EFTA01507456.pdf

08 2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 20 of 48 FINANCIAL TRUST COMPANY INC August 01, 2004 - August 31, 2004 Trade Settlement Counter Caine, RevatuadOn Contracted' Revalued Realized Date Date Currency Amount Gummy Amount Contract Rate Rate Base Amount (ASO Amount USD Galn,Lost DSO Settled Foreign Exchange Contracts continued Feb 23 04 Aug 24 04 GBP 10,000,000.00 USD - 18,337,000.00 1.833700 1.795493 - 18,337,000.00 17,954,933.11 - 382,066.89 Mar 104 Aug 24 04 GBP - 10,000,000.00 USD 18,404,000.00 1.840400 1.795493 18,404,000.00 - 17,954,933.11 449,066.89 N ZEALAND DOLLAR - U S DOLLAR Jul 28 04 Aug 6 04 NZD 10,000,000.00 USD 6,269,000.00 0.626900 1.530250 6,269,000.00 - 6,534,879.92 - 265,879.92 Aug 4 04 Aug 6 04 NZD 10,000,000.00 USD - 6,420,000.00 0.642000 0.642000 - 6,420,000.00 6,420,000.00 Aug 11 04 Aug 13 04 NZD - 10,000,000.00 USD 6,539,000.00 0.653900 0.648600 6,539,000.00 - 6,486,000.00 53,000.00 Aug 11 04 Aug 13 04 NZD 10,000,000.00 USD - 6,486,000.00 0.648600 0.648600 - 6,486,000.00 6,486,000.00 Feb 20 04 Aug 24 04 NZD 5,000,000.00 USD - 3,315,000.00 0.663000 1.527300 - 3,315,000.00 3,273,751.06 - 41,248.94 Feb 23 04 Aug 24 04 NZD 5,000,000.00 USD - 3,344,500.00 0.668900 1.527300 - 3,344,500.00 3,273,751.06 - 70,748.94 Mar 2 04 Aug 24 04 NZD - 10,000,000.00 USD 6,742,000.00 0.674200 1.527300 6,742,000.00 - 6,547,502.12 194,497.88 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032501 Chase CONFIDENTIAL SDNY_GM_00301699 EFTA01507456