EFTA01506630.pdf

02 2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 23 of 58 FINANCIAL TRUST COMPANY INC February 01, 2004 - February 29, 2004 Trade Settlement Counter Can RevaluedOn Contracted Revalued Realized Date Date Currency Amount Currency Amount Contract Rate Rate Base Amount USG, Amount USD SeitYLess USD Settled Foreign Exchange Contracts continued Feb 6 04 Feb 10 04 EUR 15,000,000.00 USD - 19,047,000.00 1.269800 1.269800 - 19,047,000.00 19,047,000.00 Jan 904 Feb 13 04 EUR 5,000,000.00 USD - 6,416,000.00 1.283200 1.278936 - 6,416,000.00 6,394,679.62 - 21,320.38 Jan 12 04 Feb 13 04 EUR - 5,000,000.00 USD 6,390,500.00 1.278100 1.278936 6,390,500.00 - 6,394,679.62 - 4,179.62 Jan 20 04 Feb 13 04 EUR 10,000,000.00 USD - 12,585,000.00 1.258500 1.278936 - 12,585,000.00 12,789,359.25 204,359.25 Feb 10 04 Feb 13 04 EUR - 10,000,000.00 USD 12,780,000.00 1.278000 1.278936 12,780,000.00 - 12,789,359.25 - 9,359.25 Feb 6 04 Feb 17 04 EUR 10,000,000.00 USD - 12,709,000.00 1.270900 1.282216 - 12,709,000.00 12,822,156.68 113,156.68 Feb9 04 Feb 17 04 EUR - 10,000,000.00 USD 12,714,000.00 1.271400 1.282216 12,714,000.00 - 12,822,156.68 - 108,156.68 Jan 20 04 Feb 23 04 EUR 7,000,000.00 USD - 8,758,400.00 1.251200 1.255966 - 8,758,400.00 8,791,760.86 33,360.86 Feb 11 04 Feb 23 04 EUR - 7,000,000 00 USD 8,948,800.00 1.278400 1.255966 8,948,800.00 - 8,791,760.86 157,039.14 Feb 23 04 Feb 25 04 EUR - 7,500,000.00 USD 9,339,000.00 1.245200 1.255600 9,339,000.00 - 9,417,000.00 - 78,000.00 Feb 23 04 Feb 25 04 EUR 7,500,000.00 USD - 9,417,000.00 1.255600 1.255600 - 9,417,000.00 9,417,000.00 POUND STERLING - U S DOLLAR Jan 904 Feb 13 04 GBP 5,000,000.00 USD - 9,202,000.00 1.840400 1.888039 - 9,202,000.00 9,440,196.35 238,196.35 Jan 20 04 Feb 13 04 GBP 10,000,000.00 USD - 18,165,000.00 1.816500 1.888039 - 18,165,000.00 18,880,392.71 715,392.71 Feb 904 Feb 13 04 GBP - 15,000,000.00 USD 27,867,000.00 1.857800 1.888039 27,867,000.00 - 28,320,589.06 - 453,589.06 N ZEALAND DOLLAR U S DOLLAR Jan 9 04 Feb 13 04 NZD 5,000,000.00 USD - 3,405,000.00 0.681000 1.424100 - 3,405,000.00 3,510,989.39 105,989.39 Jan 12 04 Feb 13 04 NZD 15,000,000.00 USD - 10,176,000.00 0.678400 1.424100 - 10,176,000.00 10,532,968.19 356,968.19 Jan 15 04 Feb 13 04 NZD - 10,000,000.00 USD 6,702,000.00 0.670200 1.424100 6,702,000.00 - 7,021,978.79 - 319,978.79 Jan 16 04 Feb 13 04 NZD - 5,000,000.00 USD 3,325,500.00 0.665100 1.424100 3,325,500.00 - 3,510,989.39 - 185,489.39 Jan 20 04 Feb 13 04 NZD 10,000,000.00 USD - 6,666,000.00 0.666600 1.424100 - 6,666,000.00 7,021,978.79 355,978.79 Feb 9 04 Feb 13 04 NZD - 15,000,000.00 USD 10,417,500.00 0.694500 1.424100 10,417,500.00 - 10,532,968.19 - 115,468.19 Feb 11 04 Feb 19 04 NZD 10,000,000.00 USD - 6,952,000.00 0.695200 1.429600 - 6,952,000.00 6,994,963.62 42,963.62 Feb 17 04 Feb 19 04 NZD - 10,000,000.00 USD 7,063,000.00 0.706300 0.699496 7,063,000.00 - 6,994,963.62 68,036.38 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031618 Chase CONFIDENTIAL SDNY_GM_00300816 EFTA01506630