EFTA01507545.pdf

09 2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 19 of 62 FINANCIAL TRUST COMPANY INC September 01, 2004 - September 30, 2004 Foreign Exchange Contracts continued Settlement COUellef Cam« Current Nagel Mang Value Market Value Unrealized Dade One One Cwrency Amount CUI7WICY Amount Coarse! Rate RenardRate Reefing« (SD Penal« (ASO GerniLOSS (ASO May. 27 04 Oct. 20 04 NZD 5,000,000.00 USD - 3,127,000.00 0.6254 0.674063 3,370,316.11 3,127,000.00 243,316.11 Sep. 10 04 Oct. 20 04 NZD - 20,000,000.00 USD 12,986,000.00 0.6493 0.674063 12,986,000.00 13,481,264.44 - 495,264.44 Sep. 30 04 Oct. 20 04 NZD 17,500,000.00 USD - 11,798,500.00 0.6742 0.674063 11,796,106 38 11,798,500 00 - 2,393.62 Total Open 17,500,000.00 - 11,342,500.00 38,263,370.82 37,809,764.44 453,606.38 Total 17,500,000.00 - 11,274,500.00 44,743,436.70 44,221,830.32 521,606.38 S AFRICAN RAND - U S DOLLAR Sep. 29 04 Oct 1 04 ZAR 12,900,000.00 USD - 2,000,000.00 6.45 6.45 2,000,000.00 2,000,000 00 0.00 Sep. 29 04 Oct. 1 04 ZAR - 12,900,000.00 USD 2,000,000.00 6.45 6.45 2,000,000.00 2,000,000.00 0.00 Total Closed 0.00 .00 4,000,000.00 4,000,000.00 0.00 Sep. 29 04 Oct 20 04 ZAR 12,924,600.00 USD • 2,000,000.00 6.4623 6.495857 1,989,668.29 2,000,000.00 • 10,331.71 Total 12,924,600.00 - 2,000,000.00 5,989,668.29 6,000,000.00 - 10,331.71 TRADE. RELATED SWISS FRANC - U S DOLLAR Sep. 30 04 Oct. 4 04 CHF - 5,011,209.24 USD 4,024,744.39 1.2451 1.2451 4,024,744.39 4,024,744.39 0.00 Total Foreign Exchange Contracts 365,404,625.60 364,613,888.39 790,737.21 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032596 Chase CONFIDENTIAL SDNY_GM_00301794 EFTA01507545