EFTA01506530.pdf

0 1 INN JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 29 of 53 FINANCIAL TRUST COMPANY INC January 01, 2004 - January 31, 2004 Euro Currency Activity by Date continued Settlement Realized Amount Amount USD Date type Quantity Description Gain/Loss USD Jan 20 Fwd FX Ctrct - 5,963,500 SETTLE FORWARD CURRENCY CONTRACT 5,000,000.00 6,284,565.10 BUY EUR SELL USD CONTRACT RATE : 1.192700000 TRADE 11/18/03 VALUE 1/20/04 Jan 20 Fwd FX Ctrct 6,301,000 SETTLE FORWARD CURRENCY CONTRACT - 5,000,000.00 - 6,284,565.10 BUY USD SELL EUR CONTRACT RATE : 1.260200000 TRADE 12/31/03 VALUE 1/20/04 Jan 21 Fwd FX Ctrct - 12,773,000 SETTLE FORWARD CURRENCY CONTRACT 10,000,000.00 12,624,668.60 BUY EUR SELL USD CONTRACT RATE : 1.277300000 TRADE 1/12/04 VALUE lost Jan 21 Fwd FX Ctrct 6,384,000 SETTLE FORWARD CURRENCY CONTRACT - 5,000,000.00 - 6,312,334.30 BUY USD SELL EUR CONTRACT RATE : 1.276800000 TRADE 1/11O4 VALUE 1/21/04 Jan 21 Fwd FX Ctrct 6,371,500 SETTLE FORWARD CURRENCY CONTRACT - 5,000,000.00 - 6,312,334.30 BUY USD SELL EUR CONTRACT RATE : 1.274300000 TRADE 1/13/04 VALUE 1/21/04 Jan 27 Fwd FX Ctrct 12,365,000 SETTLE FORWARD CURRENCY CONTRACT - 10,000,000.00 - 12,609,545.42 BUY USD SELL EUR CONTRACT RATE : 1.236500000 TRADE 1/18/04 VALUE 1/27/04 Jan 27 Fwd FX Ctrct - 12,511,000 SETTLE FORWARD CURRENCY CONTRACT 10,000,000.00 12,609,545.42 BUY EUR SELL USD CONTRACT RATE : 1.251100000 TRADE 1/20/04 VALUE 1/27/04 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031518 Chase CONFIDENTIAL SDNY_GM_00300716 EFTA01506530