EFTA01507605.pdf

09 2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 25 of 62 FINANCIAL TRUST COMPANY INC September 01, 2004 - September 30, 2004 Trade Settlement Gaut Counter Revaluation Contracted Revalued Realized Dale Dale Currency Amount Currency Amount Conned Rate Rafe Bate Amount USD Amount USD Gainless USD Settled Foreign Exchange Contracts continued Sep 10 04 Sep 14 04 GBP 10,000,000.00 USD - 17,885,000.00 1.788500 1.788500 - 17,885,000.00 17,885,000.00 Sep 10 04 Sep 14 04 GBP 3,000,000.00 USD - 5,365,500.00 1.788500 1.788500 - 5,365,500.00 5,365,500.00 Sep 14 04 Sep 23 04 GBP - 5,000,000.00 USD 8,988,500.00 1.797700 1.799100 8,988,500.00 - 8,995,499.55 - 6,999.55 Sep 21 04 Sep 23 04 GBP 5,000,000.00 USD - 8,996,000.00 1.799200 1.799200 - 8,996,000.00 8,996,000.00 HUNGARIAN FORINT - U S DOLLAR Jul 13 04 Sep 14 04 HUF - 677,070,000.00 USD 3,268,501.08 207.150000 201.848936 3,268,501.08 - 3,354,340.19 - 85,839.11 Jul 21 04 Sep 14 04 HUF 677,070,000.00 USD - 3,286,747.57 206.000000 201.848936 - 3,286,747.57 3,354,340.19 67,592.62 Aug 17 04 Sep 14 04 HUF - 806,280,000.00 USD 4,000,000.00 201.570000 201.848936 4,000,000.00 - 3,994,472.37 5,527.63 Sep 10 04 Sep 14 04 HUF 806,280,000.00 USD - 3,921,595.33 205.600000 205.600000 - 3,921,595.33 3,921,595.33 JAPANESE YEN - U S DOLLAR Sep 8 04 Sep 10 04 JPY - 2,000,000.00 USD 18,286.55 109.370000 109.274988 18,286.55 - 18,302.45 - 15.90 Jul 12 04 Sep 14 04 JPY - 518,050,000.00 USD 4,797,647.71 107.980000 109.570000 4,797,647.71 - 4,728,027.74 69,619.97 Aug 10 04 Sep 14 04 JPY - 554,200,000.00 USD 5,000,000.00 110.840000 109.570000 5,000,000.00 - 5,057,953.81 - 57,953.81 Sep 10 04 Sep 14 04 JPY 1,072,250,000.00 USD - 9,769,931.66 109.750000 109.750000 - 9,769,931.66 9,769,931.66 Sep 10 04 Sep 14 04 JPY 28,300,000.00 USD - 258,683.72 109.400000 109.400000 - 258,683.72 258,683.72 N ZEALAND DOLLAR - U S DOLLAR Jul 7 04 Sep 9 04 NZD - 10,000,000.00 USD 6,483,000.00 0.648300 1.535982 6,483,000.00 - 6,510,495.08 - 27,495.08 Aug 10 04 Sep 9 04 NZD 10,000,000.00 USD - 6,514,000.00 0.651400 1.535982 - 6,514,000.00 6,510,495.08 - 3,504.92 Jul 12 04 Sep 14 04 NZD - 20,000,000.00 USD 13,096,000.00 0.654800 1.506819 13,096,000.00 -13,272,998.70 - 176,998.70 Aug 4 04 Sep 14 04 NZD - 10,000,000.00 USD 6,389,000.00 0.638900 1.506819 6,389,000.00 - 6,636,499.35 - 247,499.35 Aug 604 Sep 14 04 NZD 5,000,000.00 USD - 3,252,000.00 0.650400 1.506819 - 3,252,000.00 3,318,249.67 66,249.67 Aug 10 04 Sep 14 04 NZD 5,000,000.00 USD - 3,269,000.00 0.653800 1.506819 - 3,269,000.00 3,318,249.67 49,249.67 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032664 Chase CONFIDENTIAL SDNY_GM_00301862 EFTA01507605