EFTA01507653.pdf

09 I2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: O 30171.00.5 Asset Account Portfolio Page 17 of 62 FINANCIAL TRUST COMPANY INC September 01, 2004 - September 30, 2004 Foreign Exchange Contracts continued Senlernern COunter Counter Gurren Aderilet Adarket Value Market Value Unreallene Tratte Oste Ons Curnency Aniount Cutrene Amount Ceriellet Res ForwardRAM Retervatelet USD Panblei USO GaMVLoss USD EURO CURRENCY - JAPANESE YEN Sep. 23 04 Oct 20 04 EUR 5,000,000.00 JPY - 679,650,000.00 135.93 136.724499 6,209,049.83 6,172,969.38 36,080.45 Sep. 27 04 Oct 20 04 EUR - 5,000.000.00 JPY 683,100,000.00 136.62 136.724499 6,204.304 25 6,209,049 83 - 4,745 58 Total Closed 0.00 3,450,000.00 12,413,354.08 12,382,019.21 31,334.87 EURO CURRENCY - U S DOLLAR Sep. 30 04 Oct 404 EUR - 10,000,000.00 USD 12,428,000.00 1.2428 0.804635 12,428.000 00 12,428,000.00 0.00 Sep. 30 04 Oct. 404 EUR 10,000,000.00 USD - 12,418,000.00 1.2418 0.805283 12,418,000.00 12,418,000.00 0.00 Sep. 30 04 Oct. 404 EUR 10,000,000.00 USD - 12,402,000.00 1.2402 0.806322 12,402,000.00 12,402,000.00 0.00 Sep. 30 04 Oct. 404 EUR - 10,000,000.00 USD 12,423,000.00 1.2423 0.804959 12,423,000.00 12,423,000.00 0.00 Total Closed 0.00 31,000.00 49,671,000.00 49,671,000.00 0.00 Apr. 16 04 Oct 20 04 EUR 10,000,000.00 USD - 11,971,000.00 1.1971 0.805276 12,418,099.67 11,971,000.00 447,099.67 Apr. 23 04 Oct 20 04 EUR 3,000,000.00 USD - 3,536,700.00 1.1789 0.805276 3,725,429.90 3,536,700.00 188,729.90 May. 3 04 Oct. 20 04 EUR • 10,000,000.00 USD 11,883,000.00 1.1883 0.805276 11,883,000.00 12,418,099.67 - 535,099.67 May. 11 04 Oct. 20 04 EUR • 1,500,000.00 USD 1,766,100.00 1.1774 0.805276 1,766,100.00 1,862,714.95 - 96,614.95 May. 17 04 Oct. 20 04 EUR • 1,500,000.00 USD 1,796,100.00 1.1974 0.805276 1,796,100.00 1,862,714.95 - 66,614.95 Sep. 30 04 Oct. 20 04 EUR 10,000,000.00 USD - 12,423,000.00 1.2423 0.805276 12,418,099.67 12,423,000.00 - 4,900.33 Total Open 10,000,000.00 - 12,485,500.00 44,006,829.24 44,074,229.57 - 67,400.33 Total 10,000,000.00 - 12,454,500.00 93,677,829.24 93,745,229.57 - 67,400.33 POUND STERLING - JAPANESE YEN Sep. 10 04 Oct 20 04 GBP 5,000,000.00 JPY - 980,350,000.00 196.07 198.904406 9,032,816.95 8,904,098.47 128,718.48 Sep. 22 04 Oct 20 04 GBP - 5,000,000.00 JPY 986,700,000.00 197.34 198.904406 8,961,772.80 9,032,816.95 - 71,044.15 Sep. 23 04 Oct 20 04 GBP 15,000,000.00 JPY - 2,978,100,000.00 198.54 198.904406 27,098,450.85 27,048,804.69 49,646.16 Sep. 27 04 Oct. 20 04 GBP - 5,000,000.00 JPY 1,003,550,000.00 200.71 198.904406 9,114,814.12 9,032,816.95 81,997.17 Total Open 10,000,000.00 -1,968,200,000.00 54,207,854.72 54,018,537.06 189,317.66 POUND STERLING - U S DOLLAR Apr. 16 04 Oct 20 04 GBP 10,000,000.00 USD - 17,725,000.00 1.7725 1.806563 18,065,633.90 17,725,000.00 340,633.90 Apr. 23 04 Oct 20 04 GBP 3,000,000.00 USD - 5,232,300.00 1.7441 1.806563 5,419,690.17 5,232,300.00 187,390.17 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032718 Chase CONFIDENTIAL SDNY_GM_00301916 EFTA01507653