EFTA01507220.pdf

06 12004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number:O 30171.00.5 Asset Account Portfolio Page 25 of 72 FINANCIAL TRUST COMPANY INC June 01, 2004 - June 30, 2004 Trade Settlement Counter Counter RevaWOW Contracted' Revalued Realized OVe Ode Currency Amount Currency Amount Contract ate Rate Bate Amount USD Aomori/SD GairYLoss USO Settled Foreign Exchange Contracts SPECULATIVE AUSTRALIA DOLLAR - U S DOLLAR Apr 29 04 Jun 104 AUD - 10,000,000.00 USD 7,171,000.00 0.717100 1.408650 7,171,000.00 - 7,098,995.49 72,004.51 May 11 04 Jun 15 04 AUD - 3,000,000.00 USD 2,081,400.00 0.693800 1.450000 2,081,400.00 - 2,068,965.51 12,434.49 May 14 04 Jun 15 04 AUD - 5,000,000.00 USD 3,438,000.00 0.687600 1.450000 3,438,000.00 - 3,448,275.86 - 10,275.86 May 17 04 Jun 15 04 AUD - 5,000,000.00 USD 3,408,500.00 0.681700 1.450000 3,408,500.00 - 3,448,275.86 - 39,775.86 Jun 10 04 Jun 15 04 AUD 13,000,000.00 USD - 9,035,000.00 0.695000 1.450000 - 9,035,000.00 8,965,517.24 - 69,482.76 Jun 15 04 Jun 18 04 AUD - 5,000,000.00 USD 3,436,000.00 0.687200 0.687200 3,436,000.00 - 3,436,000.00 Jun 16 04 Jun 18 04 AUD 5,000,000.00 USD - 3,436,000.00 0.687200 0.687200 - 3,436,000.00 3,436,000.00 SWISS FRANC U S DOLLAR Jun 904 Jun 11 04 CHF - 2,495,000.00 USD 1,997,278.26 1.249200 1.249500 1,997,278.26 - 1,996,798.72 479.54 Jun 904 Jun 11 04 CHF 2,495,000.00 USD - 1,996,798.72 1.249500 1.249500 - 1,996,798.72 1,996,798.72 EURO CURRENCY - U S DOLLAR Mar 3 04 Jun 704 EUR 5,000,000.00 USD - 6,073,500.00 1.214700 1.230996 - 6,073,500.00 6,154,982.45 81,482.45 Mar 504 Jun 7 04 EUR 10,000,000.00 USD - 12,395,000.00 1.239500 1.230996 - 12,395,000.00 12,309,964.91 - 85,035.09 Mar 5 04 Jun 704 EUR 20,000,000.00 USD - 24,726,000.00 1.236300 1.230996 - 24,726,000.00 24,619,929.83 - 106,070.17 Mar 16 04 Jun 704 EUR - 35,000,000.00 USD 42,952,000.00 1.227200 1.230996 42,952,000.00 - 43,084,877.20 - 132,877.20 Jun 18 04 Jun 29 04 EUR 10,000,000.00 USD - 12,105,000.00 1.210500 1.211607 - 12,105,000.00 12,116,071.96 11,071.96 Jun 21 04 Jun 29 04 EUR - 10,000,000.00 USD 12,102,000.00 1.210200 1.211607 12,102,000.00 - 12,116,071.96 - 14,071.96 POUND STERLING - U S DOLLAR Mar 3 04 Jun 7 04 GBP 10,000,000.00 USD - 18,106,000.00 1.810600 1.836041 - 18,106,000.00 18,360,414.94 254,414.94 Mar 5 04 Jun 704 GBP - 10,000,000.00 USD 18,290,000.00 1.829000 1.836041 18,290,000.00 - 18,360,414.94 - 70,414.94 Mar 504 Jun 8 04 GBP 10,000,000.00 USD - 18,295,000.00 1.829500 1.835368 - 18,295,000.00 18,353,675.32 58,675.32 Mar 16 04 Jun 804 GBP - 10,000,000.00 USD 18,012,000.00 1.801200 1.835368 18,012,000.00 - 18,353,675.32 - 341,675.32 May 11 04 Jun 14 04 GBP - 5,000,000.00 USD 8,752,500.00 1.750500 1.817521 8,752,500.00 - 9,087,604.50 - 335,104.50 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032232 Chase CONFIDENTIAL SDNY_GM_00301430 EFTA01507220