EFTA01507366.pdf

O I2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 48 of 65 FINANCIAL TRUST COMPANY INC July 01, 2004 - July 31, 2004 U S Dollar Activity by Date continued Settlement Date type Ouantity DeapeptIon Amount1150 Jul 7 Free Delivery INTEREST RATE SWAP 10.000.000 NZD NOTIONAL 3/9/2014 REC:FIXED RATE 6.11% NZD SEMI-ANNUAL PAY:FLOATING RATE NZO 3 MONTH BANK BILL RATE ACTUAL/365 IR SWAP UNWIND JPMORGAN CHASE BANK TRADE DATE 07/02/04 Jul 7 Misc. Disbursement INTEREST RATE SWAP - 196,000 00 10,000.000 NZD NOTIONAL 3/9/2014 REC:FIXED RATE 6.14% NZD SEMI-ANNUAL PAY:FLOATING RATE NZD 3 MONTH BANK BILL RATE ACTUAIJ365 IR SWAP UNWIND Jul 7 Misc. Disbursement INTEREST RATE SWAP - 210,250 00 10,000,000 NW NOTIONAL 3/9/2014 REC:FIXED RATE 6.11% NZD SEMI-ANNUAL PAY:FLOATING RATE NZO 3 MONTH BANK BILL RATE ACTUAU365 IR SWAP UNWIND Jul 7 Sale - 406,250 JP MORGAN INSTITUTIONAL PRIME MONEY 406,250.00 INSTITUTIONAL CLASS SWEEP FUND (829) (SWEEP DEADLINE IS 4:30 PM EST) Jul 8 Fwd FX Ctrct - 103,516.92 SETTLE FORWARD CURRENCY CONTRACT 125,069.14 BUY USD SELL EUR CONTRACT RATE : 1.206200000 TRADE 6/21/04 VALUE 7(06/04 Jul 8 Fwd FX Ctrct - 49,747.94 SETTLE FORWARD CURRENCY CONTRACT 60,135.31 BUY USD SELL EUR CONTRACT RATE : 1.208800000 TRADE 6/21/04 VALUE 7/08/04 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032399 Chase CONFIDENTIAL SDNY_GM_00301597 EFTA01507366