EFTA01506525.pdf

0 1 INN JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 24 of 53 FINANCIAL TRUST COMPANY INC January 01, 2004 - January 31, 2004 Dade Settlement Counter Counter RevatuabOn Contracted' Revalued Realized Date Date Currency Amount Gummy Amount Cornet Rate Rate Base Amount USO Amount USD Genets USD Settled Foreign Exchange Contracts continued Jan 16 04 Jan 27 04 NZD - 10,000,000.00 USD 6,640,000.00 0.664000 1.477000 6,640,000.00 - 6,770,480.70 - 130,480.70 Jan 20 04 Jan 27 04 NZD 10,000,000.00 USD - 6,669,000.00 0.666900 1.477000 - 6,669,000.00 6,770,480.70 101,480.70 S AFRICAN RAND - U S DOLLAR Dec 16 03 Jan 20 04 ZAR 32,195,000.00 USD - 5,000,000.00 6.439000 7.157500 - 5,000,000.00 4,498,078.93 - 501,921.07 Dec 18 03 Jan 20 04 ZAR 33,190,000.00 USD - 5,000,000.00 6.638000 7.157500 - 5,000,000.00 4,637,093.95 - 362,906.05 Jan 604 Jan 20 04 ZAR • 33,190,000.00 USD 5,275,790.81 6.291000 7.157500 5,275,790.81 - 4,637,093.95 638,696.86 Jan 15 04 Jan 20 04 ZAR - 32,195,000.00 USD 4,458,832.49 7.220500 7.157500 4,458,832.49 - 4,498,078.93 - 39,246.44 TRADE RELATED AUSTRALIA DOLLAR - U S DOLLAR Jan 28 04 Jan 30 04 AUD -10,000,000.00 USD 7,519,148.95 0.751915 0.751915 7,519,148.95 - 7,519,148.95 N ZEALAND DOLLAR - U S DOLLAR Jan 28 04 Jan 30 04 NZD - 10,000,000.00 USD 6,462,295.08 0.646230 0.646230 6,462,295.08 - 6,462,295.08 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031513 Chase CONFIDENTIAL SDNY_GM_00300711 EFTA01506525