EFTA01506679.pdf

02 2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 15 of 58 FINANCIAL TRUST COMPANY INC February 01, 2004 - February 29, 2004 Outstanding Foreign Exchange Contracts Net Currency Exposure Summary Gain/Loss Summary Value In Currency Value in USD Australia Dollar 15,000,000.00 Total Unrealized Closed 1,055,461.83 Euro Currency 13,500,000.00 Total Unrealized Open 421,359.82 Pound Sterling 13,000,000.00 Total Unrealized Gain/Loss 1,476,821.65 Japanese Yen 1,087,300,000.00 N Zealand Dollar 15,000,000.00 U S Dollar - 70,472,988.17 Foreign Exchange Contracts Senlemont Counter Counter Current Market Market Value Market Yew Unrealized Made 0at* Date Currency Amount Currency Amount Contract Rate ForwardRate Ravivables USO Payablas US0 Santos, USD SPECULATIVE AUSTRALIA DOLLAR - U S DOLLAR Dec. 11 03 Mar. 15 04 AUD 10,000,000.00 USD - 7,287,000.00 0.7287 0.770128 7,701,275.70 7,287,000.00 414,275.70 Jan. 204 Mar. 15 04 AUD 10,000,000.00 USD - 7,524,000.00 0.7524 0.770128 7,701,275.70 7,524,000.00 177,275.70 Jan. 704 Mar. 15 04 AUD - 20,000,000.00 USD 15,258,000.00 0.7629 0.770128 15,258,000.00 15,402,551.40 - 144,551.40 Jan. 904 Mar. 15 04 AUD 5,000,000.00 USD - 3,861,000.00 0.7722 0.770128 3,850,637.85 3,861,000.00 - 10,362.15 Jan. 15 04 Mar. 15 04 AUD - 5,000,000.00 USD 3,821,000.00 0.7642 0.770128 3,821,000.00 3,850,637.85 - 29,637.85 Total Closed 0.00 407,000.00 38,332,189.25 37,925,189.25 407,000.00 Feb 20 64 Aug. 24 04 AUD 7,500,000.00 USD - 5.676.750 00 0.7569 0.754685 5,660,134 70 5,676,750.00 - 16,615 30 Feb 20 64 Aug. 24 04 AUD 7,500,000.00 USD - 5.639.250 00 0.7519 0.754685 5.660.134 70 5.639.250 00 20.884 70 Total Open 15,000,000.00 - 11,316,000.00 11,320,269.40 11,316,000.00 4,269.40 Total 15,000,000.00 - 10,909,000.00 49,652,458.65 49,241,189.25 411,269.40 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031668 Chase CONFIDENTIAL SDNY_GM_00300866 EFTA01506679