EFTA01506624.pdf

02 2004 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 58 FINANCIAL TRUST COMPANY INC February 01, 2004 - February 29, 2004 Foreign Exchange Contracts continued SerUement Counter CMMIN Gurren,Merket Merket Verve Mtekel Value Unreellzerr Trat» Oare Oma Cutrene ATOUM Cuntemy ATOM( Connice Rare ForwardREIM Recenables USD Pey$OMS USO Stemtas USO NORWEGIAN KRONE - U S DOLLAR Dec. 11 03 Mar. 15 04 NOK 67,525,000.00 USD -10,000,000.00 6.7525 7.041800 9,589,167.65 10,000,000.00 - 410,832.35 Jan. 604 Mar 1504 NOK - 67,525,000.00 USD 10,028,961.83 6.733 7.041800 10,028,961.83 9,589.167 65 439,794. 18 Total Closed 0.00 28,961.83 19,618,129.48 19,589,167.65 28,961.83 N ZEALAND DOLLAR - U S DOLLAR Jan. 204 Mar. 15 04 NZD 10,000,000.00 USD - 6,544.000.00 0.6544 0.684225 6,842,247.67 6,544,000 00 298,247.67 Jan. 204 Mar. 15 04 NZD 10,000,000.00 USD - 6,534,000.00 0.6534 0.684225 6,842,247.67 6,534,000.00 308,247.67 Jan. 504 Mar. 15 04 NZD - 10,000,000.00 USD 6,637,000.00 0.6637 0.684225 6,637,000.00 6,842,247.67 - 205,247.67 Jan. 704 Mar. 15 04 NZD - 10,000,000.00 USD 6,669,000.00 0.6669 0.684225 6,669,000.00 6,842,247.67 - 173,247.67 Jan. 904 Mar. 15 04 NZD 5,000,000.00 USD - 3,391,500.00 0.6783 0.684225 3,421,123.83 3,391,500.00 29,623.83 Feb. 20 04 Aug. 24 04 NZD 5,000,000.00 USD - 3,315,000.00 0.663 0.670699 3,353,493.57 3,315,000.00 38,493.57 Feb, 23 04 Aug. 24 04 NZD 5,000,000.00 USD • 3,344,500.00 0.6689 0.670699 3,353,493.57 3,344,500.00 8,993.57 Total Open 15,000,000.00 - 9,823,000.00 37,118,606.31 36,813,495.34 305,110.97 Total Forelgn Exchange Contracts 287,152,424.45 285,675,602.80 1,476,821.65 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031612 Chase CONFIDENTIAL SDNY_GM_00300810 EFTA01506624