05 INN JPMurgan Chase Bank
345 Park Avenue, New York, NY 10154-1002
JPMorgan Private Bank
Account Number: Asset Account Portfolio Page 54 of 78
FINANCIAL TRUST COMPANY INC May 01, 2004 - May 31, 2004
US Dollar Activity by Date
Statement
Owe Type
continued
Ousnoty Desenption Amount USD
May 4 FX Option Assignment 10000,000 NZO CALL USD PUT
FX EUROPEAN STYLE OPTION
APR 30, 2004 it .6225
WRITTEN FX OPTION ASSIGNED
CALL 6,225,000.00 USD
PUT 10,000,000.00 NZD
TRADE DATE 04(30/04
May 4 FX Opt Asgn'D - 10,000,000 SPOT CURRENCY TRANSACTION 6,225,000 00
SETTLEMENT OF ASSIGNED FX OPTION
SELL NZD BUY USD
TRADE 4/30104 VALUE 5/04/04
May 4 Misc. Disbursement FUNDS TRANSFERRED FROM BRKRG - 1,000,000.00
ACM Q30171005 (PRN) TO
DDA ACM 000739110438
AS REQUESTED
May 5 Buy-Back Opt 5,625,000 EUR CALL USD PUT - 51,615.00
6
FX EUROPEAN STYLE OPTION
JUL 20, 2004 Q 1.24
KNOCK IN 1.26
REPURCHASE OF WRITTEN FX OPTION
TRADE DATE 05(03/04
May 5 Buy-Back Opt 5500,000 EUR PUT USD CALL
6 (0
FX EUROPEAN STYLE OPTION
OCT 27. 2004 1.2
KNOCK IN TRIGGERED 1.1885
REPURCHASE OF WRITTEN FX OPTION
- 238,260 00
TRADE DATE 05(03/04
Confidential Treatment Requested by JPMorgan JPM-SDNY-00032183
Chase
CONFIDENTIAL SDNY_GM_00301381
EFTA01507179