EFTA01507079.pdf

05 INN JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 18 of 76 FINANCIAL TRUST COMPANY INC May 01, 2004 - May 31, 2004 Foreign Exchange Contracts continued Settlement Counter Counter Current AMA« Meet Value Market Value unrealized Traci* One One Current Amount Cunene Amount Comsat Rate Forward RIM Receivables VSO Pa Wes (SO Chances WO Apr. 23 04 Oct 20 04 GBP 3,000,000.00 USD - 5,232,300 00 1.7441 1.810108 5,430,324.58 5.232,300.00 198,024.58 Total Open 0.00 - 17,700.00 50,069,050.45 50,358,914.82 - 289,864.37 Total 0.00 - 49,700.00 159,608,979.41 159,930,843.78 - 321,864.37 HUNGARIAN FORINT - U S DOLLAR May. 12 04 Jun. 14 04 HUF - 1,396,450,000.00 USD 6,478,242.71 215.56 206.829810 6,478,242 71 6,751,686.32 - 273.443.61 May. 17 04 Jun. 14 04 HUF - 297,770,000.00 USD 1,394,968.61 213.46 206.829810 1,394,968 61 1,439,686 08 - 44,717.47 Apr. 27 04 Oct 20 04 HUF 1,059.940,000.00 USD - 4,803.280 91 220.67 213.779408 4,958,101 47 4,803,280 91 154,820.56 Apr. 28 04 Oct. 20 04 HUF 634,280,000.00 USD - 2,859,564.49 221.81 213.779408 2,966,983.60 2,859,564.49 107,419.11 Total Open 0.00 210,365.92 15,798,296.39 15,854,217.80 - 55,921.41 JAPANESE YEN - U S DOLLAR May. 18 04 Jun. 15 04 JPY - 567,850,000.00 USD 5,000,000.00 113.57 110.47286 5,000,000.00 5,140,176.49 - 140,176.49 May. 27 04 Jun. 15 04 JPY 49,800,000.00 USD - 445,438.28 111.80 110.47286 450,789.45 445,438.28 5,351.17 Apr. 16 04 Oct. 20 04 JPY 1,076,700,000.00 USD - 10,000,000.00 107.67 109.865589 9,800,156.77 10,000,000.00 - 199,843.23 May. 25 04 Oct. 20 04 JPY - 558,650,000.00 USD 5,000,000.00 111.73 109.865589 5,000,000.00 5,084,849.61 - 84,849.61 Total Open 0.00 - 445,438.28 20,250,946.22 20,670,464.38 - 419,518.16 N ZEALAND DOLLAR U S DOLLAR Mar. 304 Jun. 804 NZD 15,000,000.00 USD - 9,943,500.00 0.6629 0.627703 9,415,549.56 9,943,500.00 - 527,950.44 Mar. 4 04 Jun. 804 NZD 15,000,000.00 USD - 9,900,000.00 0.66 0.627703 9,415,549.56 9,900,000.00 - 484,450.44 Mar. 16 04 Jun. 804 NZD - 10,000,000.00 USD 6,450,000.00 0.645 0.627703 6.450,000.00 6,277,033.04 172,966.96 Mar. 22 04 Jun. 804 NZD - 20,000,000.00 USD 13,118,000.00 0.6559 0.627703 13,118,000.00 12,554,066.08 563,933.92 Feb. 20 04 Aug. 24 04 NZD 5.000,000.00 USD - 3,315,000.00 0.663 0.621507 3,107,536.90 3,315,000.00 - 207,463.10 Feb. 23 04 Aug. 24 04 NZD 5,000,000.00 USD - 3,344,500.00 0.6689 0.621507 3,107,536.90 3,344,500.00 - 236,963.10 Mar. 204 Aug. 24 04 NZD - 10,000,000.00 USD 6,742,000.00 0.6742 0.621507 6,742,000.00 6,215,073.80 526,926.20 Mar. 11 04 Mar. 15 05 NZD 5,000,000.00 USD - 3,102,500.00 0.6205 0.608080 3,040,398.89 3,102,500.00 - 62,101.11 Mar. 23 04 Mar. 15 05 NZD - 5,000,000.00 USD 3,170,500.00 0.6341 0.608080 3,170,500.00 3,040,398.89 130,101.11 Total Closed 0.00 - 125,000.00 57,567,071.81 57,692,071.81 - 125,000.00 May. 11 04 Jun. 14 04 NZD - 5,000,000.00 USD 3,017,000.00 0.6034 0.627218 3,017,000.00 3,136,091.41 - 119,091.41 May. 12 04 Jun. 14 04 NZD - 5,000,000.00 USD 3,033,500.00 0.6067 0.627218 3,033,500.00 3,136,091.41 - 102,591.41 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032069 Chase CONFIDENTIAL SDNY_GM_00301267 EFTA01507079