATE SWAP 1,000,000,000 JPY NOTIONAL 6/7/2014 REC:FLOATING JPY 3 MONTH LIBOR PAY: FIXED RATE 1.605% JPY QUARTERLY ACTUAL/360 JPMORGAN CHASE BANK TRADE DATE 06/03/04 Jun 7 Sale - 58,500 JP MORGAN INSTITUTIONAL PRIME MONEY 58,500.00 INSTITUTIONAL CLASS SWEEP FUND (829) (SWEEP DEADLINE IS 4:30 PM EST) Jun 8 Fwd Ctrct 15,000,000 SETTLE FORWARD CURRENCY CONTRACT - 9,943,500 00 BUY NZO SELL USD CONTRACT RATE : 0.662900000 TRADE 3/0304 VALUE 6/08/04 Jun 8 Fwd FX Ctrct 15,000,000 SETTLE FORWARD CURRENCY CONTRACT - 9,900,000.00 BUY NZO SELL USD CONTRACT RATE : 0.660000000 TRADE 3/04/04 VALUE 6(08/04 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032257 Chase CONFIDENTIAL SDNY_GM_00301455 EFTA01507242