EFTA01507777.pdf

10 2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 22 of 74 FINANCIAL TRUST COMPANY INC October 01, 2004 - October 31, 2004 Bede Settlement Cotner Counter RevaluabOn Contracted' ReVakeed Realized Dale Date Currency Amount Currency Amount Cornet Rate Rate Base Amount USD Amount USD Gainless (ISO Settled Foreign Exchange Contracts continued Apr 23 04 Oct 20 04 EUR 3,000,000.00 USD - 3,536,700.00 1.178900 1.260450 - 3,536,700.00 3,781,349.75 244,649.75 May 3 04 Oct 20 04 EUR - 10,000,000.00 USD 11,883,000.00 1.188300 1.260450 11,883,000.00 - 12,604,499.17 - 721,499.17 May 11 04 Oct 20 04 EUR - 1,500,000.00 USD 1,766,100.00 1.177400 1.260450 1,766,100.00 - 1,890,674.87 - 124,574.87 May 17 04 Oct 20 04 EUR - 1,500,000.00 USD 1,796,100.00 1.197400 1.260450 1,796,100.00 - 1,890,674.87 - 94,574.87 Sep 30 04 Oct 20 04 EUR 10,000,000.00 USD - 12,423,000.00 1.242300 1.260450 - 12,423,000.00 12,604,499.17 181,499.17 Oct 8 04 Oct 20 04 EUR - 10,000,000.00 USD 12,414,000.00 1.241400 1.260450 12,414,000.00 - 12,604,499.17 - 190,499.17 Oct 20 04 Oct 25 04 EUR 10,000,000.00 USD - 12,612,950.00 1.261295 1.261295 - 12,612,950.00 12,612,950.00 Oct 20 04 Oct 25 04 EUR 10,000,000.00 USD - 12,594,950.00 1.259495 1.259495 - 12,594,950.00 12,594,950.00 Oct 21 04 Oct 25 04 EUR - 10,000,000.00 USD 12,640,000.00 1.264000 1.260395 12,640,000.00 - 12,603,950.00 36,050.00 Oct 21 04 Oct 25 04 EUR - 10,000,000.00 USD 12,635,000.00 1.263500 1.260395 12,635,000.00 - 12,603,950.00 31,050.00 Oct 19 04 Oct 27 04 EUR 10,000,000.00 USD - 12,589,750.00 1.258975 1.277050 - 12,589,750.00 12,770,495.04 180,745.04 Oct 25 04 Oct 27 04 EUR - 10,000,000.00 USD 12,803,000.00 1.280300 1.277050 12,803,000.00 - 12,770,495.04 32,504.96 Oct 26 04 Oct 29 04 EUR - 20,000,000.00 USD 25,512,000.00 1.275600 1.271800 25,512,000.00 - 25,436,000.00 76,000.00 Oct 27 04 Oct 29 04 EUR 10,000,000.00 USD - 12,723,000.00 1.272300 1.272300 - 12,723,000.00 12,723,000.00 Oct 27 04 Oct 29 04 EUR 10,000,000.00 USD - 12,713,000.00 1.271300 1.271300 - 12,713,000.00 12,713,000.00 POUND STERLING JAPANESE YEN Sep 10 04 Oct 20 04 GBP 5,000.000.00 JPY -980,350,000.00 196.070000 1.813270 9,066,248.89 - 9,058,443.05 7,805.84 108.225000 Sep 22 04 Oct 20 04 GBP - 5,000,000.00 JPY 986,700,000.00 197.340000 1.813270 - 9,066,248.89 9,117,117.11 50,868.22 108.225000 Sep 23 04 Oct 20 04 GBP 15,000,000.00 JPY 2,978,100,000.00 198.540000 1.813270 27,198,746.68 - 27,517,671.51 - 318,924.83 108.225000 Sep 27 04 Oct 20 04 GBP - 5,000,000.00 JPY 1,003,550,000.00 200.710000 1.813270 - 9,066,248.89 9,272,811.27 206,562.38 108.225000 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032859 Chase CONFIDENTIAL SDNY_GM_00302057 EFTA01507777