EFTA01506890.pdf

03 2004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 II3 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 80 of 88 FINANCIAL TRUST COMPANY INC March 01, 2004 - March 31, 2004 U S Dollar Activity by Date continued Settlement Date Type Gummy DeurSpoon Amount USO Mar 29 Purchase Opt 10,096,774 EUR PUT CHF CALL - 137,397 00 FX EUROPEAN STYLE OPTION JUN 25, 2004 1.55 PURCHASED FX OPTION PUT 10,096.774 00 EUR CALL 15,650,000.00 CHF TRADE DATE 03/25/04 Mar 29 Write Option - 10,262,295 EUR PUT CHF CALL 42.394 00 FX EUROPEAN STYLE OPTION JUN 25, 2004 1.525 KNOCK IN 152 WRITTEN FX OPTION PUT 10.262,295.00 EUR CALL 15.650.000.00 CHF TRADE DATE 03/25/04 Mar 29 Receipt of Assets 1 CROSS CURRENCY SWAP 10MM NZD NOTIONAL 6.51MM USD NOTIONAL 3/9/2014 REC: FIXED RATE 6.26% NZD SEMI-ANNUAL PAY: FLOATING RATE USD 3 MONTH LIBOR QUARTERLY JPMORGAN CHASE BANK TRADE DATE 03/25/04 AS OF 03/09/04 Mar 29 Receipt of Assets 1 CROSS CURRENCY SWAP 10MM AUD NOTIONAL 7.41MM USD NOTIONAL 3/9/2014 REC: FIXED RATE 5.84% AUD SEMI-ANNUAL PAY: FLOATING RATE USD 3 MONTH LIBOR QUARTERLY JPMORGAN CHASE BANK TRADE DATE 03/25/04 AS OF 03(09/04 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031879 Chase CONFIDENTIAL SDNY_GM_00301077 EFTA01506890