EFTA01506527.pdf

0 1 INN JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 26 of 53 FINANCIAL TRUST COMPANY INC January 01, 2004 - January 31, 2004 Australia Dollar Activity by Date continued Settlement Realized Amount Amount USD Dare Type Quantity DeStriptial GainlLosa USD Jan 22 Expired Opt 6,750,000 AUD PUT USD CALL FX EUROPEAN STYLE OPTION OCT 19, 2004 12 .73 KNOCK IN C .7200 KNOCK OUT C .7775 EXPIRATION OF WRITTEN FX OPTION OPTION KNOCKED OUT Jan 27 Fwd FX Ctrct - 6,936,000 SETTLE FORWARD CURRENCY CONTRACT 10,000,000.00 7,775,142.86 BUY AUD SELL USD CONTRACT RATE : 0.693600000 TRADE 10/23/03 VALUE 1/27/04 Jan 27 Fwd FX Ctrct 7,139,000 SETTLE FORWARD CURRENCY CONTRACT - 10,000,000.00 - 7,775,142.86 BUY USD SELL AUD CONTRACT RATE : 0.713900000 TRADE 11/24/03 VALUE 1/27/04 Jan 27 Fwd FX Ctrct 7,624,000 SETTLE FORWARD CURRENCY CONTRACT - 10,000,000.00 - 7,775,142.86 BUY USD SELL AUD CONTRACT RATE : 0.762400000 TRADE 1/16104 VALUE 1/27/04 Jan 27 Fwd FX Ctrct - 7,688,000 SETTLE FORWARD CURRENCY CONTRACT 10,000,000.00 7,775,142.86 BUY AUD SELL USD CONTRACT RATE : 0.768800000 TRADE 1/20/04 VALUE 1/27/04 Jan 30 Redemption - 10,000,000 3 MONTH AUD BULLISH FX DEPOSIT -AUD 466,148.95 10,000,000.00 7,519,148.95 100% PRINCIPAL PROTECTED IN AUD JP MORGAN CHASE LONDON 1/28/2004 TO REDEMPTION Confidential Treatment Requested by JPMorgan JPM-SDNY-00031515 Chase CONFIDENTIAL SDNY_GM_00300713 EFTA01506527