EPSTEIN
page 3 / 347 . OCR, unverified
0.594300000
TRADE 5/17/04 VALUE 6/1444
SPOT CURRENCY TRANSACTION - SALE
- 5,000,000.00
- 3,134,500.00
BUY USD SELL NZD
SPOT RATE :
0.626900000
TRADE 6/09/04 VALUE 6/14/04
U S DOLLAR
N ZEALAND DOLLAR
SPOT CURRENCY TRANSACTION - BUY
20,000,000.00
12,600,000.00
BUY NZD SELL USD
SPOT RATE :
0.630000000
TRADE 6/10/04 VALUE 6/14/04
N ZEALAND DOLLAR
U S DOLLAR
SPOT CURRENCY TRANSACTION - BUY
15,000,000.00
9,516,000.00
BUY NZD SELL USD
SPOT RATE :
0.634400000
TRADE 6/1004 VALUE 6/14/04
N ZEALAND DOLLAR
U S DOLLAR
SPOT CURRENCY TRANSACTION
- 15,000,000.00
- 9,445,249.04
SETTLEMENT OF ASSIGNED FX OPTION
SELL NZD BUY USD
TRADE 6/1004 VALUE 6/14/04
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00032317
SDNY_GM_00301515
EFTA01507294
--- SOURCE: IMAGES__0119__EFTA01507295.txt ---
METADATA_SOURCE: IMAGES0119
METADATA_FILENAME: EFTA01507295.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 39 of 72
N Zealand Dollar Activity by Date
Settlement
Dare
type
continued
Quantity
Deactiption
Realized
Amount
alliVLOSS USD
Amount USD
Jun 18
Spot FX
6,274,000 SPOT CURRENCY TRANSACTION - SALE
- 10,000,000.00
- 6,274,000.00
BUY USD SELL NZD
SPOT RATE :
0.627400000
TRADE 6/15(04 VALUE 6(18/04
U S DOLLAR
N ZEALAND DOLLAR
Jun 18
Spot FX
- 176,383.31 SPOT CURRENCY TRANSACTION - BUY
280,284.94
176,383.31
BUY NZD SELL USD
SPOT RATE :
0.629300000
TRADE 6/16,04 VALUE 6(18/04
N ZEALAND DOLLAR
U S DOLLAR
Jun 18
Spot FX
- 6,274,000 SPOT CURRENCY TRANSACTION - BUY
10,000,000.00
6,274,000.00
BUY NZD SELL USD
SPOT RATE :
0.627400000
TRADE 6/17/04 VALUE 6(18/04
N ZEALAND DOLLAR
U S DOLLAR
Jun 21
Spot FX
3,111,000 SPOT CURRENCY TRANSACTION - SALE
- 5,000,000.00
- 3,111,000.00
BUY USD SELL NZD
SPOT RATE :
0.622200000
TRADE 6/17/04 VALUE 6/21/04
U S DOLLAR
N ZEALAND DOLLAR
Jun 21
Spot FX
6,271,000 SPOT CURRENCY TRANSACTION - SALE
- 10,000,000.00
- 6,271,000.00
BUY USD SELL NZD
SPOT RATE :
0.627100000
TRADE 6/17/04 VALUE 6/21/04
U S DOLLAR
N ZEALAND DOLLAR
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00032318
SDNY_GM_00301516
EFTA01507295
--- SOURCE: IMAGES__0119__EFTA01507296.txt ---
METADATA_SOURCE: IMAGES0119
METADATA_FILENAME: EFTA01507296.pdf
----------------------------------------
12004
Account Number:
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 40 of 72
N Zealand Dollar Activity by Date
Statement
Otte
Type
continued
alb'
Dettatpdoes
Realized
Matra
Gamtost USD
AMOunt USD
Jun 21
Jun 28
FX Opt Asgnn
Expired Opt
- 9,412,500 SPOT CURRENCY TRANSACTION
SETTLEMENT OF ASSIGNED FX OPTION
BUY NZD SELL USD
TRADE 6/17/04 VALUE 6/21/04
10,000,000 NZD PUT USD CALL
FX EUROPEAN STYLE OPTION
NOV 10, 2004 a 615
KNOCK IN TRIGGERED fa .60
KNOCK OUT
642
15,000,000.00
9,423,590.39
EXPIRATION OF WRITTEN FX OPTION
OPTION KNOCKED OUT
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00032319
SDNY_GM_00301517
EFTA01507296
--- SOURCE: IMAGES__0119__EFTA01507297.txt ---
METADATA_SOURCE: IMAGES0119
METADATA_FILENAME: EFTA01507297.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 41 of 72
Account Transactions by Currency
Pound Sterling Activity Summary
Amount this
Potio0
Amocmt
loan
Beginning Balance
Credits
.14
Sales, Maturities, Redemptions
13,000,000.00
Foreign Exchange
39,000,000 00
147,700,000.00
Debits
Foreign Exchange
- 39,000,000.00
-160,699,999.86
Ending Balance
.14
Foreign Exchange Gains/Losses
- 311,728.29
Pound Sterling Activity by Date
Sorttomint
On.
net*
Quantity DesaMrlon
RN1IZIO
°strut cos USD
Amount
Amount 1.15D
Jun 7
Fwd FX Ctrct
- 18,106,000 SETTLE FORWARD CURRENCY CONTRACT
10,000,000.00
18,360,414.94
BUY GBP SELL USD
CONTRACT RATE :
1.810600000
TRADE 3/03104 VALUE 6/07/04
Jun 7
Fwd FX Ctrct
18,290,000 SETTLE FORWARD CURRENCY CONTRACT
0.01
- 10,000,000.00
- 18,360,414.94
BUY USD SELL GBP
CONTRACT RATE :
1.829000000
TRADE 3/05104 VALUE 6/07/04
Jun 8
Fwd FX Ctrct
- 18,295,000 SETTLE FORWARD CURRENCY CONTRACT
10,000,000.00
18,353,675.32
BUY GBP SELL USD
CONTRACT RATE :
1.829500000
TRADE 3/05/04 VALUE 6/08/04
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00032320
SDNY_GM_00301518
EFTA01507297
--- SOURCE: IMAGES__0119__EFTA01507298.txt ---
METADATA_SOURCE: IMAGES0119
METADATA_FILENAME: EFTA01507298.pdf
----------------------------------------