EFTA01507494.pdf

08 2004 JP111organ Clone Bank 345 Park Avenue, New York, NY 10154-1002 dl JPMorgan Private Bank Account Number: Q Asset Account Portfolio Page 14 of 48 FINANCIAL TRUST COMPANY INC August 01, 2004 - August 31, 2004 Outstanding Foreign Exchange Contracts Net Currency Exposure Summary Gain/Loss Summary Vaan in Currancy Saloon, USO Swiss Franc 22,953,000.00 Total Unrealized Closed - 39,500.00 Euro Currency - 15,000,000.00 Total Unrealized Open 1,026,168.09 Pound Sterling 5,000,000.00 Total Unrealized Gain/Loss 986,668.09 Hungarian Forint 887,940,000.00 Japanese Yen - 1,567,500,000.00 U S Dollar 2,335,155.82 Foreign Exchange Contracts Senlement Counter Counter Contra Alant« ltdcal Valro Markt< Vaat♦ Unroalual Irado bate Date Curroncy AMOUPt Currency Amon: Contract Rato forward Rite Raam!~ USD AVSNOS USD alINLOSS USD SPECULATIVE AUSTRALIA DOLLAR - U S DOLLAR Jul. 704 Sep. 9 04 AUD - 10,000,000.00 USD 7,166,000.00 0.7166 0.705445 7,166,000.00 7,054,448.74 111,551.26 Jul. 804 Sep. 904 AUD 10,000,000.00 USD - 7,180,000.00 0.718 0.705445 7,054,448.74 7,180,000.00 - 125,551.26 Total Closed 0.00 - 14,000.00 14,220,448.74 14,234,448.74 - 14,000.00 Jul. 12 04 Sep. 14 04 AUD - 13,000,000.00 USD 9,361,300.00 0.7201 0.705053 9,361,300.00 9,165,691.79 195,608.21 Apr. 16 04 Oct. 20 04 AUD 10,000,000.00 USD - 7,289,000.00 0.7289 0.702503 7,025,032.35 7,289,000.00 - 263,967.65 Apr. 23 04 Oct. 20 04 AUD 3,000,000.00 USD - 2,148,600.00 0.7162 0.702503 2,107,509.70 2,148,600.00 - 41,090.30 Total Open 0.00 - 76,300.00 18,493,842.05 18,603,291.79 - 109,449.74 Total 0.00 - 90,300.00 32,714,290.79 32,837,740.53 - 123,449.74 SWISS FRANC - EURO CURRENCY Aug, 16 04 Sep. 14 04 CHF 22,953,000.00 EUR - 15,000,000 00 1.5302 1.539992 18,110,285.25 18.226.170 04 - 115,884 79 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032543 Chase CONFIDENTIAL SDNY_GM_00301741 EFTA01507494