EFTA01505877.pdf

07 12003 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 38 of 64 FINANCIAL TRUST COMPANY INC July 01, 2003 - July 31, 2003 N Zealand Dollar Activity by Date continued Statement Realized Amount Amount USD Date type Ouannty Deacention thiliVLOSS USD Jul 3 Spot FX - 10,115,000 SPOT CURRENCY TRANSACTION - BUY 17,000,000.00 10,115,000.00 BUY NZD SELL USD SPOT RATE : 0.595000000 TRADE 7/01/03 VALUE 7433/03 N ZEALAND DOLLAR U S DOLLAR Jul 3 Purchase 17,000,000 1 MONTH FX BULLISH NW DEPOSIT - 17,000,000.00 - 10,115,000.01 100% PRINCIPAL PROTECTED IN NZD DOLLARS JP MORGAN CHASE LONDON MATURITY DATE 8/4/2003 Jul 10 Fwd FX Ctrct - 9,736,348.01 SETTLE FORWARD CURRENCY CONTRACT 17,000,000.00 9,990,009.99 BUY NW SELL USD CONTRACT RATE : 0.57272640D TRADE 6/30/03 VALUE 7/10/03 Jul 10 Fwd FX Ctrct 9,858,073.49 SETTLE FORWARD CURRENCY CONTRACT - 17,000,000.00 - 9,990,009.99 BUY USD SELL NZD CONTRACT RATE : 0.579886700 TRADE 7/01103 VALUE 7/10/03 Confidential Treatment Requested by JPMorgan JPM-SDNY-00030862 Chase CONFIDENTIAL SDNY_GM_00300060 EFTA01505877