EFTA01506546.pdf

0 1 INN JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 45 of 53 FINANCIAL TRUST COMPANY INC January 01, 2004 - January 31, 2004 U S Dollar Activity by Date continued Settlement Date type Quantity Demeription amount USD Jan 21 Fwd FX Ctrct 10000,000 SETTLE FORWARD CURRENCY CONTRACT - 12,773,000.00 BUY EUR SELL USD CONTRACT RATE : 1.277300000 TRADE 1/12104 VALUE 121/04 Jan 21 Fwd FX Ctrct - 5,000,000 SETTLE FORWARD CURRENCY CONTRACT 6,384,000.00 BUY USD SELL EUR CONTRACT RATE : 1.276800000 TRADE 1/13/04 VALUE 1/21/04 Jan 21 Fwd FX Ctrct - 5,000,000 SETTLE FORWARD CURRENCY CONTRACT 6,371,500.00 BUY USD SELL EUR CONTRACT RATE : 1.274300000 TRADE 1/13104 VALUE 121/04 6O Jan 21 Write Option - 15,500,000 NW PUT USD CALL 221,666.00 FX EUROPEAN STYLE OPTION OCT 19.2004 .63 KNOCK IN .6200 KNOCK OUT .6775 WRITTEN FX OPTION PUT 15,500,000.00 NW CALL 9,765,000.00 USD TRADED ON 1/19/04 TRADE DATE 01/20/04 Jan 21 Write Option - 6,750,000 AUD PUT USD CALL 101,507.00 FX EUROPEAN STYLE OPTION OCT 19.2004 KNOCK IN Q .7200 KNOCK OUT .7775 O a .73 WRITTEN FX OPTION PUT 6,750,000.00 AUD CALL 4,927,500.00 USD TRADED ON 1/19104 TRADE DATE 01/20/04 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031534 Chase CONFIDENTIAL SDNY_GM_00300732 EFTA01506546