EFTA01506701.pdf

02 2004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 II3 JPMorgan Private Bank Account Number: 0 30171.00.5 Asset Account Portfolio Page 37 of 58 FINANCIAL TRUST COMPANY INC February 01, 2004 - February 29, 2004 N Zealand Dollar Activity by Date continued Settlement Realized amount Amount USD Date Thine Quantity Deaceiption Gain/Lose USD Feb 13 Expired Opt 10,000,000 NZD PUT USD CALL FX EUROPEAN STYLE OPTION OCT II, 2004 42 .675 KNOCK IN TRIGGERED C .6685 KNOCK OUT (2 .7020 EXPIRATION OF WRITTEN FX OPTION OPTION KNOCKED OUT Feb 19 Fwd FX Ctrct - 6,952,000 SETTLE FORWARD CURRENCY CONTRACT 10,000,000.00 6,994,963.62 BUY KO SELL USD CONTRACT RATE : 0.695200000 TRADE 2/11/04 VALUE 2/19/04 Feb 19 Spot FX 7,063,000 SPOT CURRENCY TRANSACTION - SALE - 10,000,000.00 - 7,063,000.00 BUY USD SELL NZD SPOT RATE : 0.706300000 TRADE 2/17/04 VALUE 2/19/04 U S DOLLAR N ZEALAND DOLLAR Confidential Treatment Requested by JPMorgan JPM-SDNY-00031690 Chase CONFIDENTIAL SDNY_GM_00300888 EFTA01506701