EFTA01506518.pdf

JPMorgan Chase Bank 0 1 2004 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 17 of 53 FINANCIAL TRUST COMPANY INC January 01, 2004 - January 31, 2004 Foreign Exchange Contracts continued Settlement Counter Counter Current Market Market Value Market value Unrealized Trig* ate On* Curren< Amount Cumlne Amount Convect Rate Forward Rate ~vain (ISO Fa yebin USO CusivLoss USO Jan. 15 04 Feb. 13 04 NZD - 10,000,000.00 USD 6,702,000.00 0.6702 0.669362 6,702,000.00 6,693,618.63 8,381.37 Jan. 16 04 Feb. 13 04 NZD • 5,000,000.00 USD 3,325,500.00 0.6651 0.669362 3,325,500.00 3,346,809.31 - 21,309.31 Jan. 20 04 Feb. 13 04 NZD 10,000,000.00 USD - 6,666,000.00 0.6666 0.669362 6,693,618.63 6,666,000.00 27,618.63 Jan. 204 Mar 15 04 NZD 10,000,000.00 USD - 6,544,000.00 0.6544 0.666812 6,668,119.56 6,544,000 00 124,119.56 Jan. 204 Mar 15 04 NZD 10,000,000.00 USD - 6,534,000.00 0.6534 0.666812 6,668,119.56 6,534,000 00 134,119.56 Jan. 504 Mar. 15 04 NZD - 10,000,000.00 USD 6,637,000.00 0.6637 0.666812 6,637,000.00 6,668,119 56 - 31,119.56 Jan. 704 Mar 15 04 NZD - 10,000.000.00 USD 6,669,000.00 0.6669 0.666812 6,669,000 00 6,668,119 56 880.44 Jan. 904 Mar. 15 04 NZD 5,000,000.00 USD - 3,391,500 00 0.6783 0.666812 3,334.059 78 3,391,500 00 - 57,440 22 Total Open 20,000,000.00 - 13,383,000.00 60,084,654.78 60,093,167.06 - 8,512.28 TRADE RELATED POUND STERLING - U S DOLLAR Jan. 30 04 Feb. 3 04 GBP - 10,000,000.00 USD 17,811,764.71 1.781176 1.781176 17,811,764.71 17,811,764.71 0.00 Total Foreign Exchange Contracts 289,011,500.83 288,589,815.77 421,685.06 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031506 Chase CONFIDENTIAL SDNY_GM_00300704 EFTA01506518