EFTA01506999.pdf

04 12004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 19 of 82 FINANCIAL TRUST COMPANY INC April 01, 2004 - April 30, 2004 Outstanding Foreign Exchange Contracts Net Currency Exposure Summary Gain/Loss Summary Value te Currancy valza m USD Australia Dollar 13,000,000.00 Total Unrealized Closed • 423,800.02 Euro Currency 13,000,000.00 Total Unrealized Open • 841,587.32 Pound Sterling 13,000,000.14 Total Unrealized Gain/Loss - 1,265,387.34 Hungarian Forint 1,694,220,000.00 Japanese Yen 1,182,170,000.00 N Zealand Dollar 20,000,000.00 U S Dollar - 79,624,525.43 Foreign Exchange Contracts Sernernent Counter Counter Current Mama Market Wahn MW», MW Unroaltzed Trede Date Date Cumtncy AmauM CLITIVICy Amant Conbeet Rate forward Rate ROCe Met USO Payables USD GHntost USO SPECULATIVE AUSTRALIA DOLLAR U S DOLLAR Apr. 29 04 May. 304 AUD - 5,000,000.00 USD 3,590,500.00 0.7181 1.392564 3,590,500.00 3,590,500.00 0.00 Apr. 30 04 May. 3 04 AUD 5,000,000.00 USD - 3,603,500.00 0.7207 1.387540 3,603,500.00 3,603,500.00 0.00 Feb. 20 04 Aug. 24 04 AUD 7,500,000.00 USD - 5,676,750.00 0.7569 0.712078 5,340,584.45 5,676,750.00 - 336,165.55 Feb. 20 04 Aug. 24 04 AUD 7,500,000.00 USD - 5,639,250.00 0.7519 0.712078 5,340,584.45 5,639,250.00 - 298,665.55 Mar. 1 04 Aug. 24 04 AUD - 15,000,000.00 USD 11,347,500.00 0.7565 0.712078 11,347,500.00 10,681,168.90 666,331.10 Total Closed 0.00 18,500.00 29,222,668.90 29,191,168.90 31,500.00 Apr 30 04 May. 4 04 AUD 10,000,000 00 USD - 7,180.000 00 0.718 1.392758 7,180,000 00 7,180,000.00 0.00 Apr. 29 04 Jun. 1 04 AUD - 10,000,000.00 USD 7,171,000.00 0.7171 0.719304 7,171,000.00 7,193,036.03 - 22,036.03 Apr. 16 04 Oct. 20 04 AUD 10,000,000.00 USD - 7,289,000.00 0.7289 0.707404 7,074,039.27 7,289,000.00 - 214,960.73 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031988 Chase CONFIDENTIAL SDNY_GM_00301186 EFTA01506999