EFTA01506570.pdf

0 1 INN JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 16 of 53 FINANCIAL TRUST COMPANY INC January 01, 2004 - January 31, 2004 Foreign Exchange Contracts continued Settlement Counter Counter Cwrwu MN»; Market Value Market Value Unreallzed Tree* Dam On. CUITORCy Amount Cuntaty Arnow)! Conrad Rate Forward Rem Receivables USD Abet.« (ASO GslivLoss (ASO EURO CURRENCY - U S DOLLAR Dec. 11 03 Mar. 15 04 EUR 10,000,000.00 USD -12,125,000.00 1.2125 0.805965 12,407,479.57 12,125,000.00 282,479.57 Dec. 31 03 Mar. 15 04 EUR - 10,000,000.00 USD 12,583,000 00 1.2583 0.805965 12,583,000.00 12,407,479.57 175,520.43 Jan. 504 Mar 15 04 EUR 10,000,000.00 USD - 12,561,000.00 1.2561 0.805965 12,407,479. 57 12,561,000.00 - 153,520.43 Jan. 604 Mar. 15 04 EUR - 10.000,000.00 USD 12,751.000 00 1.2751 0.805965 12,751.000 00 12,407,479.57 343,520.43 Jan. 904 Mar 15 04 EUR 5,000,000.00 USD - 6.413.500 00 1.2827 0.805965 6,203,739 78 6,413,500 00 - 209.760 22 Jan. 12 04 Mar. 15 04 EUR - 5,000.000 00 USD 6.385.000 00 1.277 0.805965 6.385.000 00 6203,739 78 181,260 22 Total Closed 0.00 619,500.00 62,737,698.92 62,118,198.92 619,500.00 Jan. 904 Feb 13 04 EUR 5,000,000.00 USD - 6,416,000.00 1.2832 0.80524 6,209,327.27 6,416,000.00 - 206,672.73 Jan. 12 04 Feb 13 04 EUR - 5,000,000.00 USD 6,390,500.00 1.2781 0.80524 6,390,500.00 6,209,327.27 181,172.73 Jan. 20 04 Feb 13 04 EUR 10,000,000.00 USD - 12,585,000.00 1.2585 0.80524 12,418,654.54 12,585,000.00 - 166,345.46 Jan. 20 04 Feb 23 04 EUR 7,000,000.00 USD - 8,758,400.00 1.2512 0.805464 8,690,647.30 8,758,400.00 - 67,752.70 Total Open 17,000,000.00 - 21,368,900.00 33,709,129.11 33,968,727.27 - 259,598.16 Total 17,000,000.00 - 20,749,400.00 96,446,828.03 96,086,926.19 359,901.84 POUND STERLING - U S DOLLAR Jan. 904 Feb. 13 04 GBP 5,000,000.00 USD - 9,202,000.00 1.8404 1.818390 9,091,948.65 9,202,000.00 - 110,051.35 Jan. 20 04 Feb. 13 04 GBP 10,000,000.00 USD - 18,165,000.00 1.8165 1.818390 18,183,897.31 18,165,000.00 18,897.31 Jan. 904 Mar. 15 04 GBP 5,000,000.00 USD - 9,191,500.00 1.8383 1.813769 9,068,845.03 9,191,500.00 - 122,654.97 Jan. 14 04 Mar. 15 04 GBP 3.000.000.00 USD - 5.473.500 00 1.8245 1.813769 5.441,307.01 5.473,500.00 - 32,192.99 Total Open 23,000,000.00 - 42,032,000.00 41,785,998.00 42,032,000.00 - 246,002.00 NORWEGIAN KRONE - U S DOLLAR Dec. 11 03 Mar. 15 04 NOK 67,525.000.00 USD - 10,000,000.00 6.7525 7.020922 9,617,682.58 10,000,000.00 - 382,317.42 Jan. 604 Mar. 15 04 NOK - 67,525,000.00 USD 10,028,961.83 6.733 7.020922 10,028,961.83 9,617,682.58 411,279.25 Total Closed 0.00 28,961.83 19,646,644.41 19,617,682.58 28,961.83 N ZEALAND DOLLAR - U S DOLLAR Jan. 904 Feb. 13 04 NZD 5,000,000.00 USD - 3,405,000.00 0.681 0.669362 3,346,809.31 3,405,000.00 - 58,190.69 Jan. 12 04 Feb. 13 04 NZD 15,000,000.00 USD - 10,176,000.00 0.6784 0.669362 10,040,427.94 10,176,000.00 - 135,572.06 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031558 Chase CONFIDENTIAL SDNY_GM_00300756 EFTA01506570