EFTA01507451.pdf

08 2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 dl JPMorgan Private Bank Account Number Asset Account Portfolio Page 15 ot 48 FINANCIAL TRUST COMPANY INC August 01, 2004 - August 31, 2004 Foreign Exchange Contracts continued SerUement Coumer Counter aamu!~km Market valuu Mmk« Valuu Unredired rute Dere Ds» Ginen< Ampuu! Cumwm Ampuu! Commtt RAE* FonmirdReini ~Ml« 1.150 Ui! stAss USD Gaintoss USD EURO CURRENCY - U S DOLLAR Apr. 16 04 Oct. 20 04 EUR 10,000,000.00 USD - 11,971,000.00 1.1971 0.823313 12,146,049.67 11,971,000.00 175,049.67 Apr. 23 04 Oct. 20 04 EUR 3,000,000.00 USD - 3,536,700.00 1.1789 0.823313 3,643,814.90 3,536,700.00 107,114.90 May. 3 04 Oct. 20 04 EUR - 10,000,000.00 USD 11,883,000.00 1.1883 0.823313 11,883,000.00 12,146,049.67 - 263,049.67 May. 11 04 Oct. 20 04 EUR - 1,500,000.00 USD 1,766,100.00 1.1774 0.823313 1,766,100.00 1,821,907.45 - 55,807.45 May. 17 CM Oct. 20 04 EUR - 1,500,000.00 USD 1,796,100.00 1.1974 0.823313 1,796,100.00 1,821,907.45 - 25,807.45 Total Closed 0.00 - 62,500.00 31,235,064.57 31,297,564.57 - 62,500.00 POUND STERLING - JAPANESE YEN Aug. 13 04 Sep. 14 04 GBP 5,000,000.00 JPY - 1,013,300,000.00 202.66 197.03627 8,983,163 37 9,239,557.17 - 256,393.80 POUND STERLING - U S DOLLAR Jul. 12 04 Sep. 14 04 GBP - 13,000,000.00 USD 24,048,700.00 1.8499 1.796633 24,048,700.00 23,356,224.76 692,475.24 Jul. 20 04 Sep. 14 04 GBP 5,000,000.00 USD - 9,250,000.00 1.85 1.796633 8,983,163.37 9,250,000.00 - 266,836.63 Aug. 4 04 Sep. 14 04 GBP • 5,000,000.00 USD 9,059,000.00 1.8118 1.796633 9,059,000.00 8,983,163.37 75,836.63 Apr. 16 04 Oct. 20 04 GBP 10,000,000.00 USD • 17,725,000.00 1.7725 1.791105 17,911,049.73 17,725,000.00 186,049.73 Apr. 23 04 Oct. 20 04 GBP 3,000,000.00 USD - 5,232,300.00 1.7441 1.791105 5,373,314.91 5,232,300.00 141,014.91 Total Open 0.00 900,400.00 65,375,228.01 64,546,688.13 828,539.88 HUNGARIAN FORINT - U S DOLLAR Jul. 13 04 Sep. 14 04 HUF - 677,070,000.00 USD 3,268,501.08 207.15 205.887857 3,268,501.08 3,288,537.79 - 20,036.71 Jul. 21 04 Sep. 14 04 HUF 677,070,000.00 USD - 3,286,747.57 206.00 205.887857 3,288,537.79 3,286,747.57 1,790.22 Aug. 17 04 Sep. 14 04 HUF - 806,280,000.00 USD 4,000,000.00 201.57 205.887857 4,000,000.00 3,916,112.44 83,887.56 Apr. 27 04 Oct. 20 04 HUF 1,059,940,000.00 USD - 4,803,280.91 220.67 207.879895 5,098,809.57 4,803,280.91 295,528.66 Apr. 28 04 Oct. 20 04 HUF 634,280,000.00 USD - 2,859,564.49 221.81 207.879895 3,051,184.91 2,859,564.49 191,620.42 Total Open 887,940,000.00 - 3,681,091.89 18,707,033.35 18,154,24120 552,790.15 JAPANESE YEN - U S DOLLAR Jul. 12 04 Sep. 14 04 JPY - 518,050,000.00 USD 4,797,647.71 107.98 109.669758 4,797,647.71 4,723,727.02 73,920.69 Aug. 10 04 Sep. 14 04 JPY - 554,200,000.00 USD 5,000,000.00 110.84 109.669758 5,000,000.00 5,053,352.99 - 53,352.99 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032496 Chase CONFIDENTIAL SDNY_GM_00301694 EFTA01507451