EFTA01506863.pdf

03 2004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 II3JPMorgan Private Bank Account Number: Asset Account Portfolio Page 53 of 88 FINANCIAL TRUST COMPANY INC March 01, 2004 - March 31. 2004 Pound Sterling Activity by Date continued Settlement Realized Amount Amount USD Date TYR< Quantity Desenption Canton USD Mar 15 Fwd FX Ctrct - 5,473,500 SETTLE FORWARD CURRENCY CONTRACT 3,000,000.00 5,385,029.61 BUY GBP SELL USD CONTRACT RATE : 1.824500000 TRADE 1/14104 VALUE 3/15/04 Mar 15 Fwd FX Ctrct 9,374,500 SETTLE FORWARD CURRENCY CONTRACT - 5,000,000.00 - 8,975,049.36 BUY USD SELL GBP CONTRACT RATE : 1.874900000 TRADE 2/11/04 VALUE 91904 Mar 15 Fwd FX Ctrct 5,598,300 SETTLE FORWARD CURRENCY CONTRACT - 3,000,000.00 - 5,385,029.61 BUY USD SELL GBP CONTRACT RATE : 1.866100000 TRADE 3/01(04 VALUE 3/1904 Mar 17 Fwd FX Ctrct 9,123,500 SETTLE FORWARD CURRENCY CONTRACT - 16,129.48 - 5,000,000.00 - 9,053,870.52 BUY USD SELL GBP CONTRACT RATE : 1.824700000 TRADE 3/10/04 VALUE 3/17/04 Mar 17 Fwd FX Ctrct 9,129,500 SETTLE FORWARD CURRENCY CONTRACT - 16,129.48 - 5,000,000.00 - 9,053,870.52 BUY USD SELL GBP CONTRACT RATE : 1.825900003 TRADE 3/10/04 VALUE 3/17/04 Mar 17 Spot FX - 18,140,000 SPOT CURRENCY TRANSACTION - BUY 10,000,000.00 18,140,000.00 BUY GBP SELL USD SPOT RATE : 1.814000000 TRADE 3/16/04 VALUE 917/04 POUND STERLING U S DOLLAR Mar 30 FX Opt Asgn'D 9,025,000 SPOT CURRENCY TRANSACTION - 5,000,000.00 - 9,134,088.42 SETTLEMENT OF ASSIGNED FX OPTION SELL GBP BUY USD TRADE 3126/04 VALUE 3/30/04 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031852 Chase CONFIDENTIAL SDNY_GM_00301050 EFTA01506863