EFTA01506831.pdf

03 2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number- Asset Account Portfolio Page 21 of 88 FINANCIAL TRUST COMPANY INC March 01, 2004 - March 31, 2004 Foreign Exchange Contracts continued Settlement Gauner Gaunter Current elatuinet Marker Value Market Value Unrealized Trade One an OurreneY Amour,/ Cunene Amount Cannel Rate FOneard Rem ROMA'S« USD Payableil (ASO Garet MT US0 Mar. 304 Jun. 704 EUR 5,000,000.00 USD - 6,073,500.00 1.2147 0.81514 6,133,913.12 6,073,500.00 60,413. 12 Mar. 504 Jun. 704 EUR 10,000,000.00 USD -12,395,000.00 1.2395 0.81514 12,267,826.24 12,395,000.00 - 127,173.76 Mar. 504 Jun. 704 EUR 20,000,000.00 USD - 24,726,000.00 1.2363 0.81514 24,535,652.48 24,726,000.00 - 190,347.52 Mar 16 04 Jun. 704 EUR - 35,000,000.00 USD 42,952,000.00 1.2272 0.81514 42,952,000.00 42,937,391 84 14,608 16 Feb 20 04 Aug. 24 04 EUR 7,500,000.00 USD - 9.395.250 00 1.2527 0.816486 9,185,700 51 9.395,250 00 - 209.549 49 Mar 1 04 Aug. 24 04 EUR - 7,500.000 00 USD 9287250 00 1.2383 0.816486 9287250 00 9.185.700 51 101.549 49 Total Closed 0.00 - 296,800.00 149,235,330.59 149,532,130.58 - 296,799.99 POUND STERLING - U S DOLLAR Mar. 304 Jun. 704 GBP 10,000,000.00 USD - 18,106,000.00 1.8106 1.826845 18,268,453.30 18,106,000.00 162,453.30 Mar. 504 Jun. 704 GBP - 10,000,000.00 USD 18,290,000.00 1.829 1.826845 18,290,000.00 18,268,453.30 21,546.70 Mar. 504 Jun. 804 GBP 10,000,000.00 USD - 18,295,000.00 1.8295 1.826678 18,266,784.97 18,295,000.00 - 28,215.03 Mar. 16 04 Jun. 804 GBP - 10,000,000.00 USD 18,012,000.00 1.8012 1.826678 18,012,000.00 18,266,784.97 - 254,784.97 Feb. 23 04 Aug. 24 04 GBP 10,000000.00 USD - 18,337,000.00 1.8337 1.813353 18,133,532.13 18,337,000.00 - 203,467.87 Mar. 1 04 Aug. 24 04 GBP • 10,000,000.00 USD 18,404,000.00 1.8404 1.813353 18,404,000.00 18,133,532.13 270,467.87 Total Closed 0.00 - 32,000.00 109,374,770.40 109,406,770.40 - 32,000.00 JAPANESE YEN - U S DOLLAR Feb. 20 04 May. 24 04 JPY 1,087,300,000.00 USD - 10,000,000.00 108.73 103.858758 10,469,025.64 10,000,000 00 469,025.64 Mar 2 04 May. 24 04 JPY - 1.087.300.000 00 USD 9.939.665.42 109.39 103.858758 9,939.665.42 10.469.025 64 - 529.360 22 Total Closed 0.00 - 60,334.58 20,408,691.06 20,469,025.64 - 60,334.58 N ZEALAND DOLLAR - U S DOLLAR Mar 304 Jun. 804 NZD 15,000,000.00 USD - 9,943,500.00 0.6629 0.660241 9,903,620.68 9,943,500.00 - 39,879.32 Mar 4 04 Jun. 804 NZD 15,000,000.00 USD - 9,900,000.00 0.66 0.660241 9,903,620.68 9,900,000.00 3,620.68 Mar 16 04 Jun. 804 NZD - 10,000,000.00 USD 6,450,000.00 0.645 0.660241 6,45O000.00 6,602,413.79 - 152,413.79 Mar. 22 04 Jun. 804 NZD - 20,000,000.00 USD 13,118,000.00 0.6559 0.660241 13,118,000.00 13,204,827.58 - 86,827.58 Feb. 20 04 Aug. 24 04 NZD 5,000,000.00 USD - 3,315,000.00 0.663 0.654041 3,270206.49 3,315,000.00 - 44,793.51 Feb. 23 04 Aug. 24 04 NZD 5,000,000.00 USD - 3,344,500.00 0.6689 0.654041 3,270,206.49 3,344,500.00 - 74,293.51 Mar. 2 04 Aug. 24 04 NZD - 10,000,000.00 USD 6,742,000.00 0.6742 0.654041 6,742,000.00 6,540,412.98 201,587.02 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031820 Chase CONFIDENTIAL SDNY_GM_00301018 EFTA01506831