EFTA01507214.pdf

06 INN JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 17 of 72 FINANCIAL TRUST COMPANY INC June 01, 2004 - June 30, 2004 Foreign Exchange Contracts continued Settlement Gamier Counter Current MOM« Market Value Marker Value Unrealized Trade One One Current Amount Cunene Amount Connect Rate ForwardRate Receivables USD Pe Wei US0 Stanton US0 Jun. 21 04 Jul. 804 CHF - 15,226,000.00 EUR 10,103,516.92 1.507 1.523116 12,290,166.62 12,160,124.62 130,042.00 Jun. 21 04 Jul. 8 04 CHF - 7,613.000 00 EUR 5,049,747.94 1.5076 1.523116 6,142,637.66 6.080,062.31 62.575.35 Total Open 15,200,000.00 - 9,848,735.14 48,812,351.15 48,650,802.18 161,548.97 EURO CURRENCY - U S DOLLAR May. 17 04 Aug. 604 EUR - 5,000,000.00 USD 5,993,500.00 1.1987 0.822528 5,993,500.00 6,078,819 97 - 85,319.97 May. 27 04 Aug. 604 EUR 5,000,000.00 USD - 6,127.000.00 1.2254 0.822528 6,078,819.97 6,127,000 00 - 48,180.03 Feb 20 04 Aug. 24 04 EUR 7,500,000.00 USD - 9,395.250.00 1.2527 0.822747 9,115,799 96 9,395,250 00 - 279.450 04 Mar. 1 04 Aug. 24 04 EUR - 7,500,000.00 USD 9,287,250.00 1.2383 0.822747 9,287,250.00 9,115,799.96 171,450.04 Apr. 16 04 Oct. 20 04 EUR 10,000,000.00 USD - 11,971,000.00 1.1971 0.823045 12,150,007.75 11,971,000.00 179,007.75 Apr. 23 04 Oct. 20 04 EUR 3,000,000.00 USD - 3,536,700.00 1.1789 0.823045 3,645,002.32 3,536,700.00 108,302.32 May. 3 04 Oct. 20 04 EUR - 10,000,000.00 USD 11,883,000.00 1.1883 0.823045 11,883,000.00 12,150,007.75 - 267,007.75 May. 11 04 Oct. 20 04 EUR - 1,500,000.00 USD 1,766,100.00 1.1774 0.823045 1,766,100.00 1,822,501.16 - 56,401.16 May. 17 04 Oct. 20 04 EUR - 1,500,000.00 USD 1,796,100.00 1.1974 0.823045 1,796,100.00 1,822,501.16 - 26,401.16 Total Closed 0.00 - 304,000.00 61,715,580.00 62,019,580.00 - 304,000.00 Jun. 21 04 Jul. 8 04 EUR - 103,516.92 USD 125,069.14 1.2082 0.822081 125,069.14 125,920.52 - 851.38 Jun. 21 04 Jul. 8 04 EUR - 49,747.94 USD 60,135.31 1.2088 0.822081 60,135.31 60,514.61 - 379.30 Total Open - 153,264.86 185,204.45 185,204.45 186,435.13 - 1,230.68 Total - 153,264.86 - 118,795.55 61,900,784.45 62,206,015.13 - 305,230.68 POUND STERLING - U S DOLLAR Feb. 23 04 Aug. 24 04 GBP 10,000,000.00 USD - 18,337,000.00 1.8337 1.804587 18,045,866.55 18,337,000.00 - 291,133.45 Mar. 1 04 Aug. 24 04 GBP - 10.000.000.00 USD 18,404.000.00 1.8404 1.804587 18,404.000.00 18.045,866.55 358.133.45 Total Closed 0.00 67,000.00 36,449,866.55 36,382,866.55 67,000.00 Jun. 10 04 Jul. 14 04 GBP - 8,000,000.00 USD 14,679,200.00 1.8349 1.81121 14,679,200.00 14,489,687.92 189,512.08 Jun. 25 04 Jul. 14 04 GBP - 3,000,000.00 USD 5,455,800.00 1.8186 1.81121 5,455,800.00 5,433,632.97 22,167.03 Apr. 16 04 Oct. 20 04 GBP 10,000,000.00 USD - 17,725,000.00 1.7725 1.795735 17,957,350.88 17,725,000.00 232,350.88 Apr. 23 04 Oct. 20 04 GBP 3,000,000.00 USD - 5,232,300.00 1.7441 1.795735 5,387,205.26 5,232,300.00 154,905.26 Total Open 2,000,000.00 - 2,822,300.00 43,479,556.14 42,880,620.89 598,935.25 Total 2,000,000.00 - 2,755,300.00 79,929,422.69 79,263,487.44 665,935.25 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032224 Chase CONFIDENTIAL SDNY_GM_00301422 EFTA01507214