EFTA01507229.pdf

06 12004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 37 of 72 FINANCIAL TRUST COMPANY INC June 01, 2004 - June 30, 2004 N Zealand Dollar Activity by Date continued Settlement Realized Amount Amount USD Date Tyne Quantity Deacaption Canton USD Jun 8 Fwd FX Ctrct - 9,943,500 SETTLE FORWARD CURRENCY CONTRACT 15,000,000.00 9,393,787.57 BUY NZD SELL USD CONTRACT RATE : 0.662900000 TRADE 3/03104 VALUE 6/08/04 Jun 8 Fwd FX Ctrct - 9,900,000 SETTLE FORWARD CURRENCY CONTRACT 15,000,000.00 9,393,787.57 BUY NW SELL USD CONTRACT RATE : 0.660000000 TRADE 3/04(04 VALUE 6/08/04 Jun 8 Fwd FX Ctrct 6,450,000 SETTLE FORWARD CURRENCY CONTRACT - 10,000,000.00 - 6,262,525.05 BUY USD SELL NZD CONTRACT RATE : 0.645000000 TRADE 3/16/04 VALUE 6/08/04 Jun 8 Fwd FX Ctrct 13,118,000 SETTLE FORWARD CURRENCY CONTRACT 0.01 - 20,000,000.00 - 12,525,050.10 BUY USD SELL NZD CONTRACT RATE : 0.655900000 TRADE 3/22/04 VALUE 6/08/04 Jun 9 Misc. Disbursement IR SWAP PAYMENT - 140,142.47 - 88,134.38 REF # 68425099 (6.11%) N ZEALAND DOLLAR Jun 9 Misc. Disbursement IR SWAP PAYMENT - 140,142.47 - 88,134.38 REF # 68428624 (6.14%) N ZEALAND DOLLAR Jun 14 Fwd FX Ctrct 3,017,000 SETTLE FORWARD CURRENCY CONTRACT - 11,088.35 - 5,000,000.00 - 3,148,416.34 BUY USD SELL NZD CONTRACT RATE : 0.603400000 TRADE 5/11/04 VALUE 6/14/04 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032244 Chase CONFIDENTIAL SDNY_GM_00301442 EFTA01507229