05 12004
JPMorgan Chase Bank
345 Park Avenue. New York, NY 10154-1002
JPMorgan Private Bank
Account Number:0 30171.00.5 Asset Account Portfolio Page 69 of 78
FINANCIAL TRUST COMPANY INC May 01, 2004 - May 31, 2004
U S Dollar Activity by Date continued
Settlement
Dsre fine Quantity Description amount USD
May 21 Write Option - 10,000,000 AUD PUT USD CALL 27,453 00
FX EUROPEAN STYLE OPTION
MAY 20, 2004 el .695
WRITTEN FX OPTION
PUT 10,000,000 00 AUD
CALL 6,950,000.00 USD
TRADE DATE 05/19/04
May 21 Purchase 132,982 JP MORGAN INSTITUTIONAL PRIME MONEY - 132,982 00
INSTITUTIONAL CLASS SWEEP FUND (829)
(SWEEP DEADLINE IS 4:30 PM EST)
May 21 Spot FX 10,000,000 SPOT CURRENCY TRANSACTION BUY - 6,059,000.00
BUY NW SELL USD
SPOT RATE : 0.605900000
TRADE 5/20/04 VALUE 5/21/04
N ZEALAND DOLLAR
U S DOLLAR
May 21 FX Option Assignment 10,000,000 NZO CALL USD PUT
FX EUROPEAN STYLE OPTION
MAY 19, 2004 Q .6033
WRITTEN FX OPTION ASSIGNED
CALL 6,033,000.00 USD
PUT 10,030,000.00 NW
TRADE GATE 05/19/04
May 21 FX Opt Asgn'D - 10,000,000 SPOT CURRENCY TRANSACTION 6,033,000.00
SETTLEMENT OF ASSIGNED FX OPTION
SELL NZD BUY USD
TRADE 5/19/04 VALUE 5121/04
May 24 Fwd FX Ctrct 1,087,300,000 SETTLE FORWARD CURRENCY CONTRACT -10,000,000.00
BUY JPY SELL USD
CONTRACT RATE : 108.730000000
TRADE 2/20/04 VALUE 5/24/04
Confidential Treatment Requested by JPMorgan JPM-SDNY-00032120
Chase
CONFIDENTIAL SDNY_GM_00301318
EFTA01507125