EFTA01507779.pdf

10 2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 24 of 74 FINANCIAL TRUST COMPANY INC October 01, 2004 - October 31, 2004 Trade Settlement Counter Counter Reviewed, Contracted Revalued Realized Dale Date Currency Amount Gummy Amount Connate Rate Rate Base Amount USD A flaunt USD Gainless USD Settled Foreign Exchange Contracts continued Sep 27 04 Oct 20 04 JPY - 10,850,000.00 USD 97,528.08 111.250000 108.225000 97,528.08 - 100,254.10 - 2,726.02 Oct 504 Oct 20 04 JPY 549,400,000.00 USD - 4,952,672.85 110.930000 108.225000 - 4,952,672.85 5,076,461.07 123,788.22 Oct 19 04 Oct 20 04 JPY 18,900,000.00 USD - 174,370.33 108.390000 108.390000 - 174,370.33 174,370.33 MEXICAN NEW PESO - U S DOLLAR Oct 15 04 Oct 19 04 MXN 57,350,000.00 USD - 5,000,000.00 11.470000 11.470000 - 5,000,000.00 5,000,000.00 Oct 18 04 Oct 19 04 MXN - 57,350,000.00 USD 5,006,516.76 11.455070 11.470000 5,006,516.76 - 5,000,000.00 6,516.76 Sep 24 04 Oct 20 04 MXN 57,307,500.00 USD - 5,000,000.00 11.461500 11.452000 - 5,000,000.00 5,004,147.74 4,147.74 Oct 504 Oct 20 04 MXN - 57,307,500.00 USD 5,051,611.36 11.344400 11.452000 5,051,611.36 - 5,004,147.74 47,463.62 N ZEALAND DOLLAR - U S DOLLAR Apr 16 04 Oct 20 04 NZD 10,000,000.00 USD - 6,276,000.00 0.627600 1.443627 - 6,276,000.00 6,926,999.46 650,999.46 May 27 04 Oct 20 04 NZD 5,000,000.00 USD - 3,127,000.00 0.625400 1.443627 - 3,127,000.00 3,463,499.73 336,499.73 May 27 04 Oct 20 04 NZD 5,000,000.00 USD - 3,127,000.00 0.625400 1.443627 - 3,127,000.00 3,463,499.73 336,499.73 Sep 10 04 Oct 20 04 NZD - 20,000,000.00 USD 12,986,000.00 0.649300 1.443627 12,986,000.00 - 13,853,998.93 - 867,998.93 Sep 30 04 Oct 20 04 NZD 17,500,000.00 USD - 11,798,500.00 0.674200 1.443627 - 11,798,500.00 12,122,249.07 323,749.07 Oct 6 04 Oct 20 04 NZD - 10,000,000.00 USD 6,749,000.00 0.674900 1.443627 6,749,000.00 - 6,926,999.46 - 177,999.46 Oct 8 04 Oct 20 04 NZD - 7,500,000.00 USD 5,095,500.00 0.679400 1.443627 5,095,500.00 - 5,195,249.60 - 99,749.60 Oct 19 04 Oct 21 04 NZD 10,000,000.00 USD - 6,850,000.00 0.685000 0.685000 - 6,850,000.00 6,850,000.00 Oct 19 04 Oct 21 04 NZD - 10,000,000.00 USD 6,870,000.00 0.687000 0.685000 6,870,000.00 - 6,850,000.00 20,000 00 S AFRICAN RAND - U S DOLLAR Sep 29 04 Oct 20 04 ZAR 12,924,600.00 USD - 2,000,000.00 6.462300 6.311750 - 2,000,000.00 2,047,704.67 47,704.67 Oct 18 04 Oct 20 04 ZAR - 12,924,600.00 USD 2,032,169.81 6.360000 6.311750 2,032,169.81 - 2,047,704.67 - 15,534.86 TRADE RELATED SWISS FRANC U S DOLLAR Oct 15 04 Oct 20 04 CHF - 5,017,906.26 USD 4,029,799.43 1.245200 1.230044 4,029,799.43 - 4,079,451.91 - 49,652.48 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032861 Chase CONFIDENTIAL SDNY_GM_00302059 EFTA01507779