EFTA01507396.pdf

07 12004 JPMorgan Chase Bank 345 Park Avenue, New York. NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 15 of 65 FINANCIAL TRUST COMPANY INC July 01, 2004 - July 31, 2004 Outstanding Foreign Exchange Contracts Net Currency Exposure Summary Gain/Loss Summary Value In Currency Value In U.So Australia Dollar - 10,000,000.00 Total Unrealized Closed - 87,246.50 Hungarian Forint 1,694,220,000.00 Total Unrealized Open 1,733,818.27 N Zealand Dollar - 20,000,000.00 Total Unrealized Gain/Loss 1,646,571.77 U S Dollar 13,502,155.82 Foreign Exchange Contracts SCITICYna Counter Counter Curtin Market Market Value Market Value Urn:Glazed Trade Date Owe cw" vxy Amount Currency Amount ConO➢ct Rate ForwardPale ROCOIVibie, USD PITONS (SO Gaintoss USD SPECULATIVE AUSTRALIA DOLLAR - U S DOLLAR Feb. 20 04 Aug. 24 04 AUD 7,500,000.00 USD - 5,676,750.00 0.7569 0.698264 5,236,980.06 5,676,750.00 - 439,769.94 Feb. 20 04 Aug. 24 04 AUD 7,500,000.00 USD - 5,639,250.00 0.7519 0.698264 5,236,980.06 5,639,250.00 - 402,269.94 Mar. 1 04 Aug. 24 04 AUD - 15,000,000.00 USD 11,347,500.00 0.7565 0.698264 11,347,500.00 10,473,960.12 873,539.88 Jul. 7 04 Sep. 904 AUD - 10,000,000.00 USD 7,166,000.00 0.7166 0.697088 7,166,000.00 6,970,883.15 195,116.85 Jul. 8 04 Sep. 904 AUD 10,000,000.00 USD - 7,180,000.00 0.718 0.697088 6,970,883.15 7,180,000.00 - 209,116.85 Total Closed 0.00 17,500.00 35,958,343.27 35,940,843.27 17,500.00 Jul. 9 04 Aug. 13 04 AUD - 10,000,000.00 USD 7,197,000.00 0.7197 0.699188 7,197,000.00 6,991,880.55 205,119.45 Jul. 12 04 Sep. 14 04 AUD - 13,000,000.00 USD 9,361,300.00 0.7201 0.696752 9,361,300.00 9,057,782.26 303,517.74 Apr 16 04 Oct 20 04 AUD 10,000,000 00 USD - 7.289.000 00 0.7289 0.694292 6,942,924 82 7,289,000.00 - 346.075 18 Apr 23 04 Oct 20 04 AUD 3000000.00 USD - 2148.600 00 0.7162 0.694292 2.082.877 44 2.148.600 00 - 65.722 56 Total Open - 10,000,000.00 7,120,700.00 25,584,102.26 25,487,262.81 96,839.45 Total - 10,000,000.00 7,138,200.00 61,542,445.53 61,428,106.08 114,339.45 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032431 Chase CONFIDENTIAL SDNY_GM_00301629 EFTA01507396