EFTA01506690.pdf

02 2004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 II3 JPMorgan Private Bank Account Number:0 30171.00.5 Asset Account Portfolio Page 26 of 58 FINANCIAL TRUST COMPANY INC February 01, 2004 - February 29, 2004 Australia Dollar Activity by Date continued Settlement Realized amount Amount USD Date TYPa Quantity Description CleftVLoss USD Feb 13 Fwd FX Ctrct 3,835,500 SETTLE FORWARD CURRENCY CONTRACT - 5,000,000.00 - 3,949,603.06 BUY USD SELL AUD CONTRACT RATE : 0.767100000 TRADE 1/15,04 VALUE 2/13/04 Feb 13 Fwd FX Ctrct - 7.678.000 SETTLE FORWARD CURRENCY CONTRACT 10,000,000.00 7,899,206.12 BUY AUD SELL USD CONTRACT RATE : 0.767800000 TRADE 1/20104 VALUE 2/13/04 Feb 13 Spot FX 7,783,000 SPOT CURRENCY TRANSACTION - SALE - 10,000,000.00 - 7,783,000.00 BUY USD SELL AUD SPOT RATE: 0.778300000 TRADE 2/11104 VALUE 2/13/04 U S DOLLAR AUSTRALIA DOLLAR Feb 17 Expired Opt 22,471,910.67 AUD PUT USD CALL FX EUROPEAN STYLE OPTION OCT 18, 2004 .7725 KNOCK IN e .7525 KNOCK OUT @ .7973 EXPIRATION OF WRITTEN FX OPTION OPTION KNOCKED OUT Feb 17 Expired Opt 16,666,666.66 AUD PUT USD CALL FX EUROPEAN STYLE OPTION JUL 14. 2004 § .765 KNOCK IN @ .75 KNOCK OUT .7975 EXPIRATION OF WRITTEN FX OPTION OPTION KNOCKED OUT Confidential Treatment Requested by JPMorgan JPM-SDNY-00031679 Chase CONFIDENTIAL SDNY_GM_00300877 EFTA01506690