EFTA01507703.pdf

10 2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 15 of 74 FINANCIAL TRUST COMPANY INC October 01, 2004 - October 31, 2004 Outstanding Foreign Exchange Contracts Net Currency Exposure Summary Gain/Loss Summary Were it, Currency value in USO Pound Sterling 10,000,000.00 Total Unrealized Closed 68.000.00 Japanese Yen - 1,953,829O00.00 Total Unrealized Open 36,828.18 Mexican New Peso 117,341,000.00 Total Unrealized Gain/Loss 104,828.18 U S Ddlar - 9,427,000.00 Foreign Exchange Contracts Settlement Counter Counter Curren: Market Market Yak.. Market Yalu. Unrealized Trade Date Dare Currency Amount Currency Amount Contract Rate ForwardRate Recervables (ISO Payable. (ISO Gaintoss USO SPECULATIVE AUSTRALIA DOLLAR - U S DOLLAR Oct. 27 04 Dec. 904 AUD - 10,000,000.00 USD 7,421,000.00 0.7421 0.744253 7,421,000.00 7,442,534.07 - 21,534.07 Oct 804 Apr. 12 05 AUD 10,000,000.00 USD - 7,214,000.00 0.7214 0.73654 7,365,404.47 7,214,000.00 151,404.47 Total Open 0.00 207,000.00 14,786,404.47 14,656,534.07 129,870.40 POUND STERLING - JAPANESE YEN Oct 19 04 Dec. 904 GBP 10,000,000.00 JPY - 1,953,829,000.00 195.3829 193.555216 18,268,509.74 18,441,013.77 - 172,504.03 MEXICAN NEW PESO - U S DOLLAR Oct 13 04 Apr 14 05 MXN 58,200,000 00 USD - 5O00.000 00 11.64 11 877055 4,900,204 58 5O00,000 00 - 99,795.42 Oct 18 04 Apr. 14 05 MXN 59,141,000.00 USD - 5O00.000 00 11.8282 11 877055 4.979.432 97 5O00O00 00 - 20.567.03 Total Open 117,341,000.00 - 10,000,000.00 9,879,637.55 10,000,000.00 - 120,362.45 N ZEALAND DOLLAR - U S DOLLAR Mar. 11 04 Mar. 15 05 NZD 5,000,000.00 USD - 3,102,500 00 0.6205 0.672952 3,364,762.07 3,102,500.00 262,262.07 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032778 Chase CONFIDENTIAL SDNY_GM_00301976 EFTA01507703