EFTA01506879

03 2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 II3 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 69 of 88 FINANCIAL TRUST COMPANY INC March 01, 2004 - March 31, 2004 U S Dollar Activity by Date continued Settlement Date type Quantity Demeription Amount USD Mar 15 Write Option - 5,625,000 EUR CALL USD PUT 134,618 00 FX EUROPEAN STYLE OPTION JUL 20, 2004 O 1.24 KNOCK IN O 1.26 WRITTEN FX OPTION CALL 5,625,000.00 EUR PUT 6.975.000.00 USD TRADE DATE 03(11/04 Mar 15 Purchase 2,310,751.83 JP MORGAN INSTITUTIONAL PRIME MONEY - 2,310,751 83 INSTITUTIONAL CLASS SWEEP FUND (829) (SWEEP DEADLINE IS 4:30 PM EST) Mar 16 Expired Opt - 80,500,000 CHF CALL USD PUT FX EUROPEAN STYLE OPTION MAR 15, 2004 02 1.15 EXPIRATION OF PURCHASED FX OPTION Mar 16 Expired Opt - 58,750,000 CHF CALL USD PUT FX EUROPEAN STYLE OPTION MAR 16, 2004 1.175 EXPIRATION OF PURCHASED FX OPTION Mar 16 Spot FX - 10,000,000 SPOT CURRENCY TRANSACTION - SALE 12,225,000.00 BUY USD SELL EUR SPOT RATE : 1.222500000 TRADE 3/12/04 VALUE 3116/04 U S DOLLAR EURO PRINCIPAL CURRENCY Mar 16 Spot FX 10,000,000 SPOT CURRENCY TRANSACTION - BUY - 12,205,000 00 BUY EUR SELL USD SPOT RATE : 1.220500000 TRADE 3/12(04 VALUE 3/16/04 EURO PRINCIPAL CURRENCY U S DOLLAR Confidential Treatment Requested by JPMorgan JPM-SDNY-00031868 Chase CONFIDENTIAL SDNY_GM_00301066 EFTA01506879