05 INN JPMorgan Chase Bank
345 Park Avenue. New York, NY 10154-1002
JPMorgan Private Bank
Account Number: Asset Account Portfolio Page 66 of 78
FINANCIAL TRUST COMPANY INC May 01, 2004 - May 31, 2004
U S Dollar Activity by Date continued
Settlement
Date TYR< Quantity Demeription amount USD
May 17 Write Option - 12,000,000 EUR CALL USD PUT
O
FX EUROPEAN STYLE OPTION
JUN 15, 2004 1.185
KNOCK IN TRIGGERED
WRITTEN FX OPTION
1.2
142,769.00
CALL 12,000,000.00 EUR
PUT 14,220,000.00 USD
TRADE DATE 05(14/04
May 18 Fwd FX Ctrct - 5,000,000 SETTLE FORWARD CURRENCY CONTRACT 8,767,500.00
BUY USD SELL GBP
CONTRACT RATE : 1.753500000
TRADE 5/11/04 VALUE 5/18/04
May 18 Write Option - 5,000,000 AUD CALL USD PUT 48,645 00
0
FX EUROPEAN STYLE OPTION
JUN 16, 2004
KNOCK IN .71
.69
WRITTEN FX OPTION
CALL 5,000,000.00 AUD
PUT 3.450.000.00 USD
TRADE DATE 05(14/04
May 18 Sale - 21,855 JP MORGAN INSTITUTIONAL PRIME MONEY 21,855 00
INSTITUTIONAL CLASS SWEEP FUND (829)
(SWEEP DEADLINE IS 4:30 PM EST)
May 18 Spot FX 5,000,000 SPOT CURRENCY TRANSACTION - BUY - 8,838,000 00
BUY GBP SELL USD
SPOT RATE : 1.767600000
TRADE 5/17/04 VALUE 5(18/04
POUND STERLING
U S DOLLAR
Confidential Treatment Requested by JPMorgan JPM-SDNY-00032117
Chase
CONFIDENTIAL SDNY_GM_00301315
EFTA01507122