EFTA01506783.pdf

03 12004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: 0 30171.00.5 Asset Account Portfolio Page 61 of 88 FINANCIAL TRUST COMPANY INC March 01. 2004 - March 31. 2004 U S Dollar Activity by Date continued Settlement Date type Quantity Desenpeon Amount USD Mar 9 Spot FX - 556,250,000 SPOT CURRENCY TRANSACTION - SALE 4,979,856.76 BUY USD SELL JPY SPOT RATE : 111.700000000 TRADE 3/0504 VALUE 3/09/04 U S DOLLAR JAPANESE YEN Mar 9 Write Option -1,120,000,000 JPY PUT USD CALL 150,000.00 FX EUROPEAN STYLE OPTION SEP 07. 2004 O 112. KNOCK IN O 113 KNOCK OUT @ 106 WRITTEN FX OPTION PUT 1.120.000.000.00 JPY CALL 10,000,000.00 USD TRADE DATE 03/05/04 Mar 9 Buy-Back Opt 6,500,000 EUR CALL USD PUT - 45.279.00 FX EUROPEAN STYLE OPTION MAY 04, 2004 @ 1.29 KNOCK IN O 1.33 REPURCHASE OF WRITTEN FX OPTION TRADE DATE 03/05/04 Mar 9 Receipt of Assets 1 INTEREST RATE SWAP 30000000 USD NOTIONAL 3/9/2014 REC: FLOATING RATE USD 3 MONTH LIBOR PAY FIXED RATE 4.205% ACTUAU360 JPMORGAN CHASE BANK TRADE DATE 03(05/04 Mar 9 Purchase 84,577.76 JP MORGAN INSTITUTIONAL PRIME MONEY -84,577.76 INSTITUTIONAL CLASS SWEEP FUND (829) (SWEEP DEADLINE IS 4:30 PM EST) Confidential Treatment Requested by JPMorgan JPM-SDNY-00031772 Chase CONFIDENTIAL SDNY_GM_00300970 EFTA01506783