EFTA01506577.pdf

0 1 INN JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 23 of 53 FINANCIAL TRUST COMPANY INC January 01, 2004 - January 31, 2004 Trade Settlement Counter RevaluabOn Contracted Revalued Rented Dale Date Currency Amount Currency Amour: Contract Rate Rate Base Amount USD Amaral USD GaitYLoss USD Settled Foreign Exchange Contracts continued Jan 16 04 Jan 27 04 AUD - 10,000,000.00 USD 7,624,000.00 0.762400 1.286150 7,624,000.00 - 7,775,142.86 - 151,142.86 Jan 20 04 Jan 27 04 AUD 10,000,000.00 USD - 7,688,000.00 0.768800 1.286150 - 7,688,000.00 7,775,142.86 87,142.86 EURO CURRENCY - U S DOLLAR Jan 804 Jan 12 04 EUR 10,000,000.00 USD - 12,567,000.00 1.256700 1.256700 - 12,567,000.00 12,567,000.00 Jan 804 Jan 12 04 EUR - 10,000,000.00 USD 12,713,000.00 1.271300 1.256700 12,713,000.00 - 12,567,000.00 146,000.00 Nov 18 03 Jan 20 04 EUR 5,000,000.00 USD - 5,963,500.00 1.192700 1.256913 - 5,963,500.00 6,284,565.10 321,065.10 Dec 31 03 Jan 20 04 EUR - 5,000,000.00 USD 6,301,000.00 1.260200 1.256913 6,301,000.00 - 6,284,565.10 16,434.90 Jan 12 04 Jan 21 04 EUR 10,000,000.00 USD - 12,773,000.00 1.277300 1.262467 - 12,773,000.00 12,624,668.60 - 148,331.40 Jan 13 04 Jan 21 04 EUR - 5,000,000.00 USD 6,384,000.00 1.276800 1.262467 6,384,000.00 - 6,312,334.30 71,665.70 Jan 13 04 Jan 21 04 EUR - 5,000,000.00 USD 6,371,500.00 1.274300 1.262467 6,371,500.00 - 6,312,334.30 59,165.70 Jan 16 04 Jan 27 04 EUR 10,000,000.00 USD 12,365,000.00 1.236500 1.260955 12,365,000.00 - 12,609,545.42 - 244,545.42 Jan 20 04 Jan 27 04 EUR 10,000,000.00 USD - 12,511,000.00 1.251100 1.260955 - 12,511,000.00 12,609,545.42 98,545.42 POUND STERLING - U S DOLLAR Nov 18 03 Jan 20 04 GBP 5,000,000.00 USD - 8,475,000.00 1.695000 1.817191 - 8,475,000.00 9,085,953.11 610,953.11 Jan 604 Jan 20 04 GBP - 5,000,000.00 USD 9,120,500.00 1.824100 1.817191 9,120,500.00 - 9,085,953.11 34,546.89 N ZEALAND DOLLAR - U S DOLLAR Dec 18 03 Jan 5 04 NZD - 5,000,000.00 USD 3,245,000.00 0.649000 1.490450 3,245,000.00 - 3,354,691.53 - 109,691.53 Nov 18 03 Jan 20 04 NZD 10,000,000.00 USD - 6,336,000.00 0.633600 1.500950 - 6,336,000.00 6,662,447.11 326,447.11 Nov 19 03 Jan 20 04 NZD 15,000,000.00 USD - 9,460,500.00 0.630700 1.500950 - 9,460,500.00 9,993,670.67 533,170.67 Nov 24 03 Jan 20 04 NZD - 10,000,000.00 USD 6,336,000.00 0.633600 1.500950 6,336,000.00 - 6,662,447.11 - 326,447.11 Dec 26 03 Jan 20 04 NZD - 10,000,000.00 USD 6,460,000.00 0.646000 1.500950 6,460,000.00 - 6,662,447.11 - 202,447.11 Dec 29 03 Jan 20 04 NZD - 5,000,000.00 USD 3,242,000.00 0.648400 1.500950 3,242,000.00 - 3,331,223.55 - 89,223.55 Dec 29 03 Jan 20 04 NZD 5,000,000.00 USD 3,242,000.00 0.648400 1.500950 3,242,000.00 - 3,331,223.55 - 89,223.55 Dec 30 03 Jan 20 04 NZD 5,000,000.00 USD - 3,261,500.00 0.652300 1.500950 - 3,261,500.00 3,331,223.55 69,723.55 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031565 Chase CONFIDENTIAL SDNY_GM_00300763 EFTA01506577