EFTA01506699.pdf

02 2004 JPMorgan Chase Bank 345 Park Avenue. New York. NY 10154-1002 il3 JPMorgan Private Bank Account Number Asset Account Portfolio Page 35 of 58 FINANCIAL TRUST COMPANY INC February 01, 2004 - February 29, 2004 Account Transactions by Currency N Zealand Dollar Activity Summary Amount ails ATOUPIT Period loon. Beginning Balance .00 Credits Sales, Maturities, Redemptions 10,000,000.00 Foreign Exchange 50,000,000 00 95,000,000.00 Debits Purchases of Securities - 10,000,000.00 - 10,000,000.00 Foreign Exchange - 40,000,000.00 - 95,000,000.00 Ending Balance .00 N Zealand Dollar Activity by Date Urtlement RikaliztO Amount Amount USD Wro TYR* Quantity Ofiltription GairvLass 1.1.50 Feb 10 Fwd FX Ctrct - 6,775,000 SETTLE FORWARD CURRENCY CONTRACT 10,000,000.00 6,975,933.03 BUY NZD SELL USD CONTRACT RATE : 0.677500000 TRADE 21O4104 VALUE 2110/04 Feb 10 Expired Opt 24,691,358.49 NZD PUT USD CALL FX EUROPEAN STYLE OPTION OCT 18, 2004 .6625 KNOCK IN O .652 KNOCK OUT Q .6985 EXPIRATION OF WRITTEN FX OPTION OPTION KNOCKED OUT Confidential Treatment Requested by JPMorgan JPM-SDNY-00031688 Chase CONFIDENTIAL SDNY_GM_00300886 EFTA01506699