EFTA01506830.pdf

03 2004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number- Asset Account Portfolio Page 20 of 88 FINANCIAL TRUST COMPANY INC March 01, 2004 - March 31, 2004 Outstanding Foreign Exchange Contracts Net Currency Exposure Summary Gain/Loss Summary Value In Currency Value in DSO Australia Dollar - 10,000,000.00 Total Unrealized Closed - 482,634.58 N Zealand Dollar 20,000,000.00 Total Unrealized Gain/Loss - 482,634.58 U S Dollar - 6,020,634.58 Foreign Exchange Contracts Senlement Count- Goan« Curren, WM« Uwe« Value Market value Unseats«, Trace Oat. Date Cunene Amount Comex‚ Amount Contact Rate Pomona Rate RecervabMs USO Payables USO Santos, USO SPECULATIVE AUSTRALIA DOLLAR - U S DOLLAR Feb. 20 04 Aug. 24 04 AUD 7,500,000.00 USD - 5,676,750.00 0.7569 0.749973 5,624,798.30 5,676,750.00 - 51,951.70 Feb. 20 04 Aug. 24 04 AUD 7,500,000.00 USD - 5,639,250.00 0.7519 0.749973 5,624,798.30 5,639,250.00 - 14,451.70 Mar. 1 04 Aug.24 04 AUD - 15,000,000.00 USD 11,347,500.00 0.7565 0.749973 11,347,500.00 11,249,596.60 97,903.40 Total Closed 0.00 31,500.00 22,597,096.60 22,565,596.60 31,500.00 Mar. 31 04 Apr. 204 AUD 10,000,000.00 USD - 7,670,000.00 0.767 1.30378 7,670,000.00 7,670,000.00 0.00 Mar. 31 04 Apr. 204 AUD - 20,000,000.00 USD 15,250,000.00 0.7625 1.311475 15,250,000.00 15,250,000.00 0.00 Total Open - 10,000,000.00 7,580,000.00 22,920,000.00 22,920,000.00 0.00 Total - 10,000,000.00 7,611,500.00 45,517,096.60 45,485,596.60 31,500.00 EURO CURRENCY - U S DOLLAR Feb. 9 04 May. 11 04 EUR 15,000,000.00 USD - 18,936,000.00 1.2624 0.814624 18,413,406.87 18,936,000.00 - 522,593.13 Feb. 904 May. 11 04 EUR 3,000,000.00 USD - 3,787,200.00 1.2624 0.814624 3,682,681.37 3,787,200.00 - 104,518.63 Feb. 11 04 May. 11 04 EUR - 7,000,000.00 USD 8,939,000.00 1.277 0.814624 8,939,000.00 8,592,923.20 346,076.80 Feb. 12 04 May. 11 04 EUR - 5,000,000.00 USD 6,389,500.00 1.2779 0.814624 6,389,500.00 6,137,802.29 251,697.71 Mar. 104 May. 11 04 EUR - 6,000,000.00 USD 7,448,400.00 1.2414 0.814624 7,448,400.00 7,365,362.74 83,037.26 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031819 Chase CONFIDENTIAL SDNY_GM_00301017 EFTA01506830