EFTA01506770.pdf

03 2004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 II3 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 48 of 88 FINANCIAL TRUST COMPANY INC March 01, 2004 - March 31, 2004 N Zealand Dollar Activity by Date continued Settlement Realized amount amount USD Date type Quantity Desenption Gamlen USD Mar 17 Fwd FX Ctrct 6,779,000 SETTLE FORWARD CURRENCY CONTRACT - 45,268.75 - 10,000,000.00 - 6,470,397.92 BUY USD SELL NZD CONTRACT RATE : 0.677900000 TRADE 3/09/04 VALUE 3(17/04 Mar 17 Fwd FX Ctrct 6,760,000 SETTLE FORWARD CURRENCY CONTRACT - 45,268.74 - 10,000,000.00 - 6,470,397.92 BUY USD SELL NZD CONTRACT RATE : 0.676000000 TRADE 3/10(04 VALUE 3(17/04 Mar 17 Spot FX - 13,032,000 SPOT CURRENCY TRANSACTION - BUY 20,000,000.00 13,032,000.00 BUY NZD SELL USD SPOT RATE : 0.651600000 TRADE 3/16(04 VALUE 3/17/04 N ZEALAND DOLLAR U S DOLLAR Mar 17 Spot FX - 6,515,000 SPOT CURRENCY TRANSACTION - BUY 10,000,000.00 6,515,000.00 BUY NZD SELL USD SPOT RATE : 0.651500000 TRADE 3/16(04 VALUE 3(17/04 N ZEALAND DOLLAR U S DOLLAR Mar 26 Receipt of Assets 1 INTEREST RATE SWAP 10900.000 NZD NOTIONAL 3/9/2014 REC:FIXED RATE 6.14% NZD SEMI-ANNUAL PAY:FLOATING RATE NZO 3 MONTH BANK BILL RATE ACTUAL/365 AS OF 03/09/04 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031759 Chase CONFIDENTIAL SDNY_GM_00300957 EFTA01506770