EFTA01507398.pdf

07 INN JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 17 of 65 FINANCIAL TRUST COMPANY INC July 01, 2004 • July 31, 2004 Foreign Exchange Contracts continued Settlement Counter Counter Current Market Marker Witty Market Value Unrealized Trade are One Current Amount Conant Amount Comma Rate FOAVOICI RAM Receivables USD Payaales (ASO auntoss (ASO Jul. 21 04 Sep. 14 04 HUF 677,070,000.00 USD - 3,286,747.57 206.00 209.057718 3,238,674.97 3,286,747.57 - 48,072.60 Total Closed 0.00 - 18,246.49 6,507,176.05 6,525,422.54 - 18,246.49 Apr. 27 04 Oct. 20 04 HUF 1,059,940,000.00 USD - 4,803,280 91 220.67 211.019568 5,022,946 48 4,803,280.91 219,665.57 Apr 28 04 Oct 20 04 HUF 634.280.000 00 USD - 2.859.564 49 221.81 211.019568 3005.787 58 2859,564 49 146.223 09 Total Open 1,694,220,000.00 - 7,662,845.40 8,028,734.06 7,662,845.40 365,888.66 Total 1,694,220,000.00 - 7,681,091.89 14,535,910.11 14,188,267.94 347,642.17 JAPANESE YEN - U S DOLLAR Jul. 12 04 Sep. 14 04 JPY - 518,050,000.00 USD 4,797,647.71 107.98 111.230325 4,797,647.71 4,657,452.88 140,194.83 Apr. 16 04 Oct. 20 04 JPY 1,076,700,000.00 USD - 10,000,000.00 107.67 111.026398 9,697,693.69 10,000,000.00 - 302,306.31 May. 25 04 Oct. 20 04 JPY - 558,650,000.00 USD 5,000,000.00 111.73 111.026398 5,000,000.00 5,031,686.24 - 31,686.24 Total Open 0.00 - 202,352.29 19,495,341.40 19,689,139.12 - 193,797.72 N ZEALAND DOLLAR - U S DOLLAR Jul. 29 04 Aug. 204 NZD - 10,000,000.00 USD 6,298,000.00 0.6298 1.587806 6,298,000.00 6,298,000.00 0.00 Jul. 29 04 Aug. 204 NZD 10,000,000.00 USD - 6,314,000.00 0.6314 1.583782 6,314,000.00 6,314,000.00 0.00 Feb. 20 04 Aug. 24 04 NZD 5,000,000.00 USD - 3,315,000.00 0.663 0.631735 3,158,673.25 3,315,000.00 - 156,326.75 Feb. 23 04 Aug. 24 04 NZD 5,000,000.00 USD - 3,344,500.00 0.6689 0.631735 3,158,673.25 3,344,500.00 - 185,826.75 Mar. 2 04 Aug. 24 04 NZD • 10,000,000.00 USD 6,742,000.00 0.6742 0.631735 6,742,000.00 6,317,346.51 424,653.49 Mar. 11 04 Mar. 15 05 NZD 5,000,000.00 USD - 3,102,500.00 0.6205 0.616782 3.083,910.00 3,102,500.00 - 18,590.00 Mar. 23 04 Mar. 15 05 NZD - 5,000,000.00 USD 3.170,500.00 0.6341 0.616782 3.170,500.00 3.083,910.00 86.590.00 Total Closed 0.00 134,500.00 31,925,756.50 31,775,256.51 150,499.99 Jul. 28 04 Aug. 604 NZD - 10,000,000.00 USD 6,269,000.00 0.6269 0.633249 6,269,000.00 6,332,489.55 - 63,489.55 Jul. 704 Sep. 904 NZD - 10,000,000.00 USD 6.483,000.00 0.6483 0.630405 6.483,000.00 6,304,048.83 178,951.17 Jul. 12 04 Sep. 14 04 NZD - 20,000,000.00 USD 13,096,000.00 0.6548 0.629992 13,096,000.00 12,599,847.66 496,152.34 Apr. 16 04 Oct 20 04 NZD 10,000,000.00 USD - 6,276,000.00 0.6276 0.627124 6,271,238.76 6,276,000.00 - 4,761.24 May. 27 04 Oct. 20 04 NZD 5,000,000.00 USD - 3,127,000.00 0.6254 0.627124 3,135,619.38 3,127,000.00 8,619.38 May. 27 04 Oct. 20 04 NZD 5,000,000.00 USD - 3,127,000.00 0.6254 0.627124 3,135,619.38 3,127,000.00 8,619.38 Total Open - 20,000,000.00 13,318,000.00 38,390,477.52 37,766,386.04 624,091.48 Total - 20,000,000.00 13,452,500.00 70,316,234.02 69,541,642.55 774,591.47 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032433 Chase CONFIDENTIAL SDNY_GM_00301631 EFTA01507398