EFTA01507771.pdf

10 2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 16 of 74 FINANCIAL TRUST COMPANY INC October 01, 2004 - October 31, 2004 Foreign Exchange Contracts continued Settlement Counter Counter Current Marna Market Value Marko value Unrealized Trod* are Om Current Amount Cunene Amount Conned Rate Forward Rate Receivables (ISO Psysaa tASO %meta* USO Mar. 23 04 Mar. 15 05 NZD - 5,000,000.00 USD 3,170,500.00 0.6341 0.672952 3,170,500.00 3,364,762.07 - 194,262.07 Total Closed 0.00 68,000.00 6,535,262.07 6,487,262.07 68,000.00 Oct 25 04 Dec. 904 NZD - 10,000,000.00 USD 6,973,000.00 0.6973 0.68064 6,973,000 00 6,806,404.30 166,595.70 Oct 804 Apr 12 05 NZD 10,000,000 00 USD - 6,675,000 00 0.6675 0.670823 6,708.228 56 6,675.000 00 33.228 56 Total Open 0.00 298,000.00 13,681,228.56 13,481,404.30 199,824.26 Total 0.00 366,000.00 20,216,490.63 19,948,666.37 267,824.26 Total Foreign Exchange Contracts 63,151,042.39 63,046,214.21 104,828.18 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032853 Chase CONFIDENTIAL SDNY_GM_00302051 EFTA01507771