EFTA01506541.pdf

0 1 INN JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Numbe Asset Account Portfolio Page 40 of 53 FINANCIAL TRUST COMPANY INC January 01, 2004 - January 31, 2004 U S Dollar Activity by Date continued Settlement Date Throe Ouantity DnaWean Amount USD Jan 16 Receipt of Assets 1,000,000 WALT DISNEY CO EQUITY SWAP 24.954.900 USD NOTIONAL JAN 19 2005 DEAL REF # 2353480 JPMORGAN CHASE BANK TRADE DATE 01/13/04 Jan 16 Purchase 747,225 JP MORGAN INSTITUTIONAL PRIME MONEY - 747,225 00 INSTITUTIONAL CLASS SWEEP FUND (829) (SWEEP DEADLINE IS 4:30 PM EST) 00 Jan 16 Write Option - 12,500,000 GBP PUT USD CALL 443,775.00 FX EUROPEAN STYLE OPTION JUL 16, 2004 1.83 KNOCK IN 1.8165 KNOCK OUT Q 1.8793 WRITTEN FX OPTION PUT 12,500,000.00 GBP CALL 22,875,000.00 USD TRADE DATE 01/14/04 Jan 20 Fwd FX Ctrct 10,000,000 SETTLE FORWARD CURRENCY CONTRACT - 6,336,000.00 BUY NZO SELL USD CONTRACT RATE : 0.633600000 TRADE 11/18/03 VALUE 1/20/04 Jan 20 Fwd FX Ctrct 10,000,000 SETTLE FORWARD CURRENCY CONTRACT - 7,204,000.00 BUY AUD SELL USD CONTRACT RATE : 0.720400000 TRADE 11/18/03 VALUE 1/20/04 Jan 20 Fwd FX Clict 5,000,000 SETTLE FORWARD CURRENCY CONTRACT - 8,475,000.00 BUY GBP SELL USD CONTRACT RATE : 1.695000000 TRADE 11/18/03 VALUE 1/20/04 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031529 Chase CONFIDENTIAL SDNY_GM_00300727 EFTA01506541