05 2004
JPMorgan Chase Bank
345 Park Avenue, New York, NY 10154-1002
II3 JPMorgan Private Bank
Account Numbe
FINANCIAL TRIIIIIPINC Asset Account Portfolio
May 01, 2004 - May 31, 2004
Page 69 of 78
U S Dollar Activity by Date continued
Settlement
Date Tyne 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 .695
WRITTEN FX OPTION
PUT 10,000000 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 NZO 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 ig .6033
WRITTEN FX OPTION ASSIGNED
CALL 6,033,000.00 USD
PUT 10,030,000.00 NZD
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 5/19104 VALUE 521/04
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-00032198
Chase
CONFIDENTIAL SDNY_GM_00301396
EFTA01507191