EPSTEIN
page 6 / 347 . OCR, unverified
1.227200000
TRADE 3/16/04 VALUE 6/07/04
Jun 7
Receipt of Assets
INTEREST RATE SWAP
1,000,000,000 JPY NOTIONAL 6/7/2014
REC:FLOATING JPY 3 MONTH LIBOR
PAY: FIXED RATE 1.605% JPY QUARTERLY
ACTUAL/360
JPMORGAN CHASE BANK
TRADE DATE 06/03/04
Jun 7
Sale
- 58,500 JP MORGAN INSTITUTIONAL PRIME MONEY
58,500 00
INSTITUTIONAL CLASS SWEEP FUND (829)
(SWEEP DEADLINE IS 4:30 PM EST)
Jun 8
Fwd
Ctrct
15,000,000 SETTLE FORWARD CURRENCY CONTRACT
- 9,943,500 00
BUY NZO SELL USD
CONTRACT RATE :
0.662900000
TRADE 3/0304 VALUE 6/08/04
Jun 8
Fwd FX Ctrct
15,000,000 SETTLE FORWARD CURRENCY CONTRACT
- 9,900,000.00
BUY NZO SELL USD
CONTRACT RATE :
0.660000000
TRADE 3/04/04 VALUE 6(08/04
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00032329
SDNY_GM_00301527
EFTA01507305
--- SOURCE: IMAGES__0119__EFTA01507306.txt ---
METADATA_SOURCE: IMAGES0119
METADATA_FILENAME: EFTA01507306.pdf
----------------------------------------
INN
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 51 of 72
U S Dollar Activity by Date
Settlement
Date
type
continued
Quantity Desenption
amount USD
Jun 8
Fwd FX Ctrct
10,000,000 SETTLE FORWARD CURRENCY CONTRACT
- 18,295,000.00
BUY GBP SELL USD
CONTRACT RATE :
1.829500000
TRADE 3/05/04 VALUE 6/08/04
Jun 8
Fwd FX Ctrct
- 10,000,000 SETTLE FORWARD CURRENCY CONTRACT
18.012.000.00
BUY USD SELL GBP
CONTRACT RATE :
1.801200000
TRADE 3/16104 VALUE 6/08/04
Jun 8
Fwd FX Ctrct
- 10,000,000 SETTLE FORWARD CURRENCY CONTRACT
6,450,000.00
BUY USD SELL NZD
CONTRACT RATE :
0.645000000
TRADE 3/16(04 VALUE 6/08/04
Jun 8
Fwd FX Ctrct
- 20,000,000 SETTLE FORWARD CURRENCY CONTRACT
13.118.000 00
BUY USD SELL NZD
CONTRACT RATE :
0.655900000
TRADE 3/22/04 VALUE 6/08/04
Jun 8
Purchase Opt
20,000,000 EUR PUT USD CALL
- 96,800.00
FX EUROPEAN STYLE OPTION
DEC 06. 2004 @ 1.1
PURCHASED FX OPTION
PUT
20,000,000.00 EUR
CALL
22,000,000.00 USD
TRADE DATE 06/04/04
Jun 8
Sale
- 655,300 JP MORGAN INSTITUTIONAL PRIME MONEY
655,300.00
INSTITUTIONAL CLASS SWEEP FUND (829)
(SWEEP DEADLINE IS 4:30 PM EST)
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00032330
SDNY_GM_00301528
EFTA01507306
--- SOURCE: IMAGES__0119__EFTA01507307.txt ---
METADATA_SOURCE: IMAGES0119
METADATA_FILENAME: EFTA01507307.pdf
----------------------------------------
INN
Account Number
FINANCIAL TRUST COMPANY INC
June 01, 2004 - June 30, 2004
JPMurgan Chase Bank
345 Park Avenue, New York, NY 10154-1002
JPMorgan
Private
Bank
Asset Account Portfolio
Page 52 of 72
U S Dollar Activity by Date
Settlement
Date
type
continued
Quantity Desenpeon
Amount USD
Jun 9
Misc. Disbursement
CROSS CURRENCY SWAP
- 18,466 70
10MM NZD NOTIONAL 6.51MM USD
NOTIONAL 3/9/2014 REC: FIXED RATE
6.26% NZD SEMI-ANNUAL PAY: FLOATING
RATE USD 3 MONTH LIBOR QUARTERLY
IR SWAP PAYMENT
FIXED - 18.466.70 LIBOR
Jun 9
Misc. Disbursement
CROSS CURRENCY SWAP
- 21,209 07
10MM AUD NOTIONAL 7.41MM USD
NOTIONAL 3/9/2014 REC: FIXED RATE
5.84% AUD SEMI-ANNUAL PAY: FLOATING
RATE USD 3 MONTH LIBOR QUARTERLY
IR SWAP PAYMENT
FIXED - 21,209.07 LIBOR
Jun 9
Sale
- 39,675.77 JP MORGAN INSTITUTIONAL PRIME MONEY
39,675 77
INSTITUTIONAL CLASS SWEEP FUND (829)
(SWEEP DEADLINE IS 4:30 PM EST)
Jun 10
Buy-Back Opt
5000,000 GBP CALL USD PUT
- 59,704.00
FX EUROPEAN STYLE OPTION
JUN 15, 2004 @ 1.83
KNOCK IN TRIGGERED
1.86
REPURCHASE OF WRITTEN FX OPTION
TRADE DATE 06(08/04
Jun 10
Write Option
- 5,000,000 GBP PUT USD CALL
25,550 00
FX EUROPEAN STYLE OPTION
JUN 15, 2004 @ 1.825
WRITTEN FX OPTION
PUT
5,000,000.00 GBP
CALL
9,125,000.00 USD
TRADE DATE 06(08/04
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00032331
SDNY_GM_00301529
EFTA01507307
--- SOURCE: IMAGES__0119__EFTA01507308.txt ---
METADATA_SOURCE: IMAGES0119
METADATA_FILENAME: EFTA01507308.pdf
----------------------------------------
INN
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 53 of 72
U S Dollar Activity by Date
Settlement
Date
type
continued
Quantity Demeription
amount USD
Jun 10
Write Option
- 5,000,000 GBP CALL USD PUT
FX EUROPEAN STYLE OPTION
JUN 15, 2004 it 1.835
WRITTEN FX OPTION
44,040.00
CALL
5,000,000.03 GBP
PUT
9,175,000.00 USD
TRADE DATE 06/08/04
Jun 10
Purchase
9,886 JP MORGAN INSTITUTIONAL PRIME MONEY
- 9,886.00
INSTITUTIONAL CLASS SWEEP FUND (829)
(SWEEP DEADLINE IS 4:30 PM EST)
Jun 11
Spot FX
10,000,000 SPOT CURRENCY TRANSACTION BUY
- 8,003,201.28
BUY CHF SELL USD
SPOT RATE :
1.249500000
TRADE 6/09/04 VALUE 6/11/04
SWISS FRANC
U S DOLLAR
Jun 11
Spot FX
- 2,495,000 SPOT CURRENCY TRANSACTION SALE