EFTA01506892.pdf

03 2004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 II3 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 82 of 88 FINANCIAL TRUST COMPANY INC March 01, 2004 - March 31, 2004 U S Dollar Activity by Date continued Settlement Date type Quantity Demeription Amount USD Mar 30 Write Option - 10,000,000 GBP CALL USD PUT 110,700.00 FX EUROPEAN STYLE OPTION APR 28, 2004 @ 1.845 KNOCK IN O 1.8650 WRITTEN FX OPTION CALL 10,000,000.00 GBP PUT 18,450,000.00 USD TRADE DATE 03/26/04 Mar 30 FX Option Assignment 5,000,000 GBP CALL USD PUT FX EUROPEAN STYLE OPTION MAR 26, 2904 O 1.805 KNOCK IN TRIGGERED 1.84 WRITTEN FX OPTION ASSIGNED CALL 9,025,000.03 USD PUT 5,000,000.00 GBP TRADE DATE 03/26/04 Mar 30 FX Opt Asgn'D - 5,000,000 SPOT CURRENCY TRANSACTION 9,025,000.00 SETTLEMENT OF ASSIGNED FX OPTION SELL GBP BUY USD TRADE 3/26/04 VALUE 3/30/04 Mar 30 FX Option Assignment 10,000,000 GBP PUT USD CALL FX EUROPEAN STYLE OPTION MAR 26.2004 O 1.845 WRITTEN FX OPTION ASSIGNED CALL 10,000,000.00 GBP PUT 18,450.000 00 USD TRADE DATE 03/26/04 Mar 30 FX Opt Asgn'D 10,000,000 SPOT CURRENCY TRANSACTION - 18,450,000.00 SETTLEMENT OF ASSIGNED FX OPTION BUY GBP SELL USD TRADE 3/26/04 VALUE 3/30/04 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031881 Chase CONFIDENTIAL SDNY_GM_00301079 EFTA01506892