EFTA01507597.pdf

09 2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 16 of 62 FINANCIAL TRUST COMPANY INC September 01, 2004 - September 30, 2004 Outstanding Foreign Exchange Contracts Net Currency Exposure Summary Gain/Loss Summary Value in Currency Value in USD Australia Dollar 17,500,000.00 Total Unrealized Closed 934,207.04 Swiss Franc 2,675,790.76 Total Unrealized Open • 143,469.83 Euro Currency 5,000,000.00 Total Unrealized Gain/Loss 790,737.21 Pound Sterling 10,000,000.00 Japanese Yen - 2,534,800,000.00 Mexican New Peso 57,307,500.00 N Zealand Dollar 17,500,000.00 U S Dollar - 34,010,744.75 S African Rand 12,924,600.00 Foreign Exchange Contracts Senlement Counter Counter Current Merkel Merkel Vaasa Mantel Value Unieellzed rrecle Date Data Coroner Amount Comma Amami Contract Rate Forward Rate Recearablea USD Paredes USD GelrVLose USO SPECULATIVE AUSTRALIA DOLLAR - U S DOLLAR Apr. 16 04 Oct 20 04 AUD 10,000,000.00 USD - 7,289,000.00 0.7289 0.722903 7,229,031.98 7,289,000.00 - 59,968.02 Apr. 23 04 Oct. 20 04 AUD 3,000,000.00 USD - 2,148,600.00 0.7162 0.722903 2,168,709.59 2,148,600.00 20,109.59 Sep. 10 04 Oct. 20 04 AUD - 13,000,000.00 USD 8,947,900.00 0.6883 0.722903 8,947,900.00 9,397,741.57 - 449,841.57 Sep. 30 04 Oct 20 04 AUD 17,500,000 00 USD - 12,622,750.00 0.7213 0.722903 12,650,805.96 12.622.750 00 28.055 96 Total Open 17,500,000.00 - 13,112,450.00 30,996.447.53 31,458,091.57 - 461,644.04 SWISS FRANC - EURO CURRENCY Sep. 10 04 Oct 20 04 CHF 7,687,000 00 EUR - 5,000.000 00 1.5374 1.54953 6,160,442.85 6,209,049.83 - 48,606.98 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032655 Chase CONFIDENTIAL SDNY_GM_00301853 EFTA01507597