EFTA01507659.pdf

09 2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 24 of 62 FINANCIAL TRUST COMPANY INC September 01, 2004 - September 30, 2004 Trade Statement Counter Counter RevatuadOn Contracted' Revalued Realded Date Date Currency Amount Currency Arnow,: Contact Rate Rate Bate Amount DSO Amount USD Gatratoss USD Settled Foreign Exchange Contracts continued 0.814230 Sep 304 Sep 14 04 CHF - 15,321,000.00 EUR 10,000,000.00 1.532100 1.256700 - 12,191,453.80 12,281,504.36 90,050.56 0.814230 Sep 10 04 Sep 14 04 CHF - 7,700,000.00 EUR 5,000,000.00 1.540000 1.256694 - 6,127,188 59 6,148,250 30 21,061.71 0.813230 SWISS FRANC U S DOLLAR Sep 3 04 Sep 14 04 CHF 19,000.00 USD -14,971.23 1.269100 1.256700 - 14,971.23 15,118 96 147.73 Sep 10 04 Sep 14 04 CHF 49,000.00 USD - 39,081.19 1.253800 1.253800 - 39,081.19 39,081.19 POUND STERLING - JAPANESE YEN Sep 8 04 Sep 10 04 GBP - 5,000,000.00 JPY 976,750,000.00 195.350000 1.776692 - 8,883,460.47 8,938,458.02 54,997.55 0.009150 Sep 804 Sep 10 04 GBP 5,000,000.00 JPY - 974,750,000.00 194.950000 1.783599 8,917,997.23 - 8,920,155.57 - 2,158.34 0.009150 Aug 13 04 Sep 14 04 GBP 5,000,000.00 JPY 1,013,300,000.00 202.660000 1.800115 9,000,503.12 - 9,247,969.33 - 247,466.21 109.570000 Sep 10 04 Sep 14 04 GBP - 5,000,000.00 JPY 985,000,000.00 197.000000 1.793544 - 8,967,718.75 9,010,657 27 42,938. 52 0.009140 POUND STERLING - U S DOLLAR Sep 804 Sep 10 04 GBP 5,000,000.00 USD - 8,860,000.00 1.772000 1.772000 - 8,860,000.00 8,860,000.00 Sep 804 Sep 10 04 GBP - 5,000,000.00 USD 8,942,500.00 1.788500 1.776692 8,942,500.00 - 8,883,460.48 59,039.52 Sep 804 Sep 10 04 GBP - 3,000,000.00 USD 5,359,800.00 1.786600 1.776692 5,359,800.00 - 5,330,076.28 29,723.72 Sep 804 Sep 10 04 GBP 3,000,000.00 USD - 5,319,000.00 1.773000 1.773000 - 5,319,000.00 5,319,000.00 Jul 12 04 Sep 14 04 GBP - 13,000,000.00 USD 24,048,700.00 1.849900 1.800101 24,048,700.00 - 23,401,308. 13 647,391.87 Jul 20 04 Sep 14 04 GBP 5,000,000.00 USD - 9,250,000.00 1.850000 1.800101 - 9,250,000.00 9,000,503.12 - 249,496.88 Aug 404 Sep 14 04 GBP - 5,000,000.00 USD 9,059,000.00 1.811800 1.800101 9,059,000.00 - 9,000,503.12 58,496.88 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032725 Chase CONFIDENTIAL SDNY_GM_00301923 EFTA01507659