EFTA01506854.pdf

03 2004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 II3 JPMorgan Private Bank Account Number Asset Account Portfolio Page 44 of 88 FINANCIAL TRUST COMPANY INC March 01, 2004 - March 31, 2004 Japanese Yen Activity by Date continued Settlement Realized ATOtolf Amount USD Date Type Quantity Demeription GauVLoss USD Mar 9 Spot FX - 5,000,000 SPOT CURRENCY TRANSACTION - BUY 556,250,000.00 5,000,000.00 BUY JPY SELL USD SPOT RATE : 111.250000000 TRADE 3/05/04 VALUE 3/09/04 JAPANESE YEN U S DOLLAR Mar 9 Spot FX 4,979,856.76 SPOT CURRENCY TRANSACTION - SALE - 556,250,000.00 - 4,979,856.76 BUY USD SELL JPY SPOT RATE : 111.700000000 TRADE 3/05/04 VALUE 3/09/04 U S DOLLAR JAPANESE YEN Mar 12 Fwd FX Ctrct - 10,000,000 SETTLE FORWARD CURRENCY CONTRACT 1,100,200,000.00 9,904,127.46 BUY JPY SELL USD CONTRACT RATE : 110.020000000 TRADE 3/03/04 VALUE 3/12/04 Mar 12 Fwd FX Ctrct 4,903,289.06 SETTLE FORWARD CURRENCY CONTRACT - 550,100,000.00 - 4,952,063.73 BUY USD SELL JPY CONTRACT RATE : 112.190000000 TRADE 3/08/04 VALUE 3112/04 Mar 12 Fwd FX Ctrct 4,904,163.32 SETTLE FORWARD CURRENCY CONTRACT - 550,100,000.00 - 4,952,063.73 BUY USD SELL JPY CONTRACT RATE : 112.170000000 TRADE 3/08/04 VALUE 3/12/04 Mar 25 Expired Opt 1,120,000,000 JPY PUT USD CALL FX EUROPEAN STYLE OPTION SEP 07. 2004 @ 112 KNOCK IN (} 113 KNOCK OUT @ 106 EXPIRATION OF WRITTEN FX OPTION OPTION KNOCKED OUT Confidential Treatment Requested by JPMorgan JPM-SDNY-00031843 Chase CONFIDENTIAL SDNY_GM_00301041 EFTA01506854