EFTA01507155.pdf

05 IWO,' JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Numbe Asset Account Portfolio Page 28 of 78 FINANCIAL TRUST COMPANY INC May 01, 2004 - May 31, 2004 Trade Settlement Counter Counter RevaluabOn Contracted' Revalued Realded Dale Date Currency Amount Gunroom Amount Contract Rate Rate Base Amount USD Amount USD Gaintoss USD Settled Foreign Exchange Contracts continued May 11 04 May 13 04 GBP 5,000,000.00 USD - 8,778,000.00 1.755600 1.755600 - 8,778,000.00 8,778,000.00 May 11 04 May 18 04 GBP - 5,000,000.00 USD 8,767,500.00 1.753500 1.770068 8,767,500.00 - 8,850,340.73 - 82,840.73 May 17 04 May 18 04 GBP 5,000,000.00 USD - 8,838,000.00 1.767600 1.767600 - 8,838,000.00 8,838,000.00 HUNGARIAN FORINT - U S DOLLAR May 7 04 May 10 04 HUF 110,800,000.00 USD - 521,411.76 212.500000 212.500000 - 521,411.76 521,411.76 May 7 04 May 10 04 HUF - 110,800,000.00 USD 530,478.57 208.868000 198.184597 530,478.57 - 559,074.73 - 28,596.16 May 7 04 May 11 04 HUF - 355,300,000.00 USD 1,700,000.00 209.000000 215.300001 1,700,000.00 - 1,650,255.45 49,744.55 May 10 04 May 11 04 HUF 355,300,000.00 USD - 1,650,255.45 215.300000 215.300000 - 1,650,255.45 1,650,255.45 May 4 04 May 13 04 HUF 1,041,150,000.00 USD 5,000,000.00 208.230000 216.071390 5,000,000.00 - 4,818,546.31 181,453.69 May 10 04 May 13 04 HUF - 355,300,000.00 USD 1,649,152.44 215.444000 213.500000 1,649,152.44 - 1,664,168.62 - 15,016.18 May 12 04 May 13 04 HUF 1,396,450,000.00 USD - 6,540,749.41 213.500000 213.500000 - 6,540,749.41 6,540,749.41 JAPANESE YEN U S DOLLAR Apr 21 04 May 7 04 JPY - 968,327,520.00 USD 8,887,000.00 108.960000 111.935000 8,887,000.00 - 8,650,801.98 236,198.02 Feb 20 04 May 24 04 JPY 1,087,300,000.00 USD - 10,000,000.00 108.730000 112.595000 - 10,000,000.00 9,656,734.31 - 343,265.69 Mar 2 04 May 24 04 JP' 1,087,300,000.00 USD 9,939,665.42 109.390000 112.595000 9,939,665.42 - 9,656,734.31 282,931.11 Apr 21 04 May 24 04 JPY 105,470,000.00 USD - 968,681.12 108.880000 112.595000 - 968,681.12 936,720.10 - 31,961.02 May 24 04 May 24 04 JPY - 105,470,000.00 USD 935,988.57 112.683000 112.595000 935,988.57 - 936,720.10 - 731.53 N ZEALAND DOLLAR - U S DOLLAR May 3 04 May 4 04 NZD 10,000,000.00 USD - 6,246,000.00 0.624600 0.624600 - 6,246,000.00 6,246,000.00 Apr 28 04 May 11 04 NZD - 5,000,000.00 USD 3,105,500.00 0.621100 1.660850 3,105,500.00 - 3,010,506.66 94,993.34 Apr 29 04 May 11 04 NZD 5,000,000.00 USD - 3,107,000.00 0.621400 1.660850 - 3,107,000.00 3,010,506.66 - 96,493.34 May 4 04 May 13 04 NZD - 10,000,000.00 USD 6,320,000.00 0.632000 1.662650 6,320,000.00 - 6,014,494.93 305,505.07 May 11 04 May 13 04 NZD 5,000,000.00 USD - 3,029,500.00 0.605900 0.605900 - 3,029,500.00 3,029,500.00 May 11 04 May 13 04 NZD 5,000,000.00 USD - 3,029,500.00 0.605900 0.605900 - 3,029,500.00 3,029,500.00 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032157 Chase CONFIDENTIAL SDNY_GM_00301355 EFTA01507155