06 12004
JPMorgan Chase Bank
345 Park Avenue, New York, NY 10154-1002
JPMorgan Private Bank
Account Number: CI Asset Account Portfolio Page 32 of 72
FINANCIAL TRUST COMPANY INC June 01, 2004 - June 30, 2004
Euro Currency Activity by Date continued
Settlement Realized Amount Amount USD
Dare TYR. Quantity Demcdplion Geontess USD
Jun 7 Fwd FX Ctrct - 24,726,000 SETTLE FORWARD CURRENCY CONTRACT 20,000,000.00 24,619,929.83
BUY EUR SELL USD
CONTRACT RATE : 1.236300000
TRADE 3/05/04 VALUE 607/04
Jun 7 Fwd FX Ctrct 42,952,000 SETTLE FORWARD CURRENCY CONTRACT 0.01 - 35,000,000.00 - 43,084,877.20
BUY USD SELL EUR
CONTRACT RATE : 1.227200000
TRADE 3/16104 VALUE 6/07/04
Jun 29 Fwd FX Ctrct - 12,105,000 SETTLE FORWARD CURRENCY CONTRACT 10,000,000.00 12,116,071.96
BUY EUR SELL USD
CONTRACT RATE : 1.210500000
TRADE 6/18/04 VALUE 6/29/04
Jun 29 Fwd FX Ctrct 12,102,000 SETTLE FORWARD CURRENCY CONTRACT - 10,000,000.00 - 12,116,071.96
BUY USD SELL EUR
CONTRACT RATE : 1.210200000
TRADE 6/21O4 VALUE 6/29/04
Confidential Treatment Requested by JPMorgan JPM-SDNY-00032311
Chase
CONFIDENTIAL SDNY_GM_00301509
EFTA01507290