EFTA01507397.pdf

O7 2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 16 of 65 FINANCIAL TRUST COMPANY INC July 01, 2004 • July 31, 2004 Foreign Exchange Contracts continued Settlement Counter Gartner Current Admirer /darker Value Marker Value unrealized Trine One Oale Cunene Amount Cunene Amount Conant Rate Forward Rare Receivables USD PO ten FASO GatIVLoss USO EURO CURRENCY - U S DOLLAR Jul. 29 04 Aug. 3 04 EUR - 10,000,000.00 USD 12,086,000.00 1.2086 0.827404 12,086,000.00 12,086,000.00 0.00 Jul. 30 04 Aug. 3 04 EUR 10,000,000 00 USD - 12,053,000.00 1.2053 0.829669 12,053.000.00 12,053,000.00 0.00 May. 17 04 Aug. 604 EUR - 5,000,000.00 USD 5,993,500.00 1.1987 0.830683 5,993,500.00 6,019,140 80 - 25,640.80 May. 27 04 Aug. 604 EUR 5,000,000.00 USD - 6,127.000.00 1.2254 0.830683 6,019,140 80 6,127,000 00 - 107,859.20 Feb 20 04 Aug. 24 04 EUR 7,500,000.00 USD - 9,395,250.00 1.2527 0.830933 9,025,993 38 9,395,250 00 - 369.256.62 Mar. 1 04 Aug. 24 04 EUR - 7,500,000.00 USD 9,287,250.00 1.2383 0.830933 9,287,250 00 9,025,993.38 261,256.62 Apr. 16 04 Oct. 20 04 EUR 10,000,000.00 USD - 11,971,000.00 1.1971 0.831479 12,026,764.95 11,971,000.00 55,764.95 Apr. 23 04 Oct. 20 04 EUR 3,000,000.00 USD - 3,536,700.00 1.1789 0.831479 3,608,029.48 3,536,700.00 71,329.48 May. 3 04 Oct. 20 04 EUR - 10,000,000.00 USD 11,883,000.00 1.1883 0.831479 11,883,000.00 12,025,764.95 - 143,764.95 May. 11 04 Oct. 20 04 EUR - 1,500,000.00 USD 1,766,100.00 1.1774 0.831479 1,766,100.00 1,804,014.74 - 37,914.74 May. 17 04 Oct 20 04 EUR - 1,500,000.00 USD 1,796,100.00 1.1974 0.831479 1,796,100.00 1,804,014.74 - 7,914.74 Total Closed 0.00 - 271,000.00 85,544,878.61 85,848,878.61 - 304,000.00 POUND STERLING - U S DOLLAR Jul. 29 04 Aug. 2 04 GBP - 5,000,000.00 USD 9,093,000.00 1.8186 1.8186 9,093,000.00 9,093,000.00 0.00 Jul. 29 04 Aug. 2 04 GBP 5,000,000.00 USD - 9,042,500.00 1.8085 1.8085 9,042,500.00 9,042,500.00 0.00 Feb. 23 04 Aug. 24 04 GBP 10,000,000.00 USD - 18,337,000.00 1.8337 1.814446 18,144,464.72 18,337,000.00 - 192,535.28 Mar 1 04 Aug. 24 04 GBP - 10.000.000.00 USD 18,404.000 00 1.8404 1.814446 18.404.000 00 18.144.464 72 259.53528 Total Closed 0.00 117,500.00 54,683,964.72 54,616,964.72 67,000.00 Jul. 28 04 Aug. 6 04 GBP - 5,000,000.00 USD 9,107,000.00 1.8214 1.817496 9,107,000.00 9,087,479.80 19,520.20 Jul. 12 04 Sep. 14 04 GBP - 13,000,000.00 USD 24,048,700.00 1.8499 1.810950 24,048,700.00 23,542,349.68 506,350.32 Jul. 20 04 Sep. 14 04 GBP 5,000,000.00 USD - 9,250,000.00 1.85 1.810950 9,054,749.88 9,250,000.00 - 195,250.12 Apr. 16 04 Oct. 20 04 GBP 10,000,000.00 USD - 17,725,000.00 1.7725 1.80519 18,051,904.62 17,725,000.00 326,904.62 Apr. 23 04 Oct. 20 04 GBP 3,000,000.00 USD • 5,232,300.00 1.7441 1.80519 5,415,571.38 5,232,300.00 183,271.38 Total Open 0.00 948,400.00 65,677,925.88 64,837,129.48 840,796.40 Total 0.00 1,065,900.00 120,361,890.60 119,454,094.20 907,796.40 HUNGARIAN FORINT - U S DOLLAR Jul. 13 04 Sep. 14 04 HUF • 677,070,000.00 USD 3,268,501.08 207.15 209.057718 3,268,501.08 3,238,674.97 29,826 11 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032432 Chase CONFIDENTIAL SDNY_GM_00301630 EFTA01507397