JPMorgan Chase Bank. N.A.
0 1 12005 345 Park Avenue. New York, NY 10154-1002
JPMorgan Private Bank
Account Number: Asset Account Portfolio Page 23 of 29
FINANCIAL TRUST COMPANY INC January 01, 2005 - January 31, 2005
U S Dollar Activity by Date continued
Settlement
Date type Quantity Description Amount USD
Jan 18 Purchase 930,092 JP MORGAN INSTITUTIONAL PRIME MONEY - 930,092 00
INSTITUTIONAL CLASS SWEEP FUND (829)
(SWEEP DEADLINE IS 4:30 PM EST)
Jan 18 Buy-Back Opt 50 WTI - 81,000 00
SHORT PUT OPTION
USD CALL OPTION
STRIKE 50.00
EXPIRING 1/14/2005
BUY BACK OTC PUT
TRADE DATE 01/14/05
Jan 21 Fwd FX Ctrct 57,125,000 SETTLE FORWARD CURRENCY CONTRACT - 5,000,000.00
BUY MXN SELL USD
CONTRACT RATE : 11.425000000
TRADE 1/05105 VALUE 1/21/05
Jan 21 Fwd FX Ctrct - 57,125,000 SETTLE FORWARD CURRENCY CONTRACT 5,104,776.37
BUY USD SELL MXN
CONTRACT RATE : 11.190500000
TRADE 1/12/05 VALUE 121/05
Jan 21 Purchase 104,776.37 JP MORGAN INSTITUTIONAL PRIME MONEY - 104,776.37
INSTITUTIONAL CLASS SWEEP FUND (829)
(SWEEP DEADLINE IS 4:30 PM EST)
Jan 24 Buy-Back Opt 10,500,000 EUR PUT USD CALL - 92,243.00
FX EUROPEAN STYLE OPTION
APR 20, 2005 Ig 1.255
REPURCHASE OF WRITTEN FX OPTION
TRADE DATE 0120/05
Jan 24 Sale - 9Z243 JP MORGAN INSTITUTIONAL PRIME MONEY 92,243.00
INSTITUTIONAL CLASS SWEEP FUND (829)
(SWEEP DEADLINE IS 4:30 PM EST)
Confidential Treatment Requested by JPMorgan JPM-SDNY-00033125
Chase
CONFIDENTIAL SDNY_GM_00302323
EFTA01507997