EFTA01506569.pdf

JPMorgan Chase Bank 0 1 12004 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 15 of 53 FINANCIAL TRUST COMPANY INC January 01, 2004 - January 31, 2004 Outstanding Foreign Exchange Contracts Net Currency Exposure Summary Gain/Loss Summary Value In Currency Value in USD Australia Dollar 10,000,000.00 Total Unrealized Closed 1,055,461.83 Euro Currency 17,000,000.00 Total Unrealized Open • 633,776.77 Pound Sterling 13,000,000.00 Total Unrealized Gain/Loss 421,685.06 N Zealand Dollar 20,000,000.00 U S Dollar - 65,635,17146 Foreign Exchange Contracts Settlement Counter' Counter Current Market Market Vable Marker Value Unman:est Trade Date Date Currency Amount Currency Amount Contract Rate Penne.%Rate Reservable, USD Payables USD Cain/Loss USD SPECULATIVE AUSTRALIA DOLLAR - U S DOLLAR Dec. 11 03 Mar. 15 04 AUD 10,000,000.00 USD - 7,287,000.00 0.7287 0.756914 7,569,142.96 7,287,000.00 282,142.96 Jan. 204 Mar. 15 04 AUD 10,000,000.00 USD - 7,524,000.00 0.7524 0.756914 7,569,142.96 7,524,000.00 45,142.96 Jan. 704 Mar. 15 04 AUD - 20,000,000.00 USD 15,258,000.00 0.7629 0.756914 15,258,000.00 15,138,285.92 119,714.08 Jan. 904 Mar. 15 04 AUD 5,000,000.00 USD - 3,861,000.00 0.7722 0.756914 3,784,571.48 3,861,000.00 - 76,428.52 Jan. 15 04 Mar. 15 04 AUD - 5,000,000.00 USD 3,821,000.00 0.7642 0.756914 3,821,000.00 3,784,571.48 36,428.52 Total Closed 0.00 407,000.00 38,001,857.40 37,594,857.40 407,000.00 Jan. 904 Feb 13 04 AUD 5,000,000.00 USD - 3,876,000.00 0.7752 0.759884 3,799,417.83 3,876,000.00 - 76,582.17 Jan. 15 04 Feb 13 04 AUD - 5,000.000 00 USD 3,835,500.00 0.7671 0.759884 3,835,500 00 1799,417 83 36.082 17 Jan. 20 04 Feb 13 04 AUD 10.000.000 00 USD - 7.678.000 00 0.7678 0.759884 7,598.835 67 7,678.000 00 - 79,164.33 Total Open 10,000,000.00 - 7,718,500.00 15,233,753.50 15,353,417.83 - 119,664.33 Total 10,000,000.00 - 7,311,500.00 53,235,610.90 52,948,275.23 287,335.67 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031557 Chase CONFIDENTIAL SDNY_GM_00300755 EFTA01506569