EFTA01507078.pdf

05 INN JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Nutuber: Asset Account Portfolio Page 17 of 78 FINANCIAL TRUST COMPANY INC May 01, 2004 - May 31, 2004 Foreign Exchange Contracts conbnued Setnerneu Counter Counter Cturent Adern« Merket Watte Market Wenn Unreellzed Trane Oste Oste CunMOY ATOUM Cun*scy Amount COnnet Re* Fannlel Rete Rfflived« USD PO »NN USO GenVLoss USD EURO CURRENCY - U S DOLLAR Mau 304 Jun. 704 EUR 5,000,000.00 USD - 6,073,500.00 1.2147 0.819057 6,104,584.56 6,073,500.00 31,084.56 Mau 504 Jun. 704 EUR 10,000,000.00 USD - 12,395,000.00 1.2395 0.819057 12,209,169.13 12,395,000.00 - 185,830.87 Mau 504 Jun. 704 EUR 20,000,000.00 USD - 24,726,000.00 1.2363 0.819057 24,418.338 26 24,726,000.00 - 307,661.74 Mau 16 04 Jun. 704 EUR - 35,000,000.00 USD 42,952,000.00 1.2272 0.819057 42,952,000.00 42,732,091.95 219,908.05 May. 17 04 Aug. 604 EUR - 5,000,000.00 USD 5,993,500.00 1.1987 0.820242 5,993,500.00 6,095,763 30 - 102,263 30 May. 27 04 Aug. 604 EUR 5,000,000.00 USD - 6,127,000.00 1.2254 0.820242 6,095,763.30 6,127,000 00 - 31,236.70 Feb. 20 04 Aug. 24 04 EUR 7,500,000.00 USD - 9,395,250.00 1.2527 0.820488 9,140,899.95 9,395,250.00 - 254,350.05 Mar. 1 04 Aug. 24 04 EUR - 7,500,000.00 USD 9,287,250.00 1.2383 0.820488 9,287,250.00 9,140,899.95 146,350.05 Apr. 16 04 Oct. 20 04 EUR 10,000,000.00 USD - 11,971,000.00 1.1971 0.820963 12,180,812.21 11,971,000.00 209,812.21 Apr. 23 04 Od. 20 04 EUR 3,000,000.00 USD - 3,536,700.00 1.1789 0.820963 3,654,243.66 3,536,700.00 117,543.66 May. 3 04 Od. 20 04 EUR - 10,000,000.00 USD 11,883,000.00 1.1883 0.820963 11,883,000.00 12,180,812.21 - 297,812.21 May. 11 04 Oct. 20 04 EUR - 1,500,000.00 USD 1,766,100.00 1.1774 0.820963 1,766,100.00 1,827,121.83 - 61,021.83 May. 17 04 Oct. 20 04 EUR - 1,500,000.00 USD 1,796,100.00 1.1974 0.820963 1,796,100.00 1,827,121.83 - 31,021.83 Total Closed 0.00 -546,Ø.00 147,481,761.07 148,028,261.07 - 546,500.00 POUND STERLING - U S DOLLAR Mar. 304 Jun. 704 GBP 10,000,000.00 USD - 18,106,000.00 1.8106 1.832196 18,321,962.64 18,106,000.00 215,962.64 Mar. 504 Jun. 704 GBP - 10,000,000.00 USD 18,290,000.00 1.829 1.832196 18,290,000.00 18,321,962.64 - 31,962.64 Mar. 504 Jun. 804 GBP 10,000,000.00 USD - 18,295,000.00 1.8295 1.832032 18,320,316.43 18,295,000.00 25,316.43 Mar. 16 04 Jun. 804 GBP - 10,000,000.00 USD 18,012,000.00 1.8012 1.832032 18,012,000.00 18,320,316.43 - 308,316.43 Feb. 23 04 Aug. 24 04 GBP 10,000,000.00 USD - 18,337,000.00 1.8337 1.819165 18,191,649.89 18,337,000.00 - 145,350.11 Mar 1 04 Aug. 24 04 GBP - 10.000.000.00 USD 18,404,000 00 1.8404 1.819165 18.404,000.00 18,191,649.89 212,350.11 Total Closed 0.00 - 32,000.00 109,539,928.96 109,571,928.96 - 32,000.00 May. 11 04 Jun. 14 04 GBP - 5,000,000.00 USD 8,752,500.00 1.7505 1.831044 8,752,500.00 9,155,219.58 - 402,719.58 May. 12 04 Jun. 14 04 GBP - 5,000,000.00 USD 8,850,500.00 1.7701 1.831044 8,850,500.00 9,155,219.58 - 304,719.58 May. 17 04 Jun. 14 04 GBP 1,000,000.00 USD - 1,767,000.00 1.767 1.831044 1,831,043.91 1,767,000.00 64,043.91 May. 19 04 Jun. 14 04 GBP - 4,000,000.00 USD 7,103,600.00 1.7759 1.831044 7,103,600.00 7,324,175.66 - 220,575.66 Apr. 16 04 Oct. 20 04 GBP 10,000,000.00 USD - 17,725,000.00 1.7725 1.810108 18,101,081.96 17,725,000.00 376,081.96 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032068 Chase CONFIDENTIAL SDNY_GM_00301266 EFTA01507078