EFTA01507568.pdf

09 2004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 II3 JPMorgan Private Bank Account Number Asset Account Portfolio Page 43 of 62 FINANCIAL TRUST COMPANY INC September 01, 2004 - September 30, 2004 Pound Sterling Activity by Date continued Settlement Realized Amount Amount USD Date TYR. Quantity Desenption Gainless USD Sep 23 Fwd FX Ctrct 8,988,500 SETTLE FORWARD CURRENCY CONTRACT - 500.45 - 5,000,000.00 - 8,995,499.55 BUY USD SELL GBP CONTRACT RATE : 1.797700000 TRADE 9/14/04 VALUE 9/23/04 Sep 23 Spot FX -13.996,000 SPOT CURRENCY TRANSACTION - BUY 5,000,000.00 8,996,000.00 BUY GBP SELL USD SPOT RATE : 1.799200000 TRADE 9/21/04 VALUE 9/23/04 POUND STERLING U S DOLLAR Sep 29 Expired Opt 10,000,000 GBP PUT JPY CALL FX EUROPEAN STYLE OPTION MAR 08.2005 195. KNOCK IN 193 BARRIER EXP 9/29/2004 EXPIRATION OF WRITTEN FX OPTION EXPIRATION OF KNOCK IN PERIOD Confidential Treatment Requested by JPMorgan JPM-SDNY-00032620 Chase CONFIDENTIAL SDNY_GM_00301818 EFTA01507568