EFTA01508196.pdf

O7 12005 JPMorgan Chase Bank, N.A. 345 Park Avenue, Nov York, NY 10154-1002 II3 JPMorgan Private Bank Account Number Asset Account Portfolio Page 12 of 18 FINANCIAL TRUST COMPANY INC July 01, 2005 - July 31, 2005 U S Dollar Activity by Date continued Settlement One TYR. Ouetway Deseetption Amount USD Jul 1 Spot FX 3,899,139 SPOT CURRENCY TRANSACTION - BUY - 35,178 09 BUY JPY SELL USD SPOT RATE : 110.840000000 TRADE 6/30/05 VALUE 7/01/05 JAPANESE YEN U S DOLLAR Jul 12 Sale - 202,500 JP MORGAN INSTITUTIONAL PRIME MONEY 202,500.00 INSTITUTIONAL CLASS SWEEP FUND (829) (SWEEP DEADLINE IS 4:30 PM EST) Jul 12 Buy-Back Opt 6,725,000 TRY PUT USD CALL - 202,500 00 FX EUROPEAN STYLE OPTION DEC 02. 2005 @ 1.345 KNOCK IN @ 1.4350 KNOCK OUT @ 1.3050 REPURCHASE OF WRITTEN FX OPTION TRADE DATE 07/11/05 Jul 14 Free Delivery - 1 INTEREST RATE SWAP 1.000.000.000JPY NOTIONAL SEP 7 2014 REC FLOATING JPY 3 MONTH LIBOR PAY FIXED RATE 1.577% JPY QUARTERLY ACTUAL/360 PARTIAL SWAP UNWIND JPMORGAN CHASE BANK TRADE DATE 07/12/05 Jul 14 Receipt of Assets 1 INTEREST RATE SWAP 500,000,000 JPY NOTIONAL SEP 7 2014 REC FLOATING JPY 3 MONTH LIBOR PAY FIXED RATE 1 577% JPY QUARTERLY ACT/360 ALMAC N 5685137 ORIGINAL NOTIONAL AMOUNT OF 1,000,000,000 JPY JPMORGAN CHASE BANK TRADE DATE 07/12/05 Confidential Treatment Requested by JPMorgan JPM-SDNY-00033384 Chase CONFIDENTIAL SDNY_GM_00302582 EFTA01508196