02 2004
JPMorgan Chase Bank
345 Park Avenue, New York, NY 10154-1002
II3JPMorgan Private Bank
Account Number:0 30171.00.5 Asset Account Portfolio Page 34 of 58
FINANCIAL TRUST COMPANY INC February 01, 2004 - February 29, 2004
Mexican New Peso Activity by Date continued
Settlement Realized ATOtolf amount USD
One type Quantity Desenpeon Gain/Loss USD
Feb 24 Spot FX 5,290,541 SPOT CURRENCY TRANSACTION - SALE - 56,250,000.00 - 5,290,541.00
BUY USD SELL MXN
SPOT RATE : 10.632182900
TRADE 2/20/04 VALUE 2/24/04
REP: FX TO COVER MATURITY OF
MXN FX DEPOSIT
U S DOLLAR
MEXICAN NEW PESO
Feb 25 Redemption - 56,250,000 3 MONTH MXN BULLISH FX DEPOSIT 290,541.00 56,250,000.00 5,290,541.00
100% PRINCIPAL PROTECTED IN MXN
JPMORGAN CHASE LONDON 02120/2004
TO REDEMPTION
AS OF 02/24/04
Confidential Treatment Requested by JPMorgan JPM-SDNY-00031629
Chase
CONFIDENTIAL SDNY_GM_00300827
EFTA01506641