EFTA01506755.pdf

03 12004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: O 30171.00.5 Asset Account Portfolio Page 33 of 88 FINANCIAL TRUST COMPANY INC March 01, 2004 - March 31, 2004 Trede Seakomt COunier CAMMer RevektabOn Contrected Revalued Reohzed Date Owe Currency Antami Cuneney MmwM Cenne/ Rat. Retr Base A~UM USD Amant USD GmnlossUSD Settled Foreign Exchange Contraets continued EURO CURRENCY - U S DOLLAR Mar 2 04 Mar 404 EUR - 10,000,000.00 USD 12,267,000.00 1.226700 1.224400 12,267,000.00 - 12,24(000.00 23,000.00 Mar 2 04 Mar 4 04 EUR 10,000,000.00 USD - 12,244,000.00 1.224400 1.224400 - 12,244,000.00 12,244,000.00 Mar 3 04 Mar 504 EUR - 10,000,000.00 USD 12,175,000.00 1.217500 1.217500 12,175,000.00 - 12,175,000.00 Mar 3 04 Mar 504 EUR 10,000,000.00 USD - 12,175,000.00 1.217500 1.217500 - 12,175,000.00 12,175,000.00 Dec 11 03 Mar 15 04 EUR 10,000,000.00 USD - 12,125,000.00 1.212500 1.222419 - 12,125,000.00 12,224,191.67 99,191.67 Dec 31 03 Mar 15 04 EUR - 10,000,000.00 USD 12,583,000.00 1.258300 1.222419 12,583,000.00 - 12,224,191.67 358,808.33 Jan 5 04 Mar 15 04 EUR 10,000,000.00 USD - 12,561,000.00 1.256100 1.222419 - 12,561,000.00 12,224,191.67 - 336,808.33 Jan 6 04 Mar 15 04 EUR - 10,000,000.00 USD 12,751,000.00 1.275100 1.222419 12,751,000.00 - 12,224,191.67 526,808.33 Jan 904 Mar 15 04 EUR 5,000,000.00 USD - 6,413,500.00 1.282700 1.222419 - 6,413,500.00 6,112,095.83 - 301,404.17 Jan 12 04 Mar 15 04 EUR - 5,000,000.00 USD 6,385,000.00 1.277000 1.222419 6,385,000.00 - 6,112,095.83 272,904.17 Mar 12 04 Mar 16 04 EUR - 10,000,000.00 USD 12,225,000.00 1.222500 1.220500 12,225,000.00 - 12,205,000.00 20,000.00 Mar 12 04 Mar 16 04 EUR 10,000,000.00 USD - 12,205,000.00 1.220500 1.220500 - 12,20ą 000.00 12,205,000.00 Mar 8 04 Mar 17 04 EUR - 10,000,000.00 USD 12,378,000.00 1.237800 1.219512 12,378,000.00 - 12,195,121.95 182,878.05 Mar 9 04 Mar 17 04 EUR - 7,000,000.00 USD 8,696,800.00 1.242400 1.219512 8,696,800.00 - 8,536,585.36 160,214.64 Mar 10 04 Mar 17 04 EUR 10,000,000.00 USD - 12,280,000.00 1.228000 1.219512 - 12,280,000.00 12,195,121.95 - 84,878.05 Mar 10 04 Mar 17 04 EUR - 13,000,000.00 USD 16,016,000.00 1.232000 1.219512 16,016,000.00 - 15,853658.53 162,341.47 Mar 10 04 Mar 17 04 EUR - 5,000,000.00 USD 6,155,500.00 1.231100 1.219512 6,155,500.00 - 6,097,560.97 57,939.03 Mar 11 04 Mar 17 04 EUR - 10,000,000.00 USD 12,281,000.00 1.228100 1.219512 12,281,000.00 - 12,195,121.95 85,878.05 Mar 16 04 Mar 17 04 EUR 35,000,000.00 USD - 43,050,000.00 1.230000 1.230000 - 43,050,000.00 43,050,000.00 POUND STERLING - U S DOLLAR Mar 3 04 Mar 504 GBP - 5,000,000.00 USD 9,128,500.00 1.825700 1.825200 9,128,500.00 - 9,126,000.00 2,500.00 Mar 3 04 Mar 504 GBP 5,000,000.00 USD - 9,126,000.00 1.825200 1.825200 - 9,126,000.00 9,126,000.00 Mar 10 04 Mar 12 04 GBP - 5,000,000.00 USD 9,137,000.00 1.827400 1.820600 9,137,000.00 - 9,103,000.00 34,000.00 Contidential Treatment Requested by JPMorgan JPM-SDNY-00031744 Chase CONFIDENTIAL SDNY_GM_00300942 EFTA01506755