EFTA01507496.pdf

08 2004 JP51organ Chase Bank 345 Park Avenue, New York. NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 16 of 48 FINANCIAL TRUST COMPANY INC August 01, 2004 - August 31, 2004 Foreign Exchange Contracts continued Settlement Counter Counter Current Market Markel Value Market Value Unrealized Trade Ciant Om Currency Amount Cunene Amount Contract Rate FOIWIltd Rem Receivables USD P:yables VSO CUMVLoss VSO Apr. 16 04 Oct. 20 04 JPY 1,076,700,000.00 USD - 10,000,000.00 107.67 109.480209 9,834,654.24 10,000,000.00 - 165,345.76 May. 25 04 Oct 20 04 JPY - 558,650,000.00 USD 5,000,000.00 111.73 109.480209 5,000,000.00 5.102,748.76 - 102.748.76 Total Open - 554,200,000.00 4,797,647.71 24,632,301.95 24,879,828.77 - 247,526.82 N ZEALAND DOLLAR - U S DOLLAR Jul. 7 04 Sep. 9 04 NZD - 10,000,000.00 USD 6,483,000.00 0.6483 0.655352 6,483,000.00 6,553,518 93 - 70,518.93 Aug. 1004 Sep. 904 NZD 10,000,000.00 USD - 6,514,000.00 0.6514 0.655352 6,553,518.93 6,514,000 00 39.518 93 Mar 11 04 Mar 15 05 NZD 5,000,000.00 USD - 3,102,500.00 0.6205 0.640617 3,203,082 56 3,102,500 00 100,582.56 Mar. 23 04 Mar. 15 05 NZD - 5,000,000.00 USD 3,170,500.00 0.6341 0.640617 3,170,500.00 3,203,082.56 - 32,582.56 Total Closed 0.00 37,000.00 19,410,101.49 19,373,101.49 37,000.00 Jul. 12 04 Sep. 14 04 NZD - 20,000,000.00 USD 13,096,000.00 0.6548 0.654909 13,096,000.00 13,098,171.16 - 2,171.16 Aug. 404 Sep. 14 04 NZD - 10,000,000.00 USD 6,389,000.00 0.6389 0.654909 6,389,000.00 6,549,085.58 - 160,085.58 Aug. 604 Sep. 14 04 NZD 5,000,000.00 USD - 3,252,000.00 0.6504 0.654909 3,274,542.79 3,252,000.00 22,542.79 Aug. 10 04 Sep. 14 04 NZD 5,000,000.00 USD - 3,269,000.00 0.6538 0.654909 3,274,542.79 3,269,000.00 5,542.79 Apr. 16 04 Oct. 20 04 NZD 10,000,000.00 USD - 6,276,000.00 0.6276 0.651913 6,519,132.19 6,276,000.00 243,132.19 May. 27 04 Oct. 20 04 NZD 5,000,000.00 USD - 3,127,000.00 0.6254 0.651913 3,259,566.09 3,127,000.00 132,566.09 May. 27 04 Oct. 20 04 NZD 5,000,000.00 USD - 3,127,000.00 0.6254 0.651913 3,259,566.09 3,127,000.00 132,566.09 Total Open 0.00 434,000.00 39,072,349.95 38,698,256.74 374,093.21 Total 0.00 471,000.00 58,482,451.44 58,071,358.23 411,093.21 Total Foreign Exchange Contracts 258,239,818.73 257,253,150.64 986,668.09 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032545 Chase CONFIDENTIAL SDNY_GM_00301743 EFTA01507496