EPSTEIN
page 2 / 347 . OCR, unverified
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
Chase
CONFIDENTIAL
JPM-SDNY-00032311
SDNY_GM_00301509
EFTA01507290
--- SOURCE: IMAGES__0119__EFTA01507291.txt ---
METADATA_SOURCE: IMAGES0119
METADATA_FILENAME: EFTA01507291.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 33 of 72
Account Transactions by Currency
Hungarian Forint Activity Summary
Amount Ms
Period
ATOM'
to an
Beginning Balance
Credits
.00
Sales, Maturities, Redemptions
3,203,000,000.00
Foreign Exchange
1,694,220,000.00
11,630,570,000.00
Debits
Purchases of Securities
- 2,120,000,000.0
Foreign Exchange
- 1,694,220,000.0
- 12,713,570,000.
Ending Balance
.00
Foreign Exchange Gains/Losses
56,016.85
Hungarian Forint Activity by Date
Seilletrient
dare
Type
Quantity Descriptor)
Realized
GaintOSS USO
Amount
Amount USD
Jun 14
Fwd FX Ctrct
6,478,242.71 SETTLE FORWARD CURRENCY CONTRACT
46.171 54 -1,396,450,000.00
-6,664,417.98
BUY USD SELL HUF
CONTRACT RATE : 215.560000000
TRADE 5/12/04 VALUE 6(14/04
Jun 14
Fwd FX Ctrct
1,394,968.61 SETTLE FORWARD CURRENCY CONTRACT
9,845.31 - 297,770,000.00
- 1,421,077.54
BUY USD SELL HUF
CONTRACT RATE : 213.460000000
TRADE 5/17/04 VALUE 6/14/04
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00032312
SDNY_GM_00301510
EFTA01507291
--- SOURCE: IMAGES__0119__EFTA01507292.txt ---
METADATA_SOURCE: IMAGES0119
METADATA_FILENAME: EFTA01507292.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 34 of 72
Hungarian Forint Activity by Date
continued
Settlement
Date
Type
Quantity ft eettpdon
Gamtoss
Realized
USD
Amount
Anton USD
Jun 14
Spot FX
- 8,029,478.67 SPOT CURRENCY TRANSACTION • BUY
1.694,220.000 00
8,029,478.67
BUY HUF SELL USD
SPOT RATE : 211.000000000
TRADE 1910/04 VALUE 6/14/04
HUNGARIAN FORINT
U S DOLLAR
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00032313
SDNY_GM_00301511
EFTA01507292
--- SOURCE: IMAGES__0119__EFTA01507293.txt ---
METADATA_SOURCE: IMAGES0119
METADATA_FILENAME: EFTA01507293.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 35 of 72
Account Transactions by Currency
Japanese Yen Activity Summary
Amount ties
Pentad
Amount
ro Date
Beginning Balance
.00
Credits
Foreign Exchange
567,850,000.00
5,704,317,520.00
Debits
Foreign Exchange
- 567,850,000 00
- 5,704,317,520 .0
Ending Balance
.00
Japanese Yen Activity by Date
Settlement
Date
Type
()sunray
Description
Reallnet
Arnow
GaIntosa USD
Ameon USD
Jun 15
Fwd FX Ctrct
5,000,000 SETTLE FORWARD CURRENCY CONTRACT
- 567,850,000.00
- 5,159,224.09
BUY USD SELL JPY
CONTRACT RATE : 113.570000000
TRADE 5/18/04 VALUE 6/15/04
Jun 15
Fwd FX Ctrct
- 445,438.28 SETTLE FORWARD CURRENCY CONTRACT
49,800,000.00
452.459 91
BUY JPY SELL USD
CONTRACT RATE : 111.800000000
TRADE 5/27/04 VALUE 8/15/04
Jun 15
Fwd FX Ctrct
- 4,731,050.23 SETTLE FORWARD CURRENCY CONTRACT
518,050,000.00
4,706,764 18
BUY JPY SELL USD
CONTRACT RATE : 109.500000000
TRADE 8/10/04 VALUE 6/15/04
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00032314
SDNY_GM_00301512
EFTA01507293
--- SOURCE: IMAGES__0119__EFTA01507294.txt ---
METADATA_SOURCE: IMAGES0119
METADATA_FILENAME: EFTA01507294.pdf
----------------------------------------
JPMorgan Chase Bank
2004
345 Park Avenue. New York, NY 10154-1002
II3 JPMorgan
Private
Bank
Account Number
Asset Account Portfolio
Page 38 of 72
FINANCIAL TRUST COMPANY INC
June 01, 2004 - June 30, 2004
N Zealand Dollar Activity by Date
continued
Settlement
Date
Jun 14
Jun 14
Jun 14
Jun 14
Jun 14
Jun 14
type
Quantity
Fwd FX Ctrct
3,033,500
Fwd FX Ctrct
2,971,500
Spot FX
3,134,500
Spot FX
- 12,600,000
Spot FX
- 9.516,000
FX Opt Asgn'D
9,300,000
Desenption
Realized
Gaintosa USD
amount
amount USD
SETTLE FORWARD CURRENCY CONTRACT
- 11,088.35
- 5,000,000.00
- 3,148,416.34
BUY USD SELL NZD
CONTRACT RATE :
0.606700000
TRADE 5/12/04 VALUE 6114/04
SETTLE FORWARD CURRENCY CONTRACT
- 11,088.35
- 5,000,000.00
- 3,148,416.34
BUY USD SELL NZD
CONTRACT RATE :
0.594300000