EFTA01506066.pdf

09 2003 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 II3JPMorgan Private Bank Account Number: Asset Account Portfolio Page 35 of 72 FINANCIAL TRUST COMPANY INC September 01, 2003 - September 30, 2003 Mexican New Peso Activity by Date continued Settlement Realized Amount Amount USD Date Type Quantity Deacaptron thiliVLOSS USD Sep 12 Spot FX 9,817,382.95 SPOT CURRENCY TRANSACTION - SALE - 107,250,000.00 - 9,817,382.95 BUY USD SELL MXN SPOT RATE : 10.924500000 TRADE 9/11/03 VALUE 9/12/03 U S DOLLAR MEXICAN NEW PESO Sep 24 Fwd FX Ctrct - 9,808,404.59 SETTLE FORWARD CURRENCY CONTRACT 107,250,000.00 9,927,797.83 BUY MXN SELL USD CONTRACT RATE : 10.934500000 TRADE 9/11/03 VALUE 9/24/03 Sep 24 Fwd FX CUct 9,858,352.25 SETTLE FORWARD CURRENCY CONTRACT - 107,250,000.00 - 9,927,797.83 BUY USD SELL MXN CONTRACT RATE : 10.879100000 TRADE 9/16/03 VALUE 9124/03 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031052 Chase CONFIDENTIAL SDNY_GM_00300250 EFTA01506066