EFTA01506524.pdf

0 1 12004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: O 30171.00.5 Asset Account Portfolio Page 23 of 53 FINANCIAL TRUST COMPANY INC January 01, 2004 - January 31, 2004 Trade Settlement Counter Counter ReVilklabOn Contracted Revalued Stayed Date Date Currency Amount Currency Amami CommetAme Rate Base Amount USD AmewnrUSD Gainless USD Settled Foreign Exchange Contracts continued Jan 16 04 Jan 27 04 AUD - 10,000,000.00 USD 7,624,000.00 0.762400 1.286150 7,624,000.00 - 7,775,142.86 - 151,142.86 Jan 20 04 Jan 27 04 AUD 10,000,000.00 USD - 7,688,000.00 0.768800 1.286150 - 7,688,000.00 7,775,142.86 87,142.86 EURO CURRENCY - U S DOLLAR Jan 804 Jan 12 04 EUR 10,000,000.00 USD - 12,567,000.00 1.256700 1.256700 - 12,567,000.00 12,567,000.00 Jan 804 Jan 12 04 EUR - 10,000,000.00 USD 12,713,000.00 1.271300 1.256700 12,713,000.00 - 12,567,000.00 146,000.00 Nov 18 03 Jan 20 04 EUR 5,000,000.00 USD - 5,963,500.00 1.192700 1.256913 - 5,963,500.00 6,284,565.10 321,065.10 Dec 31 03 Jan 20 04 EUR - 5,000,000.00 USD 6,301,000.00 1.260200 1.256913 6,301,000.00 - 6,284,565.10 16,434.90 Jan 12 04 Jan 21 04 EUR 10,000,000.00 USD - 12,773,000.00 1.277300 1.262467 - 12,773,000.00 12,624,668.60 - 148,331.40 Jan 13 04 Jan 21 04 EUR - 5,000,000.00 USD 6,384,000.00 1.276800 1.262467 6,384,000.00 - 6,312,334.30 71,665.70 Jan 13 04 Jan 21 04 EUR - 5,000,000.00 USD 6,371,500.00 1.274300 1.262467 6,371,500.00 - 6,312,334.30 59,165.70 Jan 16 04 Jan 27 04 EUR • 10,000,000.00 USD 12,365,000.00 1.236500 1.260955 12,365,000.00 - 12,609,545.42 - 244,545.42 Jan 20 04 Jan 27 04 EUR 10,000,000.00 USD - 12,511,000.00 1.251100 1.260955 - 12,511,000.00 12,609,545.42 98,545.42 POUND STERLING - U S DOLLAR Nov 18 03 Jan 20 04 GBP 5,000,000.00 USD - 8,475,000.00 1.695000 1.817191 - 8,475,000.00 9,085,953.11 610,953.11 Jan 604 Jan 20 04 GBP - 5,000,000.00 USD 9,120,500.00 1.824100 1.817191 9,120,500.00 - 9,085,953.11 34,546.89 N ZEALAND DOLLAR - U S DOLLAR Dec 18 03 Jan 5 04 NZD - 5,000,000.00 USD 3,245,000.00 0.649000 1.490450 3,245,000.00 - 3,354,691.53 - 109,691.53 Nov 18 03 Jan 20 04 NZD 10,000,000.00 USD 6,336,000.00 0.633600 1.500950 • 6,336,000.00 6,662,447.11 326,447.11 Nov 19 03 Jan 20 04 NZD 15,000,000.00 USD - 9,460,500.00 0.630700 1.500950 - 9,460,500.00 9,993,670.67 533,170.67 Nov 24 03 Jan 20 04 NZD - 10,000,000.00 USD 6,336,000.00 0.633600 1.500950 6,336,000.00 - 6,662,447.11 - 326,447.11 Dec 26 03 Jan 20 04 NZD - 10,000,000.00 USD 6,460,000.00 0.646000 1.500950 6,460,000.00 - 6,662,447.11 - 202,447.11 Dec 29 03 Jan 20 04 NZD - 5,000,000.00 USD 3,242,000.00 0.648400 1.500950 3,242,000.00 - 3,331,223.55 - 89,223.55 Dec 29 03 Jan 20 04 NZD 5,000,000.00 USD 3,242,000.00 0.648400 1.500950 3,242,000.00 - 3,331,223.55 - 89,223.55 Dec 30 03 Jan 20 04 NZD 5,000,000.00 USD - 3,261,500.00 0.652300 1.500950 - 3,261,500.00 3,331,223.55 69,723.55 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031512 Chase CONFIDENTIAL SDNY_GM_00300710 EFTA01506524