EFTA01506689.pdf

02 2004 JPMorgan Chase Bank 345 Park Avenue. New York. NY 10154-1002 il3 JPMorgan Private Bank Account Number Asset Account Portfolio Page 25 of 58 FINANCIAL TRUST COMPANY INC February 01, 2004 - February 29, 2004 Account Transactions by Currency Australia Dollar Activity Summary Amount this ATOM' Period non. Beginning Balance .00 Credits Sales, Maturities, Redemptions 10,000,000.00 Foreign Exchange 15,000,000 00 45,000,000.00 Debits Foreign Exchange -15,000,000.00 - 55,000,000 00 Ending Balance .00 Australia Dollar Activity by Date StIrdement Roolaild Amount Amount USD Dan TYPO Quantity DitStripziOn Gaonon USD Feb 10 Expired Opt 10,000,000 AUD PUT USD CALL FX EUROPEAN STYLE OPTION NOV 01, 2004 02 .755 KNOCK IN .740 KNOCK OUT e .783 EXPIRATION OF WRITTEN FX OPTION OPTION KNOCKED OUT Feb 13 Fwd FX Ctrct - 3,876,000 SETTLE FORWARD CURRENCY CONTRACT 5,000,000.00 3,949,603.06 BUY AUD SELL USD CONTRACT RATE : 0.775200000 TRADE 1/09/04 VALUE 2/13/04 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031678 Chase CONFIDENTIAL SDNY_GM_00300876 EFTA01506689