EFTA01507599.pdf

09 2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 18 of 62 FINANCIAL TRUST COMPANY INC September 01, 2004 - September 30, 2004 Foreign Exchange Contracts continued Settlement Counter Counter Current Merkel Meet Value Market Value Unrealized Trade Ome an Curren< Amount Cunene AMOUM Contract Rate Forward Rate Receivables USD Pa yeWes USO Giant oss USO Sep. 10 04 Oct. 20 04 GBP • 3,000,000 00 USD 5,349,000.00 1.783 1.806563 5,349,000.00 5,419,690.17 - 70,690.17 Sep. 21 04 Oct 20 04 GBP • 5,000,000 00 USD 8,971,000.00 1.7942 1.806563 8,971,000.00 9,032,816.95 - 61,816.95 Sep. 21 04 Oct. 20 04 GBP • 5,000,000 00 USD 8,976,000.00 1.7952 1.806563 8,976,000.00 9,032,816.95 - 56,816.95 Total Closed 0.00 338,700.00 46,781,324.07 46,442,624.07 338,700.00 HUNGARIAN FORINT - U S DOLLAR Apr 27 04 Oct 20 04 HUF 1O59.940.000.00 USD - 4,803.280 91 220.67 199.928785 5,301,587.75 4,803,280 91 498,306.84 Apr. 28 04 Oct 20 04 HUF 634,280,000.00 USD - 2.859.564 49 221.81 199.928785 3,172,529.65 2,859,564 49 312,965.16 Sep. 10 04 Oct. 20 04 HUF - 1,694,220,000.00 USD 8,159,017.57 207.65 199.928785 8,159,017.57 8,474,117.40 - 315,099.83 Total Closed 0.00 496,172.17 16,633,134.97 16,136,962.80 496,172.17 JAPANESE YEN - U S DOLLAR Apr. 16 04 Oct. 20 04 JPY 1,076,700,000.00 USD - 10,000,000.00 107.67 110.100984 9,779,204.19 10,000,000.00 - 220,795.81 May. 25 04 Oct. 20 04 JPY - 558,650,000.00 USD 5,000,000.00 111.73 110.100984 5,000,000.00 5,073,978.28 - 73,978.28 Sep. 10 04 Oct. 20 04 JPY • 1,072,250,000.00 USD 9,785,088.52 109.58 110.100984 9,785,088.52 9,738,786.75 46,301.77 Sep. 10 04 Oct. 20 04 JPY • 1,098,200,000.00 USD 10,000,000.00 109.82 110.100984 10,000,000.00 9,974,479.47 25,520.53 Sep. 22 04 Oct. 20 04 JPY 1,103,000,000.00 USD • 10,000,000.00 110.30 110.100984 10,018,075.81 10,000,000.00 18,075.81 Sep. 22 04 Oct. 20 04 JPY - 6,350,000.00 USD 57,460.86 110.51 110.100984 57,460.86 57,674.32 - 213.46 Sep. 27 04 Oct. 20 04 JPY • 3,450,000.00 USD 31,011.23 111.25 110.100984 31,011.23 31,334.86 - 323.63 Sep. 27 04 Oct 20 04 JPY - 10.850,000.00 USD 97.528 08 111.25 110.100984 97.528 08 98,545 89 - 1,017 81 Total Open - 570,050,000.00 4,971,088.69 44,768,368.69 44,974,799.57 - 206,430.88 MEXICAN NEW PESO - U S DOLLAR Sep. 24 04 Oct 20 04 MXN 57,307,500.00 USD - 5,000,000.00 11.4615 11.443145 5,008,020.07 5,000,000.00 8,020.07 N ZEALAND DOLLAR - U S DOLLAR Mar. 11 04 Mar. 15 05 NZD 5,000,000.00 USD - 3,102,500.00 0.6205 0.661913 3,309,565.88 3,102,500.00 207,065.88 Mar. 23 04 Mar. 15 05 NZD - 5,000,000.00 USD 3,170,500.00 0.6341 0.661913 3,170,500.00 3,309,565.88 - 139,065.88 Total Closed 0.00 68,000.00 6,480,065.88 6,412,065.88 68,000.00 Apr. 16 04 Oct 20 04 NZD 10,000,000.00 USD - 6,276,000.00 0.6276 0.674063 6,740,632.22 6,276,000.00 464,632.22 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 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032657 Chase CONFIDENTIAL SDNY_GM_00301855 EFTA01507599