08 2004
JPMorgan Chase Bank
345 Park Avenue, New York, NY 10154-1002
II3JPMorgan Private Bank
Account Number: Asset Account Portfolio Page 28 of 48
FINANCIAL TRUST COMPANY INC August 01, 2004 - August 31, 2004
N Zealand Dollar Activity by Date continued
Settlement Realized amount amount USD
Date type Quantity Deacelption Gaintosa USD
Aug 24 Fwd FX Ctrct - 3,315,000 SETTLE FORWARD CURRENCY CONTRACT 5,000,000.00 3,273,751.06
BUY NZD SELL USD
CONTRACT RATE : 0.663000000
TRADE 2/20/04 VALUE 8/24/04
Aug 24 Fwd FX Ctrct - 3,344,500 SETTLE FORWARD CURRENCY CONTRACT 5,000,000.00 3273,751.06
BUY NW SELL USD
CONTRACT RATE : 0.668900000
TRADE 2/23/04 VALUE 8/24/04
Aug 24 Fwd FX Ctrct 6,742,000 SETTLE FORWARD CURRENCY CONTRACT - 10,000,000.00 - 6,547,502.12
BUY USD SELL NZD
CONTRACT RATE : 0.674200000
TRADE 3/02/04 VALUE 8/24/04
Confidential Treatment Requested by JPMorgan JPM-SDNY-00032557
Chase
CONFIDENTIAL SDNY_GM_00301755
EFTA01507508