EFTA01507080.pdf

05 12004 JPMurgan Chase Bank 345 Park Avenue, New York. NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 19 of 78 FINANCIAL TRUST COMPANY INC May 01, 2004 - May 31, 2004 Foreign Exchange Contracts continued Conlentent Counter C.:enter Current Mee« Market Value Market Value Unreenzed Tree an One Currency Amount Carney Amount Canna Rate Fatten% Rate ReeNvijittee USD Royebies (ASO Stunit ass USO May. 17 04 Jun. 14 04 NZD • 5,000,000.00 USD 2,971,500.00 0.5943 0.627218 2,971,500.00 3,136,091.41 - 164,591.41 Apr. 16 04 Oct. 20 04 NZD 10,000,000.00 USD - 6,276,000.00 0.6276 0.617384 6,173,837.51 6,276,000.00 - 102,162.49 May. 27 04 Oct_ 20 04 NZD 5,000,000.00 USD - 3,127,000.00 0.6254 0.617384 3,086,918.75 3,127,000.00 - 40,081.25 May. 27 04 Oct 20 04 NZD 5,000,000 00 USD - 3,127,000 00 0.6254 0.617384 3,086,918 75 3,127,000 00 - 40,081 25 Total Open 5,000,000.00 - 3,508,000.00 21,369,675.01 21,938,274.23 - 568,599.22 Total 5,000,000.00 - 3,633,000.00 78,936,746.82 79,630,346.04 - 693,599.22 TRADE RELATED N ZEALAND DOLLAR - U S DOLLAR May. 27 04 Jun. 1 04 NZD - 9,964,616.52 USD 6,227,885.32 0.625 1.60 6,227,885.32 6,227,885 32 0.00 Total Foreign Exchange Contracts 482,667,530.56 485,276,159.94 - 2,608,629.38 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032070 Chase CONFIDENTIAL SDNY_GM_00301268 EFTA01507080