0 1 INN JPMorgan Chase Bank
345 Park Avenue. New York, NY 10154-1002
JPMorgan Private Bank
Account Number Asset Account Portfolio Page 40 of 53
FINANCIAL TRUST COMPANY INC January 01, 2004 - January 31, 2004
U S Dollar Activity by Date continued
Settlement
Date Throe °maraca DewOption Amount 1150
Jan 16 Receipt of Assets 1,000,000 WALT DISNEY CO EQUITY SWAP
24,954900 USD NOTIONAL
JAN 19 2005
DEAL REF # 2353480
JPMORGAN CHASE BANK
TRADE DATE 01/13/04
Jan 16 Purchase 747,225 JP MORGAN INSTITUTIONAL PRIME MONEY - 747,225 00
INSTITUTIONAL CLASS SWEEP FUND (829)
(SWEEP DEADLINE IS 4:30 PM EST)
00
Jan 16 Write Option - 12,500,000 GBP PUT USD CALL 443,775.00
FX EUROPEAN STYLE OPTION
JUL 16, 2004 1.83
KNOCK IN 1.8165
KNOCK OUT Q 1.8793
WRITTEN FX OPTION
PUT 12,500,000.00 GBP
CALL 22,875,000.00 USD
TRADE DATE 01/14/04
Jan 20 Fwd FX Ctrct 10,000.000 SETTLE FORWARD CURRENCY CONTRACT - 6,336,000.00
BUY NZO SELL USD
CONTRACT RATE : 0.633600000
TRADE 11/18/03 VALUE 1/20/04
Jan 20 Fwd FX Ctrct 10,000,000 SETTLE FORWARD CURRENCY CONTRACT - 7,204,000.00
BUY AUD SELL USD
CONTRACT RATE : 0.720400000
TRADE 11/18/03 VALUE 1/20/04
Jan 20 Fwd FX Clict 5,000,000 SETTLE FORWARD CURRENCY CONTRACT - 8,475,000.00
BUY GBP SELL USD
CONTRACT RATE : 1.695000000
TRADE 11/18/03 VALUE 1/20/04
Confidential Treatment Requested by JPMorgan JPM-SDNY-00031582
Chase
CONFIDENTIAL SDNY_GM_00300780
EFTA01506594