EFTA01506137.pdf

09 2003 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 34 of 72 FINANCIAL TRUST COMPANY INC September 01, 2003 - September 30, 2003 Account Transactions by Currency Mexican New Peso Activity Summary Amount this Amount Period to Oan Beginning Balance .00 Credits Sales, Maturities, Redemptions 107,250,000.00 107,250,000.00 Foreign Exchange 215,175,000.00 526,425,000.00 Debits Purchases of Securities - 107,250,000.00 Foreign Exchange - 322,425,000.00 - 526,425,000.00 Ending Balance .00 Mexican New Peso Activity by Date snmen, RN/n 14 Amount Amount USD Oars TO* Quantity OfinrIptIon GaIntOSSIA.50 Sep 10 Fwd FX Ctrct 10,139,502.18 SETTLE FORWARD CURRENCY CONTRACT - 107,925,000.00 - 9,861,117.45 BUY USD SELL MXN CONTRACT RATE : 10.644013700 TRADE 7/16103 VALUE 9/10/03 Sep 10 Fwd FX Ctrct - 9,968,044.30 SETTLE FORWARD CURRENCY CONTRACT 107,925,000.00 9,861,117.45 BUY MXN SELL USD CONTRACT RATE : 10.827098800 TRADE 6/17/03 VALUE 9110/03 Sep 12 Redemption - 107,250,000 3 MONTH FX BULLISH MXN DEPOSIT - 182,617.05 107,250,000.00 9,817,382 95 100% PRINCIPAL PROTECTED IN MXN DOLLARS JP MORGAN CHASE LONDON MATURITY DATE 9/10/2003 TO REDEMPTION Confidential Treatment Requested by JPMorgan JPM-SDNY-00031123 Chase CONFIDENTIAL SDNY_GM_00300321 EFTA01506137