EFTA01507077.pdf

05 12004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 16 of 78 FINANCIAL TRUST COMPANY INC May 01, 2004 - May 31, 2004 Outstanding Foreign Exchange Contracts Net Currency Exposure Summary Gain/Loss Summary Value in Currency Value in VSO N Zealand Dollar - 4,964,616.52 Total Unrealized Closed - 636,369.62 U S Dollar 1,269,412.96 Total Unrealized Open - 1,972,259.76 Total Unrealized Gain/Loss - 2,608,629.38 Foreign Exchange Contracts Sentiment County CounaW Curet♦ Market Market Value Marko: Value Va.:elan Trade Oato Oat, Currency Amount Cummcy Amount Contact Rate Fommrd Rate Rocarroblok (SO Payables VSO Crain/Loss VSO SPECULATIVE AUSTRALIA DOLLAR - U S DOLLAR Apr. 29 04 Jun. 104 AUD - 10,000,000.00 USD 7,171,000.00 0.7171 0.713537 7,171,000.00 7,135,369.61 35,630.39 May. 28 04 Jun. 1 04 AUD 10,000,000.00 USD - 7,187,000.00 0.7187 1.391401 7,187,000.00 7,187,000.00 0.00 Feb. 20 04 Aug. 24 04 AUD 7,500,000.00 USD - 5,676,750.00 0.7569 0.706524 5,298,931.06 5,676,750.00 - 377,818.94 Feb. 20 04 Aug. 24 04 AUD 7,500,000.00 USD - 5,639,250.00 0.7519 0.706524 5,298,931.06 5,639,250.00 - 340,318.94 Mar. 1 04 Aug. 24 04 AUD - 15,000,000.00 USD 11,347,500.00 0.7565 0.706524 11,347,500.00 10,597,862.13 749,637.87 Total Closed 0.00 15,500.00 36,303,362.12 36,236,231.74 67,130.38 May. 11 04 Jun. 15 04 AUD - 3,000,000.00 USD 2,081,400.00 0.6938 0.712332 2,081,400.00 2,136,994.57 - 55,594.57 May. 14 04 Jun. 15 04 AUD - 5,000,000.00 USD 3,438,000.00 0.6876 0.712332 3,438,000.00 3,561,657.62 - 123,657.62 May. 17 04 Jun. 15 04 AUD - 5,000,000.00 USD 3,408,500.00 0.6817 0.712332 3,408,500.00 3,561,657.62 - 153,157.62 Apr 16 04 Oct. 20 04 AUD 10,000,000.00 USD - 7.289.000 00 0.7289 0.702435 7,024,348 63 7,289,000.00 - 264.651 37 Apr 23 04 Oct. 20 04 AUD 3.000.000.00 USD -2,148,600.00 0.7162 0.702435 2.107.304 58 2.148.600 00 -41,295.42 Total Open 0.00 - 509,700.00 18,059,553.21 18,697,909.81 - 638,356.60 Total 0.00 - 494,200.00 54,362,915.33 54,934,141.55 - 571,226.22 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032067 Chase CONFIDENTIAL SDNY_GM_00301265 EFTA01507077