05 IWO,' JPMorgan Chase Bank
345 Park Avenue. New York, NY 10154-1002
JPMorgan Private Bank
Account Number: Asset Account Portfolio Page 29 of 78
FINANCIAL TRUST COMPANY INC May 01, 2004 - May 31, 2004
Bade Settlement Counter Counter RevaluabOn Contracted Revalued Realded
Dale Dale Currency Amount Currency Amount Contract Rate Rate Base Amount USD Amount USD Gaintoss USD
Settled Foreign Exchange Contracts continued
May 20 04 May 21 04 NZD 10,000,000.00 USD - 6,059,000.00 0.605900 0.605900 - 6,059,000.00 6,059,000.00
May 20 04 May 24 04 NZD 5,000,000.00 USD - 3,020,000.00 0.604000 0.604000 - 3,020,000.00 3,020,000.00
May 20 04 May 24 04 NZD - 5,000,000.00 USD 3,018,000.00 0.603600 0.605133 3,018,000.00 - 3,025,666.67 - 7,666.67
May 20 04 May 24 04 NZD 10,000,000.00 USD - 6,057,000.00 0.605700 0.605700 - 6,057,000.00 6,057,000.00
TRADE RELATED
EURO CURRENCY - U S DOLLAR
May 25 04 May 27 04 EUR - 14,941,124.64 USD 18,080,254.93 1.210100 1.210100 18,080,254.93 - 18,080,254.93
HUNGARIAN FORINT - U S DOLLAR
May 704 May 10 04 HUF 2,120.000.000 00 USD 10,734,760.71 197.489264 198.184597 10,734,760.71 - 10,697,097.74 37,662 97
MEXICAN NEW PESO - U S DOLLAR
May 26 04 May 28 04 MXN - 110,118,880.77 USD 9,651,085.08 11.410000 11.410000 9,651,085.08 - 9,651,085.08
Confidential Treatment Requested by JPMorgan JPM-SDNY-00032080
Chase
CONFIDENTIAL SDNY_GM_00301278
EFTA01507088