EPSTEIN
page 1 / 347 . OCR, unverified
Dataset10 119
--- SOURCE: IMAGES__0119__EFTA01507287.txt ---
METADATA_SOURCE: IMAGES0119
METADATA_FILENAME: EFTA01507287.pdf
----------------------------------------
12004
Account Number:
FINANCIAL TRUST COMPANY INC
JP51organ Chase Bank
345 Park Avenue, New York, NY 10154-1002
Asset Account Portfolio
June 01, 2004 - June 30, 2004
JPMorgan
Private
Bank
Page 29 of 72
Australia Dollar Activity by Date
Settlement
Date
Type
continued
Quantity
Demeription
Realized
GanVLoss USD
Amount
Amount USD
Jun 9
Jun 9
Jun 15
Misc. Disbursement
Misc. Disbursement
Fwd FX Ctrct
2,081,400
IR SWAP PAYMENT
REF # 68425098 (5.66%)
AUSTRALIA DOLLAR
IR SWAP PAYMENT
REF # 68428625 (5.72%)
AUSTRALIA DOLLAR
SETTLE FORWARD CURRENCY CONTRACT
BUY USD SELL AUD
CONTRACT RATE :
0.693800000
- 0.01
- 138,000.00
- 138,000.00
- 3,000,000.00
- 97,155.73
- 97,155.73
- 2,068,965.51
TRADE 5/11/04 VALUE 6/15/04
Jun 15
Fwd FX Ctrct
3,438,000 SETTLE FORWARD CURRENCY CONTRACT
5,000,000.00
- 3,448,275.86
BUY USD SELL AUD
CONTRACT RATE :
0.687600000
TRADE 5/14/04 VALUE 6115/04
Jun 15
Fwd FX Ctrct
3,408,500 SETTLE FORWARD CURRENCY CONTRACT
- 5,000,000.00
- 3,448,275.86
BUY USD SELL AUD
CONTRACT RATE :
0.681700000
TRADE 5/17/04 VALUE 6/15/04
Jun 15
Fwd FX Ctrct
- 9,035,000 SETTLE FORWARD CURRENCY CONTRACT
3,966.63
13,000,000.00
8,965,517.24
BUY AUD SELL USD
CONTRACT RATE :
0.695000000
TRADE 6/10/04 VALUE 6/15/04
Jun 17
Spot FX
- 189,777.60 SPOT CURRENCY TRANSACTION - BUY
276,000.00
189,777.60
BUY AUD SELL USD
SPOT RATE :
0.687600000
TRADE 6/18/04 VALUE 6117/04
AUSTRALIA DOLLAR
U S DOLLAR
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00032308
SDNY_GM_00301506
EFTA01507287
--- SOURCE: IMAGES__0119__EFTA01507288.txt ---
METADATA_SOURCE: IMAGES0119
METADATA_FILENAME: EFTA01507288.pdf
----------------------------------------
12004
Account Number:
FINANCIAL TRUST COMPANY INC
June 01, 2004 - June 30, 2004
JPMorgan Chase Bank
345 Park Avenue, New York, NY 10154-1002
JPMorgan
Private
Bank
Asset Account Portfolio
Page 30 of 72
Australia Dollar Activity by Date
Settlement
Date
Type
continued
Panay asealprion
Realized
Amount
Osintoss USD
Anton USD
Jun 18
Spot FX
3,436,000 SPOT CURRENCY TRANSACTION • SALE
- 5.000.000 00
- 3,436,000.00
BUY USD SELL AUD
SPOT RATE : 0.687200000
TRADE 6/15/04 VALUE 6/18/04
U S DOLLAR
AUSTRALIA DOLLAR
Jun 18
Spot FX
-3,436,000 SPOT CURRENCY TRANSACTION - BUY
5,000,000.00
3,436,000.00
BUY AUD SELL USD
SPOT RATE : 0.687200000
TRADE 6/16/04 VALUE 6/18/04
AUSTRALIA DOLLAR
U S DOLLAR
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00032309
SDNY_GM_00301507
EFTA01507288
--- SOURCE: IMAGES__0119__EFTA01507289.txt ---
METADATA_SOURCE: IMAGES0119
METADATA_FILENAME: EFTA01507289.pdf
----------------------------------------
12004
Account Number:
FINANCIAL TRUST COMPANY INC
June 01, 2004 - June 30, 2004
JPMorgan Chase Bank
345 Park Avenue. New York. NY 10154-1002
JPMorgan Private Bank
Asset Account Portfolio
Page 31 of 72
Account Transactions by Currency
Euro Currency Activity Summary
Amount this
Penal
Amount
loan
Beginning Balance
Credits
.00
Sales, Maturities, Redemptions
29,941,124.64
Foreign Exchange
45,000,000 00
303000,000.00
Debits
Purchases of Securities
- 30,000,000.00
Foreign Exchange
- 45,000,000.00
- 302,941,124.64
Ending Balance
.00
Foreign Exchange Gains/Losses
.01
Euro Currency Activity by Date
sea/einem
oar.
type
Quantity ascription
Realize°
Amount
Goinloss DSO
Amount USD
Jun 7
Fwd FX Ctrct
- 6.073.500 SETTLE FORWARD CURRENCY CONTRACT
5,000,000.00
6,154,982.45
BUY EUR SELL USD
CONTRACT RATE :
1.214700000
TRADE 3/03/04 VALUE 6/07/04
Jun 7
Fwd FX Ctrct
- 12,395,000 SETTLE FORWARD CURRENCY CONTRACT
10,000,000.00
12,309,964.91
BUY EUR SELL USD
CONTRACT RATE :
1.239500000
TRADE 3/05/04 VALUE 6/07/04
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00032310
SDNY_GM_00301508
EFTA01507289
--- SOURCE: IMAGES__0119__EFTA01507290.txt ---
METADATA_SOURCE: IMAGES0119
METADATA_FILENAME: EFTA01507290.pdf
----------------------------------------
12004
Account Number: CI
FINANCIAL TRUST COMPANY INC
JPMorgan Chase Bank
345 Park Avenue, New York, NY 10154-1002
Asset Account Portfolio
June 01, 2004 - June 30, 2004
JPMorgan Private Bank
Page 32 of 72
Euro Currency Activity by Date
Settlement
Dare
TYR.
continued
Quantity
Demcdplion
Realized
Geontess USD
Amount
Amount USD
Jun 7
Fwd FX Ctrct
- 24,726,000 SETTLE FORWARD CURRENCY CONTRACT
BUY EUR SELL USD
CONTRACT RATE :
1.236300000
TRADE 3/05/04 VALUE 607/04
20,000,000.00
24,619,929.83
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