EFTA01506068.pdf

09 2003 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 II3 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 37 of 72 FINANCIAL TRUST COMPANY INC September 01, 2003 - September 30, 2003 N Zealand Dollar Activity by Date continued Settlement Realized Amount Amount USD Date TYPa Ouennty Deseaption Clem/toss USD Sep 10 Fwd FX Ctrct - 11,308,885.14 SETTLE FORWARD CURRENCY CONTRACT 20,000,000.00 11,647,884.45 BUY NZD SELL USD CONTRACT RATE : 0.565444300 TRADE 5/08/03 VALUE 9/10/03 Sep 10 Fwd FX Ctrct - 10,925,262.18 SETTLE FORWARD CURRENCY CONTRACT 20,000,000.00 11,647,884.45 BUY NZD SELL USD CONTRACT RATE : 0.546263100 TRADE 4/16103 VALUE 9/10/03 Sep 10 Fwd FX Ctrct 14,211,032.79 SETTLE FORWARD CURRENCY CONTRACT 47.72 - 25,000,000.00 - 14,559,855.56 BUY USD SELL NZD CONTRACT RATE : 0.568441300 TRADE 6/12/03 VALUE 9/10/03 Sep 10 Fwd FX Ctrct 8,526,619.67 SETTLE FORWARD CURRENCY CONTRACT 28.62 - 15,000,000.00 - 8,735,913.33 BUY USD SELL NZD CONTRACT RATE : 0.568441303 TRADE 6/11103 VALUE 9/10/03 Sep 29 Fwd FX Ctrct 5,738,000 SETTLE FORWARD CURRENCY CONTRACT 9,499.94 - 10,000,000.00 - 5,885,988.40 BUY USD SELL NZD CONTRACT RATE : 0.573800000 TRADE 8/26/03 VALUE 9/29/03 Sep 29 Fwd FX Ctrct 5,633,000 SETTLE FORWARD CURRENCY CONTRACT 9,499.95 - 10,000,000.00 - 5,885,988.40 BUY USD SELL NZD CONTRACT RATE : 0.563300000 TRADE 9/03/03 VALUE 9/29/03 Sep 29 Spot FX - 5,877,000 SPOT CURRENCY TRANSACTION - BUY 10,000,000.00 5,877,000.00 BUY NZO SELL USD SPOT RATE : 0.587700000 TRADE 9/26/03 VALUE 9/29/03 N ZEALAND DOLLAR U S DOLLAR Confidential Treatment Requested by JPMorgan JPM-SDNY-00031054 Chase CONFIDENTIAL SDNY_GM_00300252 EFTA01506068