EFTA01507734.pdf

10 2004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 II3 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 48 of 74 FINANCIAL TRUST COMPANY INC October 01, 2004 - October 31, 2004 S African Rand Activity by Date continued Settlement Realized Amount Amount USD Date type Quantity Description Gain/Loss USD Oct 18 Expired Opt 67.000.000 ZAR PUT USD CALL FX EUROPEAN STYLE OPTION APR 12. 2005 @ 6.7 KNOCK INC6.85 KNOCK OUT O 6.39 EXPIRATION OF WRITTEN FX OPTION OPTION KNOCKED OUT Oct 20 Fwd FX Ctrct - 2.000,000 SETTLE FORWARD CURRENCY CONTRACT 12,924,600.00 2,047,704.67 BUY ZAR SELL USD CONTRACT RATE : 6.462300000 TRADE 9/29/04 VALUE 10/20/04 Oct 20 Spot FX 2,032,169.81 SPOT CURRENCY TRANSACTION -SALE - 12,924,600.00 - 2,032,169.81 BUY USD SELL ZAR SPOT RATE : 6.360000000 TRADE 10/18/04 VALUE 10/20/04 U S DOLLAR S AFRICAN RAND Confidential Treatment Requested by JPMorgan JPM-SDNY-00032811 Chase CONFIDENTIAL SDNY_GM_00302009 EFTA01507734