EFTA01506919.pdf

04 12004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 21 of 82 FINANCIAL TRUST COMPANY INC April 01, 2004 - April 30, 2004 Foreign Exchange Contracts continued Settlement counter Counter Current moms, *dark« Value Market value Unrealized Tina are One Cunene Amount commc Amount Connect Rree Forward Rate RoeMvaikka (MD FayaoeaOSO ClinneLOS5 USO Mar. 104 Aug. 24 04 GBP - 10,000,000.00 USD 18,404,000.00 1.8404 1.754989 18,404,000.00 17,549,893.10 854,106.90 Total Closed 0.00 - 32,000.00 107,594,152.72 107,626,152.72 - 32,000.00 Apr. 21 04 May. 704 GBP 5,000,000.00 USD - 8,887,000.00 1.7774 1.772040 8,860,198.71 8,887,000.00 - 26,801.29 Apr. 26 04 May. 7 04 GBP - 3,212 00 USD 5,735.67 1,7857 1.772040 5,735.67 5,691.79 43.88 Apr 16 04 Oct 20 04 GBP 10,000,000 00 USD - 17,725,000.00 1,7725 1.746306 17,463.063 17 17,725,000.00 - 261.936 83 Apr 23 04 Oct 20 04 GBP 3,000,000 00 USD - 5,232,300 00 1.7441 1.746306 5,238.918 95 5,232.300.00 6,618 95 Total Open 17,996,788.00 - 31,838,564.33 31,567,916.50 31,849,991.79 - 282,075.29 Total 17,996,788.00 - 31,870,564.33 139,162,069.22 139,476,144.51 - 314,075.29 HUNGARIAN FORINT - U S DOLLAR Apr. 27 04 Oct 20 04 HUF 1,059,940,000.00 USD - 4,803,280.91 220.67 219.449117 4,830,003.48 4,803,280.91 26,722.57 Apr. 28 04 Oct. 20 04 HUF 634,280,000.00 USD 2,859,564.49 221.81 219.449117 2,890,328.33 2,859,564.49 30,763.84 Total Open 1,694,220,000.00 - 7,662,845.40 7,720,331.81 7,662,845.40 57,486.41 JAPANESE YEN - U S DOLLAR Apr. 21 04 May. 704 JPY - 968,327,520.00 USD 8,887,000.00 108.96 110.330559 8,887,000.00 8,776,603.02 110,396.98 Feb. 20 04 May. 24 04 JPY 1,087,300,000.00 USD • 10,000,000.00 108.73 110.271200 9,860,235.50 10,000,000.00 - 139,764.50 Mar. 204 May. 24 04 JPY • 1,087,300,000.00 USD 9,939,665.42 109.39 110.271200 9,939,665.42 9,860,235.50 79,429.92 Apr. 21 04 May. 24 04 JPY 105,470,000.00 USD - 968,681.12 108.88 110.271200 956,460.07 968,681.12 - 12,221.05 Apr 16 04 Oct 20 04 JPY 1,076,700,000.00 USD - 10,000.000.00 107.67 109.620287 9,822.087 00 10,000,000 00 - 177,913 00 Total Open 213,842,480.00 - 2,142,015.70 39,465,447.99 39,605,519.64 - 140,071.65 N ZEALAND DOLLAR - U S DOLLAR Apr. 29 04 May. 304 NZD - 5,000,000.00 USD 3,075,000.00 0.615 1.626016 3,075,000.00 3,075,000.00 0.00 Apr. 29 04 May. 3 04 NZD 5,000,000.00 USD - 3,110,000.00 0.622 1.607717 3,110,000.00 3,110,000.00 0.00 Apr. 28 04 May. 11 04 NZD - 5,000,000.00 USD 3,105,500.00 0.6211 0.624618 3,105,500.00 3,123,090.70 - 17,590.70 Apr. 29 04 May. 11 04 NZD 5,000,000.00 USD - 3,107,000.00 0.6214 0.624618 3,123,090.70 3,107,000.00 16,090.70 Mar. 304 Jun. 804 NZD 15,000,000.00 USD - 9,943,500.00 0.6629 0.622343 9,335,151.40 9,943,500.00 - 608,348.60 Mar. 404 Jun. 804 NZD 15,000,000.00 USD - 9,900,000.00 0.66 0.622343 9,335,151.40 9,900,000.00 - 564,848.60 Mar. 16 04 Jun. 804 NZD - 10,000,000.00 USD 6,450,000.00 0.645 0.622343 6,450,000.00 6,223,434.27 226,565.73 Mar. 22 04 Jun. 804 NZD - 20,000,000.00 USD 13,118,000.00 0.6559 0.622343 13,118,000.00 12,446,868.54 671,131.46 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031908 Chase CONFIDENTIAL SDNY_GM_00301106 EFTA01506919