06 INN JPMorgan Chase Bank
345 Park Avenue. New York, NY 10154-1002
JPMorgan Private Bank
Account Numbe Asset Account Portfolio Page 27 of 72
FINANCIAL TRUST COMPANY INC June 01, 2004 - June 30, 2004
Trade Settlement Counter Counter ReValUad011 Contracted' Revalued Realaed
Dale Date Currency Amount Gummy Amount Contract Rate Rafe Base Amount USD AMewl! USD Gaintoss USD
Settled Foreign Exchange Contracts continued
Jun 10 04 Jun 14 04 NZD 15,000,000.00 USD - 9,516,000.00 0.634400 0.634400 - 9,516,000.00 9,516,000.00
Jun 15 04 Jun 18 04 NZD - 10,000,000.00 USD 6,274,000.00 0.627400 0.627400 6,274,000.00 - 6,274,000.00
Jun 17 04 Jun 18 04 NZD 10,000,000.00 USD - 6,274,000.00 0.627400 0.627400 - 6,274,000.00 6,274,000.00
Jun 17 04 Jun 21 04 NZD - 5,000,000.00 USD 3,111,000.00 0.622200 0.627500 3,111,000.00 - 3,137,500.00 - 26,500.00
Jun 17 04 Jun 21 04 NZD - 10,000,000.00 USD 6,271,000.00 0.627100 0.627500 6,271,000.00 - 6,275,000.00 - 4,000.00
S AFRICAN RAND - U S DOLLAR
Jun 24 04 Jun 28 04 ZAR 12,535,000.00 USD - 1,998,405.74 6.272500 6.272500 - 1,998,405.74 1,998,405.74
TRADE RELATED
AUSTRALIA DOLLAR - U S DOLLAR
Jun 16 04 Jun 17 04 AUD 276,000.00 USD - 189,777.60 0.687600 0.689655 - 189,777.60 190,344.83 567.23
SWISS FRANC - U S DOLLAR
Jun 9 04 Jun 11 04 CHF 10,000,000.00 USD - 8,003,201.28 1.249500 1.249500 - 8,003,201.28 8,003,201 28
N ZEALAND DOLLAR - U S DOLLAR
Jun 16 04 Jun 18 04 NZD 280,284.94 USD - 176,383.31 0.629300 0.620000 - 176,383.31 173,776.66 - 2,606.65
Confidential Treatment Requested by JPMorgan JPM-SDNY-00032306
Chase
CONFIDENTIAL SDNY_GM_00301504
EFTA01507286