EFTA01506132.pdf

09 2003 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 29 of 72 FINANCIAL TRUST COMPANY INC September 01, 2003 - September 30, 2003 Australia Dollar Activity by Date continued Settlement Realized Amount Amount USD Date type Quantity Deacaption Gainless USD Sep 29 Fwd FX Ctrct 6,460,000 SETTLE FORWARD CURRENCY CONTRACT - 156,660.29 - 10,000,000.00 - 6,738,544 47 BUY USD SELL AUD CONTRACT RATE : 0.646000000 TRADE 8/26/03 VALUE 9/29/03 Sep 29 Spot FX - 3,373,000 SPOT CURRENCY TRANSACTION - BUY 5,000,000.00 3,373,000.00 BUY AUD SELL USD SPOT RATE : 0.674600000 TRADE 9/26103 VALUE 9/29/03 AUSTRALIA DOLLAR U S DOLLAR AS OF 09/29/03 Sep 29 Spot FX - 3,370,000 SPOT CURRENCY TRANSACTION - BUY 5,000,000 00 3,370,000 00 BUY AUD SELL USD SPOT RATE : 0.674000000 TRADE 9/26/03 VALUE 9/29/03 AUSTRALIA DOLLAR U S DOLLAR Sep 29 Spot FX 13,808,907.67 SPOT CURRENCY TRANSACTION - SALE - 19,804,823 46 - 13,808,907 67 BUY USD SELL AUD SPOT RATE : 0.697249700 TRADE 9/25/03 VALUE 9/29/03 U S DOLLAR AUSTRALIA DOLLAR Sep 29 Sale - 20,000,000 6 MONTH FX BULLISH AUD DEPOSIT 19,804,823 46 13,808,907 67 100% PRINCIPAL PROTECTION IN AUD JP MORGAN CHASE LONDON MATURITY DATE 12/8/2003 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031118 Chase CONFIDENTIAL SDNY_GM_00300316 EFTA01506132