05 INN JPMorgan Chase Bank
345 Park Avenue, New York, NY 10154-1002
JPMorgan Private Bank
Account Number: Asset Account Portfolio Page 59 of 78
FINANCIAL TRUST COMPANY INC May 01, 2004 - May 31, 2004
U S Dollar Activity by Date continued
Statement
Otte Type Quendiy Onalpflon AattualUSD
May 11 Fwd FX Ctrct 5,000,000 SETTLE FORWARD CURRENCY CONTRACT - 3,107,000.00
BUY NZD SELL USD
CONTRACT RATE : 0.621400000
TRADE 4/29/04 VALUE 5/11/04
May 11 Write Option - 15,000,000 AUD PUT USD CALL 430,260.00
GS
FX EUROPEAN STYLE OPTION
NOV 10, 2004
KNOCK IN .699
KNOCK OUT .74
a .71
WRITTEN FX OPTION
PUT 15,000,000.00 AUD
CALL 10,650,000.00 USD
TRADE DATE 05/07/04
CG
May 11 Buy-Back Opt 10,000,000 NZD PUT USD CALL - 319,410.00
FX EUROPEAN STYLE OPTION
SEP 13, 2004 .63
KNOCK IN .60
REPURCHASE OF WRITTEN FX OPTION
TRADE DATE 05/07/04
May 11 Write Option - 15,000,000 NZD PUT USD CALL 290.598 00
FX EUROPEAN STYLE OPTION
NOV 10, 2004 fa .616
KNOCK IN TRIGGERED C .60
KNOCK OUT @ .642
WRITTEN FX OPTION
PUT 15,000,000.00 NZD
CALL 9,225,000.00 USD
TRADE DATE 05/07/04
Confidential Treatment Requested by JPMorgan JPM-SDNY-00032188
Chase
CONFIDENTIAL SDNY_GM_00301386
EFTA01507184