EFTA01507405.pdf

07 IMO,' JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 25 of 65 FINANCIAL TRUST COMPANY INC July 01, 2004 - July 31, 2004 Trade Settlement Counter Caviler RevaluabOn Contracted Revalued Realized Dale Date Currency Amount Currency Amount Contract Rate Rate Base Amount USD Amount USD GalnrLose USO Settled Foreign Exchange Contracts continued Jun 10 04 Jul 14 04 GBP - 8,000,000.00 USD 14,679,200.00 1.834900 1.855976 14,679,200.00 - 14,847,809.94 - 168,609.94 Jun 25 04 Jul 14 04 GBP - 3,000,000.00 USD 5,455,800.00 1.818600 1.855976 5,455,800.00 - 5,567,928.73 - 112,128.73 Jul 204 Jul 14 04 GBP - 2,000,000.00 USD 3,658,200.00 1.829100 1.855976 3,658,200.00 - 3,711,952.48 - 53,752.48 Jul 12 04 Jul 14 04 GBP 13,000,000.00 USD - 24,180,000.00 1.860000 1.860000 - 24,180,000.00 24,180,000.00 Jul 20 04 Jul 23 04 GBP 5,000,000.00 USD - 9,308,000.00 1.861600 1.861600 - 9,308,000.00 9,308,000.00 Jul 21 04 Jul 23 04 GBP - 2,000,000.00 USD 3,673,200.00 1.836600 1.861600 3,673,200.00 - 3,723,200.00 - 50,000.00 Jul 21 04 Jul 23 04 GBP - 3,000,000.00 USD 5,526,300.00 1.842100 1.861600 5,526,300.00 - 5,584,800.00 - 58,500.00 Jul 21 04 Jul 30 04 GBP - 5,000,000.00 USD 9,177,000.00 1.835400 1.818512 9,177,000.00 - 9,092,562.28 84,437.72 Jul 28 04 Jul 30 04 GBP 5,000,000.00 USD - 9,112,500.00 1.822500 1.822500 - 9,112,500.00 9,112,500.00 Jul 28 04 Jul 30 04 GBP - 5,000,000.00 USD 9,112,000.00 1.822400 1.820000 9,112,000.00 - 9,100,000.01 11,999.99 Jul 28 04 Jul 30 04 GBP 5,000,000.00 USD - 9,087,500.00 1.817500 1.817500 - 9,087,500.00 9,087,500.00 HUNGARIAN FORINT - U S DOLLAR Jun 10 04 Jul 14 04 HUF 1,694,220,000.00 USD 7,959,689.92 212.850000 201.280142 7,959,689.92 - 8,417,223.80 - 457,533.88 Jul 13 04 Jul 14 04 HUF 677,070,000.00 USD - 3,327,125.30 203.500000 203.500000 - 3,327,125.30 3,327,125.30 Jul 13 04 Jul 14 04 HUF 1,017,150,000.00 USD - 5,000,000.00 203.430000 203.430000 - 5,000,000.00 5,000,000.00 Jul 14 04 Jul 16 04 HUF 1,017,150,000.00 USD - 5,051,651.35 201.350000 201.350000 - 5,051,651.35 5,051,651.35 Jul 14 04 Jul 16 04 HUF 1,017,150,000.00 USD 5,041,635.68 201.750000 201.350000 5,041,635.68 - 5,051,651.35 - 10,015.67 JAPANESE YEN U S DOLLAR Jun 10 04 Jul 14 04 JPY - 518,050,000.00 USD 4,735,807.66 109.390000 109.065000 4,735,807.66 - 4,749,919.77 - 14,112.11 Jul 12 04 Jul 14 04 JPY 518,050,000.00 USD - 4,785,681 29 108.250000 108.250000 - 4,785,681.29 4,785,681 29 N ZEALAND DOLLAR - U S DOLLAR Jun 10 04 Jul 14 04 NZD - 20,000,000.00 USD 12,550,000 00 0.627500 1.528500 12,550,000.00 - 13,084,723.58 - 534,723 58 Jul 12 04 Jul 14 04 NZD 20,000,000.00 USD - 13,200,000.00 0.660000 0.660000 - 13,200,000.00 13,200,000.00 Jul 21 04 Jul 30 04 NZD - 5,000,000.00 USD 3,179,500.00 0.635900 1.577900 3,179,500.00 - 3,168,768.61 10,731 39 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032441 Chase CONFIDENTIAL SDNY_GM_00301639 EFTA01507405