EFTA01506918.pdf

04 12004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 20 of 82 FINANCIAL TRUST COMPANY INC April 01, 2004 - April 30, 2004 Foreign Exchange Contracts conbnued Seniemeau Couner Counter Current Melker merk« Wut Marke. Value Unreallzed TredeOWM Ome Cuerency Arnount Cuntaty Amoont Connet Rate Fonmet Rate Receeva des USD FesWes US0 Dekfloss 030 Apr. 23 04 Oct. 20 04 AUD 3,000,000.00 USD - 2,148,600 00 0.7162 0.707404 2.122,211 78 2.148,600.00 - 26,388 22 Total Open 13,000,000.00 - 9,446,600.00 23,547,251.05 23,810,636.03 - 283,384.98 Total 13,000,000.00 - 9,428,100.00 52,769,919.95 53,001,804.93 - 231,884.98 EURO CURRENCY - U S DOLLAR Feb 904 May. 11 04 EUR 15,000,000.00 USD - 18,936,000.00 1.2624 0.834459 17,975,726 29 18,936,000.00 - 960,273.71 Feb 9 04 May. 11 04 EUR 3,000,000.00 USD - 3,787,200.00 1.2624 0.834459 3,595,145 25 3,787,200 00 - 192,054.75 Feb 11 04 May. 11 04 EUR - 7,000,000.00 USD 8,939,000.00 1.277 0.834459 8,939,000.00 8,388,672 27 550,327.73 Feb. 12 04 May. 11 04 EUR - 5,000,000.00 USD 6,389,500.00 1.2779 0.834459 6,389,500.00 5,991,908.76 397,591.24 Mar. 1 04 May. 11 04 EUR - 6,000,000.00 USD 7,448,400.00 1.2414 0.834459 7,448,400.00 7,190,290.51 258,109.49 Mar. 3 04 Jun. 704 EUR 5,000,000.00 USD - 6,073,500.00 1.2147 0.835094 5,987,353.32 6,073,500.00 - 86,146.68 Mar. 5 04 Jun. 704 EUR 10,000,000.00 USD - 12,395,000.00 1.2395 0.835094 11,974,706.65 12,395,000.00 - 420,293.35 Mar. 5 04 Jun. 704 EUR 20,000,000.00 USD - 24,726,000.00 1.2363 0.835094 23,949,413.30 24,726,000.00 - 776,586.70 Mar. 16 04 Jun. 704 EUR - 35,000,000.00 USD 42,952,000.00 1.2272 0.835094 42,952,000.00 41,911,473.27 1,040,526.73 Feb. 20 04 Aug. 24 04 EUR 7,500,000.00 USD - 9,395,250.00 1.2527 0.836535 8,965,549.14 9,395,250.00 - 429,700.86 Mar. 1 04 Aug. 24 04 EUR - 7,500,000.00 USD 9,287,250.00 1.2383 0.836535 9,287,250.00 8,965,549.14 321,700.86 Total Closed 0.00 - 296,800.00 147,464,043.95 147,760,843.95 -296,800.00 Apr. 16 04 Oct. 20 04 EUR 10,000,000.00 USD • 11,971,000.00 1.1971 0.837316 11,942,918.85 11,971,000.00 - 28,081.15 Apr. 23 04 Oct. 20 04 EUR 3,000,000.00 USD - 3,536,700.00 1.1789 0.837316 3,582,875.65 3,536,700.00 46,175.65 Total Open 13,000,000.00 - 15,507,700.00 15,525,794.50 15,507,700.00 18,094.50 Total 13,000,000.00 - 15,804,500.00 162,989,838.45 163,268,543.95 - 278,705.50 POUND STERLING - JAPANESE YEN Apr. 26 04 May. 7 04 GBP - 4,996,787.86 JPY 968,327,520.00 193.79 195.510136 8,776,603.02 8,854,506.67 - 77,903.65 POUND STERLING - U S DOLLAR Mar. 3 04 Jun. 7 04 GBP 10,000,000.00 USD - 18,106,000.00 1.8106 1.766989 17,669,889.81 18,106,000.00 - 436,110.19 Mar. 504 Jun. 704 GBP - 10,000,000.00 USD 18,290,000.00 1.829 1.766989 18,290,000.00 17,669,889.81 620,110.19 Mar. 504 Jun. 804 GBP 10,000,000.00 USD - 18,295,000.00 1.8295 1.766837 17,668,369.81 18,295,000.00 - 626,630.19 Mar. 16 04 Jun. 8 04 GBP - 10,000,000.00 USD 18,012,000.00 1.8012 1.766837 18,012,000.00 17,668,369.81 343,630.19 Feb. 23 04 Aug. 24 04 GBP 10,000,000.00 USD - 18,337,000.00 1.8337 1.754989 17,549,893.10 18,337,000.00 - 787,106.90 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031907 Chase CONFIDENTIAL SDNY_GM_00301105 EFTA01506918