EFTA01506756.pdf

03 12004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number:0 30171.00.5 Asset Account Portfolio Page 34 of 88 FINANCIAL TRUST COMPANY INC March 01, 2004 - March 31, 2004 Trade Settlement Counter Canner ReveluatiOn Contracted Revalued Realized Date Date Cu/Toney Amount Currency Amount Corinna Rate Rate Sate Amount USD Anieunl USD Gainless USD Settled Foreign Exchange Contracts continued Mar 10 04 Mar 12 04 GBP 5,000,000.00 USD - 9,103,000.00 1.820600 1.820600 - 9,103,000.00 9,103,000.00 Jan 904 Mar 15 04 GBP 5,000,000.00 USD - 9,191,500.00 1.838300 1.795010 - 9,191,500.00 8,975,049.36 - 216,450.64 Jan 14 04 Mar 15 04 GBP 3,000,000.00 USD - 5,473,500.00 1.824500 1.795010 - 5,473,500.00 5,385,029.61 - 88,470.39 Feb 11 04 Mar 15 04 GBP - 5,000,000.00 USD 9,374,500.00 1.874900 1.795010 9,374,500.00 - 8,975,049.36 399,450.64 Mar 1 04 Mar 15 04 GBP • 3,000,000.00 USD 5,598,300.00 1.866100 1.795010 5,598,300.00 - 5,385,029.61 213,270.39 Mar 10 04 Mar 17 04 GBP - 5,000,000.00 USD 9,123,500.00 1.824700 1.810774 9,123,500.00 - 9,053,870.52 69,629.48 Mar 10 04 Mar 17 04 GBP - 5,000,000.00 USD 9,129,500.00 1.825900 1.810774 9,129,500.00 - 9,053,870.52 75,629.48 Mar 16 04 Mar 17 04 GBP 10,000,000.00 USD - 18,140,000.00 1.814000 1.814000 - 18,140,000.00 18,140,000.00 JAPANESE YEN U S DOLLAR Mar 4 04 Mar 8 04 JPY 1,107,500,000.00 USD - 10,000,000.00 110 750000 110.750000 - 10,000,000.00 10,000,000.00 Mar 4 04 Mar 8 04 JPY 1,107,500,000.00 USD 9,988,275.61 110.880000 110.750000 9,988,275.61 - 10,000,000.00 - 11,724.39 Mar 5 04 Mar 904 JPY 556,250,000.00 USD - 5,000,000.00 111.250000 111.250000 - 5,000,000.00 5,000,000.00 Mar 5 04 Mar 9 04 JPY - 556,250,000.00 USD 4,979,856.76 111.700000 111.250000 4,979,856.76 - 5,000,000.00 - 20,143.24 Mar 3 04 Mar 12 04 JPY 1,100,200,000.00 USD - 10,000,000.00 110.020000 111.085000 - 10,000,000.00 9,904,127.46 - 95,872.54 Mar 8 04 Mar 12 04 JPY - 550,100,000.00 USD 4,903,289.06 112.190000 111.085000 4,903,289.06 - 4,952,063.73 - 48,774.67 Mar 804 Mar 12 04 JPY 550,100,000.00 USD 4,904,163.32 112.170000 111.085000 4,904,163.32 - 4,952,063.73 - 47,900.41 NORWEGIAN KRONE - U S DOLLAR Dec 11 03 Mar 15 04 NOK 67,525,000.00 USD - 10,000,000.00 6.752500 6.936350 - 10,000,000.00 9,734,947.05 - 265,052.95 Jan 6 04 Mar 15 04 NOK - 67,525,000.00 USD 10,028,961.83 6.733000 6.936350 10,028,961.83 - 9,734,947.05 294,014.78 N ZEALAND DOLLAR - U S DOLLAR Jan 2 04 Mar 15 04 NZD 10,000,000.00 USD - 6,544,000.00 0.654400 1.559550 - 6,544,000.00 6,412,106.05 - 131,893.95 Jan 2 04 Mar 15 04 NZD 10,000,000.00 USD - 6,534,000.00 0.653400 1.559550 - 6,534,000.00 6,412,106.05 - 121,893.95 Jan 5 04 Mar 15 04 NZD - 10,000,000.00 USD 6,637,000.00 0.663700 1.559550 6,637,000.00 - 6,412,106.05 224,893.95 Jan 7 04 Mar 15 04 NZD - 10,000,000.00 USD 6,669,000.00 0.666900 1.559550 6,669,000.00 - 6,412,106.05 256,893.95 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031745 Chase CONFIDENTIAL SDNY_GM_00300943 EFTA01506756