EFTA01506064.pdf

09 2003 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: CI Asset Account Portfolio Page 33 of 72 FINANCIAL TRUST COMPANY INC September 01, 2003 - September 30, 2003 Japanese Yen Activity by Date continued Settlement Realized amount Amount USD Date type Quantity Dasenption Cannon USD Sep 24 Spot FX - 10,000,000 SPOT CURRENCY TRANSACTION - BUY 1,142,900,000.00 10,000,000.00 BUY JPY SELL USD SPOT RATE : 114.290000000 TRADE 9/19(03 VALUE 9/24/03 JAPANESE YEN U S DOLLAR Sep 24 Spot FX 10,213,583.56 SPOT CURRENCY TRANSACTION - SALE -1,142,900,000.00 - 10,213,583.56 BUY USD SELL JPY SPOT RATE : 111.900000000 TRADE 9122103 VALUE 9/24/03 U S DOLLAR JAPANESE YEN Sep 29 Spot FX - 9,991,051.45 SPOT CURRENCY TRANSACTION - BUY 1,116,500,000.00 9,991,051.45 BUY JPY SELL USD SPOT RATE : 111.750000000 TRADE 9/25(03 VALUE 9/29/03 JAPANESE YEN U S DOLLAR Sep 29 FX Opt Asgn'D 10,000,000 SPOT CURRENCY TRANSACTION -1,116,500,000.00 - 10,046,340.04 SETTLEMENT OF ASSIGNED FX OPTION SELL JPY BUY USD TRADE 9/25(03 VALUE 9/29/03 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031050 Chase CONFIDENTIAL SDNY_GM_00300248 EFTA01506064