EFTA01506680.pdf

02 2004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 16 of 58 FINANCIAL TRUST COMPANY INC February 01, 2004 - February 29, 2004 Foreign Exchange Contracts continued Settlement COuMer Counter Current MOAN Market Value Market Value Unreallzed Tree* Date Out Cunene Amount cumin< Amount Conant Ram ForwardRare Rea«rabies VSO PS Wei (ASO CUOWLoss USD EURO CURRENCY - U S DOLLAR Dec. 11 03 Mar 15 04 EUR 10,000,000.00 USD -12,125,000.00 1.2125 0.805172 12,419,699.79 12,125,000.00 294,699.79 Dec. 31 03 Mar. 15 04 EUR - 10,000,000.00 USD 12,583,000 00 1.2583 0.805172 12,583,000.00 12,419,699.79 163,300.21 Jan. 504 Mar 15 04 EUR 10,000,000.00 USD - 12,561,000.00 1.2561 0.805172 12,419,699.79 12,561,000.00 - 141,300.21 Jan. 6 04 Mar. 15 04 EUR - 10,000,000.00 USD 12,751.000 00 1.2751 0.805172 12,751.000 00 12,419,699.79 331,300.21 Jan. 904 Mar 15 04 EUR 5,000,000.00 USD - 6413.500 00 1.2827 0.805172 6,209,849 89 6,413,500 00 - 203.650 11 Jan. 12 04 Mar 15 04 EUR - 5,000.000 00 USD 6.385.000 00 1.277 0.805172 6.385.000 00 6209,849 89 175,150 11 Total Closed 0.00 619,500.00 62,768,249.47 62,148,749.47 619,500.00 Feb. 904 May. 11 04 EUR 15,000,000.00 USD - 18,936,000.00 1.2624 0.806424 18,600,629.46 18,936,000.00 - 335,370.54 Feb. 904 May. 11 04 EUR 3,000,000.00 USD - 3,787,200.00 1.2624 0.806424 3,720,125.89 3,787,200.00 - 67,074.11 Feb. 11 04 May. 11 04 EUR - 7,000,000.00 USD 8,939,000.00 1.277 0.806424 8,939,000.00 8,680,293.74 258,706.26 Feb. 12 04 May. 11 04 EUR - 5,000,000.00 USD 6,389,500.00 1.2779 0.806424 6,389,500.00 6,200,209.82 189,290.18 Feb. 20 04 Aug. 24 04 EUR 7,500,000.00 USD • 9.395.250.00 1.2527 0.808414 9,277,429.62 9,395,250.00 - 117,820.38 Total Open 13,500,000.00 - 16,789,950.00 46,926,884.97 46,998,953.56 - 72,268.59 Total 13,500,000.00 - 16,170,450.00 109,694,934.44 109,147,703.03 547,231.41 POUND STERLING - U S DOLLAR Feb. 26 04 Mar. 1 04 GBP - 5,000,000.00 USD 9,321,500.00 1.8643 1.8643 9,321,500.00 9,321,500.00 0.00 Feb 26 04 Mar. 1 04 GBP 5.000.000.00 USD - 9.293.500 00 1.8587 1.8587 9.293.500.00 9.293.50O00 0.00 Total Closed 0.00 28,000.00 18,615,000.00 18,615,000.00 0.00 Jan. 904 Mar. 15 04 GBP 5,000,000.00 USD - 9,191,500.00 1.8383 1.853410 9,267,047.53 9,191,500.00 75,547.53 Jan. 14 04 Mar. 15 04 GBP 3,000,000.00 USD - 5,473,500.00 1.8245 1.853410 5,560,228.52 5,473,500.00 86,728.52 Feb. 11 04 Mar 15 04 GBP - 5,000,000.00 USD 9,374,500.00 1.8749 1.853410 9,374,500.00 9,267,047.53 107,452.47 Feb. 23 04 Aug. 24 04 GBP 10,000,000.00 USD - 18,337,000.00 1.8337 1.827308 18,273,078.20 18,337,000.00 - 63,921.80 Total Open 13,000,000.00 - 23,627,500.00 42,474,854.25 42,269,047.53 205,806.72 Total 13,000,000.00 - 23,599,500.00 61,089,854.25 60,884,047.53 205,806.72 JAPANESE YEN - U S DOLLAR Feb. 20 04 May. 24 04 JPY 1,087,300,000.00 USD - 10,000,000.00 108.73 108.964914 9,978,441.32 10,000,000.00 - 21,558.68 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031669 Chase CONFIDENTIAL SDNY_GM_00300867 EFTA01506680