EFTA01506843.pdf

03 2004 JPhlorganihaseBank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 33 of 88 FINANCIAL TRUST COMPANY INC March Ol, 2004 - March 31, 2004 Mmk Seakommi Counter Gwmer ReyekrebOn Contreceed Revalued ReMaed Date Date Currency Amon( Cumency Mmwm Conasce Rat. Ratt ?łase Amant USD A111OOO1' 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 - 12,244,000.00 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 - 12,205,000.00 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 - 15,853,658.53 162,341.47 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 -9,126000.00 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-00031832 Chase CONFIDENTIAL SDNY_GM_00301030 EFTA01506843