05 INN JPMorgan Chase Bank
345 Park Avenue, New York, NY 10154-1002
JPMorgan Private Bank
Account Number: Asset Account Portfolio Page 32 of 78
FINANCIAL TRUST COMPANY INC May 01, 2004 - May 31, 2004
Australia Dollar Activity by Date continued
Settlement Realized Amount Amount USD
Date type Quantity Dasenptron thiliVLOSS USD
May 19 Spot FX 3,449,500 SPOT CURRENCY TRANSACTION - SALE - 5,000,000.00 - 3,449,500.00
BUY USD SELL AUD
SPOT RATE : 0.689900000
TRADE 5/17/04 VALUE 5/19/04
U S DOLLAR
AUSTRALIA DOLLAR
May 19 Spot FX - 3,457,500 SPOT CURRENCY TRANSACTION - BUY 5,000,000.00 3,457,500.00
BUY AUD SELL USD
SPOT RATE : 0.691500000
TRADE 5/17/04 VALUE 5/19/04
AUSTRALIA DOLLAR
U S DOLLAR
May 24 Spot FX 6,937,000 SPOT CURRENCY TRANSACTION - SALE - 10,000,000.00 - 6,937,000.00
BUY USD SELL AUD
SPOT RATE : 0.693700000
TRADE 5/20/04 VALUE 5/24/04
U S DOLLAR
AUSTRALIA DOLLAR
May 24 Expired Opt 10,000,000 AUD CALL USD PUT
FX EUROPEAN STYLE OPTION
MAY 20, 2004 .695
EXPIRATION OF WRITTEN FX OPTION
May 24 FX Opt Asgn'D - 6,950,000 SPOT CURRENCY TRANSACTION 10,000,000.00 6,991,051.45
SETTLEMENT OF ASSIGNED FX OPTION
BUY AUD SELL USD
TRADE 5/20/04 VALUE 5/24/04
May 26 Fwd FX Ctret 3,424,500 SETTLE FORWARD CURRENCY CONTRACT 4,571.20 - 5,000,000.00 - 3,532,071.20
BUY USD SELL AUD
CONTRACT RATE : 0.684900000
TRADE 5/17/04 VALUE 5/26/04
Confidential Treatment Requested by JPMorgan JPM-SDNY-00032083
Chase
CONFIDENTIAL SDNY_GM_00301281
EFTA01507091