EFTA01506549.pdf

0 1 INN JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 48 of 53 FINANCIAL TRUST COMPANY INC January 01, 2004 - January 31, 2004 U S Dollar Activity by Date continued Settlement Date type Quantity Deactiption amount USD Jan 27 Fwd FX Ctrct 10000,000 SETTLE FORWARD CURRENCY CONTRACT - 6,669,000 00 BUY NZO SELL USD CONTRACT RATE : 0.666900000 TRADE 1/20/04 VALUE 1/27/04 Jan 27 Sale - 36.000 JP MORGAN INSTITUTIONAL PRIME MONEY 36,000 00 INSTITUTIONAL CLASS SWEEP FUND (829) (SWEEP DEADLINE IS 4:30 PM EST) Jan 30 Write Option - 25,000,000 EUR PUT USD CALL 857,050.00 FX EUROPEAN STYLE OPTION OCT 27.2004 1.22 a KNOCK IN CI 1202 WRITTEN FX OPTION PUT 25,000,000.00 EUR CALL 30.500.000.00 USD TRADE DATE 01/28/04 Jan 30 Write Option - 37,000,000 AUD PUT USD CALL 1,262,588 00 KNOCK IN .7475 0 FX EUROPEAN STYLE OPTION OCT 27, 2004 Cp .76 WRITTEN FX OPTION PUT 37,000,000.00 AUD CALL 28,120,000.00 USD TRADE DATE 01/28/04 Jan 30 Write Option - 39,000,000 NZO PUT USD CALL 1,132,560.00 FX EUROPEAN STYLE OPTION OCT 27, 2004 .66 KNOCK IN° .6475 WRITTEN FX OPTION PUT 39,000,000.00 NZD CALL 25,740,000.00 USD TRADE DATE 01/28/04 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031537 Chase CONFIDENTIAL SDNY_GM_00300735 EFTA01506549