EFTA01506844.pdf

03 2004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 34 of 88 FINANCIAL TRUST COMPANY INC March 01, 2004 - March 31, 2004 Trade Settlement Counter Caviler ReveluatiOn Contracted Revalued Realized Date Date Currency Amount Currency Amount Connect Rate Rate Sate Amount USD AMOutIl USD Gerrit ore USD Settled Foreign Exchange Contracts continued Mar 10 04 Mar 12 04 GBP 5,000,000.00 USD - 9,103,000.00 1.820600 1.820600 - 9,103,000.00 9,103,000.00 Jan 904 Mar 15 04 GBP 5,000,000.00 USD - 9,191,500.00 1.838300 1.795010 - 9,191,500.00 8,975,049.36 - 216,450.64 Jan 14 04 Mar 15 04 GBP 3,000,000.00 USD - 5,473,500.00 1.824500 1.795010 - 5,473,500.00 5,385,029.61 - 88,470.39 Feb 11 04 Mar 15 04 GBP - 5,000,000.00 USD 9,374,500.00 1.874900 1.795010 9,374,500.00 - 8,975,049.36 399,450.64 Mar 1 04 Mar 15 04 GBP • 3,000,000.00 USD 5,598,300.00 1.866100 1.795010 5,598,300.00 - 5,385,029.61 213,270.39 Mar 10 04 Mar 17 04 GBP - 5,000,000.00 USD 9,123,500.00 1.824700 1.810774 9,123,500.00 - 9,053,870.52 69,629.48 Mar 10 04 Mar 17 04 GBP - 5,000,000.00 USD 9,129,500.00 1.825900 1.810774 9,129,500.00 - 9,053,870.52 75,629.48 Mar 16 04 Mar 17 04 GBP 10,000,000.00 USD - 18,140,000.00 1.814000 1.814000 - 18,140,000.00 18,140,000.00 JAPANESE YEN U S DOLLAR Mar 4 04 Mar 8 04 JPY 1,107,500,000.00 USD - 10,000,000.00 110 750000 110.750000 - 10,000,000.00 10,000,000.00 Mar 4 04 Mar 8 04 JPY 1,107,500,000.00 USD 9,988,275.61 110.880000 110.750000 9,988,275.61 - 10,000,000.00 - 11,724.39 Mar 5 04 Mar 904 JPY 556,250,000.00 USD - 5,000,000.00 111.250000 111.250000 - 5,000,000.00 5,000,000.00 Mar 5 04 Mar 9 04 JPY - 556,250,000.00 USD 4,979,856.76 111.700000 111.250000 4,979,856.76 - 5,000,000.00 - 20,143.24 Mar 3 04 Mar 12 04 JPY 1,100,200,000.00 USD - 10,000,000.00 110.020000 111.085000 - 10,000,000.00 9,904,127.46 - 95,872.54 Mar 8 04 Mar 12 04 JPY - 550,100,000.00 USD 4,903,289.06 112.190000 111.085000 4,903,289.06 - 4,952,063.73 - 48,774.67 Mar 804 Mar 12 04 JPY 550,100,000.00 USD 4,904,163.32 112.170000 111.085000 4,904,163.32 - 4,952,063.73 - 47,900.41 NORWEGIAN KRONE - U S DOLLAR Dec11 03 Mar 15 04 NOK 67,525,000.00 USD - 10,000,000.00 6.752500 6.936350 -10,000,000.00 9,734,947.05 - 265,052.95 Jan 6 04 Mar 15 04 NOK - 67,525,000.00 USD 10,028,961.83 6.733000 6.936350 10,028,961.83 - 9,734,947.05 294,014.78 N ZEALAND DOLLAR - U S DOLLAR Jan 2 04 Mar 15 04 NZD 10,000,000.00 USD - 6,544,000.00 0.654400 1.559550 - 6,544,000.00 6,412,106.05 - 131,893.95 Jan 2 04 Mar 15 04 NZD 10,000,000.00 USD - 6,534,000.00 0.653400 1.559550 - 6,534,000.00 6,412,106.05 - 121,893.95 Jan 5 04 Mar 15 04 NZD - 10,000,000.00 USD 6,637,000.00 0.663700 1.559550 6,637,000.00 - 6,412,106.05 224,893.95 Jan 7 04 Mar 15 04 NZD - 10,000,000.00 USD 6,669,000.00 0.666900 1.559550 6,669,000.00 - 6,412,106.05 256,893.95 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031833 Chase CONFIDENTIAL SDNY_GM_00301031 EFTA01506844