06 INN JPMurgan Chase Bank
345 Park Avenue, New York, NY 10154-1002
JPMorgan Private Bank
Account Number Asset Account Portfolio Page 52 of 72
FINANCIAL TRUST COMPANY INC June 01, 2004 - June 30, 2004
U S Dollar Activity by Date continued
Settlement
Date type Quantity Desenpeon Amount USD
Jun 9 Misc. Disbursement CROSS CURRENCY SWAP - 18,466 70
10MM NZD NOTIONAL 6.51MM USD
NOTIONAL 3/9/2014 REC: FIXED RATE
6.26% NZD SEMI-ANNUAL PAY: FLOATING
RATE USD 3 MONTH LIBOR QUARTERLY
IR SWAP PAYMENT
FIXED - 18.466.70 LIBOR
Jun 9 Misc. Disbursement CROSS CURRENCY SWAP - 21,209 07
10MM AUD NOTIONAL 7.41MM USD
NOTIONAL 3/9/2014 REC: FIXED RATE
5.84% AUD SEMI-ANNUAL PAY: FLOATING
RATE USD 3 MONTH LIBOR QUARTERLY
IR SWAP PAYMENT
FIXED - 21,209.07 LIBOR
Jun 9 Sale - 39,675.77 JP MORGAN INSTITUTIONAL PRIME MONEY 39,675 77
INSTITUTIONAL CLASS SWEEP FUND (829)
(SWEEP DEADLINE IS 4:30 PM EST)
Jun 10 Buy-Back Opt 5000,000 GBP CALL USD PUT - 59,704.00
FX EUROPEAN STYLE OPTION
JUN 15, 2004 @ 1.83
KNOCK IN TRIGGERED 1.86
REPURCHASE OF WRITTEN FX OPTION
TRADE DATE 06(08/04
Jun 10 Write Option - 5,000,000 GBP PUT USD CALL 25,550 00
FX EUROPEAN STYLE OPTION
JUN 15, 2004 @ 1.825
WRITTEN FX OPTION
PUT 5,000,000.00 GBP
CALL 9,125,000.00 USD
TRADE DATE 06(08/04
Confidential Treatment Requested by JPMorgan JPM-SDNY-00032331
Chase
CONFIDENTIAL SDNY_GM_00301529
EFTA01507307