EFTA01506532.pdf

JPMorgan Chase Bank 0 1 12004 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 31 of 53 FINANCIAL TRUST COMPANY INC January 01, 2004 - January 31, 2004 N Zealand Dollar Activity by Date continued Settlement Realized Amount Amount USD Date type Quantity Deseaption CleftVLoss USD Jan 20 Fwd FX Ctrct - 6,336,000 SETTLE FORWARD CURRENCY CONTRACT 10,000,000.00 6,662,447.11 BUY NZD SELL USD CONTRACT RATE : 0.633600000 TRADE 11/18/03 VALUE 1/20/04 Jan 20 Fwd FX Ctrct - 9,460,500 SETTLE FORWARD CURRENCY CONTRACT 15,000,000.00 9,993,670.67 BUY NW SELL USD CONTRACT RATE : 0.630700000 TRADE 11/19/03 VALUE 1/20/04 Jan 20 Fwd FX Ctrct 6,336,000 SETTLE FORWARD CURRENCY CONTRACT - 10,000,000.00 - 6,662,447.11 BUY USD SELL NZD CONTRACT RATE : 0.633600000 TRADE 11/24/03 VALUE 1/20/04 Jan 20 Fwd FX Ctrct 6,460,000 SETTLE FORWARD CURRENCY CONTRACT - 10,000,000.00 - 6,662,447.11 BUY USD SELL NZD CONTRACT RATE : 0.646000000 TRADE 12/26/03 VALUE 1/20/04 Jan 20 Fwd FX Ctrct 3,242,000 SETTLE FORWARD CURRENCY CONTRACT - 0.01 - 5,000,000.00 - 3,331,223.55 BUY USD SELL NZD CONTRACT RATE : 0.648400000 TRADE 12/29/03 VALUE 1/20/04 Jan 20 Fwd FX Ctrct 3242,000 SETTLE FORWARD CURRENCY CONTRACT - 5,000,000.00 - 3,331,223.55 BUY USD SELL NZD CONTRACT RATE : 0.648400000 TRADE 12/29/03 VALUE 1/20/04 Jan 20 Fwd FX Ctrct - 3,261,500 SETTLE FORWARD CURRENCY CONTRACT 5,000,000.00 3,331,223.55 BUY NW SELL USD CONTRACT RATE : 0.652300000 TRADE 12/30/03 VALUE 1/20/04 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031520 Chase CONFIDENTIAL SDNY_GM_00300718 EFTA01506532