EFTA01506757.pdf

03 2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 35 of 88 FINANCIAL TRUST COMPANY INC March 01, 2004 - March 31, 2004 Trade Settlement Counter Counter RevatuabOn Contracted Revalued Realized Date Date Currency Amount Gummy Amount Contract Rate Rate Base Amount USD Anent USD &Wilma USD Settled Foreign Exchange Contracts continued Jan 9 04 Mar 15 04 NZD 5,000,000.00 USD - 3,391,500.00 0.678300 1.559550 - 3,391,500.00 3,206,053.02 - 185,446.98 Mar 1 04 Mar 15 04 NZD - 5,000,000.00 USD 3,442,500.00 0.688500 1.559550 3,442,500.00 - 3,206,053.02 236,446.98 Mar 10 04 Mar 15 04 NZD - 10,000,000.00 USD 6,634,000.00 0.663400 1.559550 6,634,000.00 - 6,412,106.05 221,893.95 Mar 10 04 Mar 15 04 NZD 15,000,000.00 USD - 9,979,500.00 0.665300 1.559550 - 9,979,500.00 9,618,159.08 - 361,340.92 Mar 11 04 Mar 15 04 NZD 10,000,000.00 USD - 6,502,000.00 0.650200 0.650200 - 6,502,000.00 6,502,000.00 Mar 11 04 Mar 15 04 NZD - 10,000,000.00 USD 6,430,000.00 0.643000 0.643874 6,430,000.00 - 6,438,737.36 - 8,737 36 Mar 11 04 Mar 15 04 NZD - 10,000,000.00 USD 6,475,000.00 0.647500 0.643874 6,475,000.00 - 6,438,737.37 36,262.63 Mar 11 04 Mar 15 04 NZD 10,000,000.00 USD - 6,482,000.00 0.648200 0.648200 - 6,482,000.00 6,482,000.00 Mar 11 04 Mar 15 04 NZD - 5,000,000.00 USD 3,237,500.00 0.647500 0.643874 3,237,500.00 - 3,219,368.68 18,131.32 Mar 9 04 Mar 17 04 NZD - 10,000,000.00 USD 6,753,000.00 0.675300 1.545500 6,753,000.00 - 6,470,397.92 282,602.08 Mar 9 04 Mar 17 04 NZD - 10,000,000.00 USD 6,779,000.00 0.677900 1.545500 6,779,000.00 - 6,470,397.92 308,602.08 Mar 10 04 Mar 17 04 NZD - 10,000,000.00 USD 6,760,000.00 0.676000 1.545500 6,760,000.00 - 6,470,397.92 289,602.08 Mar 16 04 Mar 17 04 NZD 20,000,000.00 USD - 13,032,000.00 0.651600 0.651600 - 13,032,000.00 13,032,000.00 Mar 16 04 Mar 17 04 NZD 10,000,000.00 USD - 6,515,000.00 0.651500 0.651500 - 6,515,000.00 6,515,000.00 TAIWANESE DOLLAR - U S DOLLAR Mar 104 Mar 30 04 TWD 166,750,000.00 USD - 5,000,000.00 33.350000 33.065000 - 5,000,000.00 5,043,096.93 43,096.93 Mar 104 Mar 30 04 TWD- 166,750,000.00 USD 5,004,501.80 33.320000 33.065000 5,004,501.80 - 5,043,096.93 - 38,595.13 TRADE RELATED POUND STERLING - U S DOLLAR Mar 26 04 Mar 30 04 GBP - 5,000,000.00 USD 9,095,000.00 1.819000 1.845000 9,095,000.00 - 9,225,000.00 - 130,000.00 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031746 Chase CONFIDENTIAL SDNY_GM_00300944 EFTA01506757