05 12004
JPMorgan Chase Bank
345 Park Avenue, New York, NY 10154-1002
JPMorgan Private Bank
Account Number Asset Account Portfolio Page 17 of 78
FINANCIAL TRUST COMPANY INC May 01, 2004 - May 31, 2004
Foreign Exchange Contracts conbnued
Senlernen( Counter Counter Current Adern« Adertet Werne MIM« Welpe utweelized
Turne Oste One Currenc ATOUM Cunwm AMOUIll Commet Rate ForardRare Retervatelot USD Po inges USD GenVLoss USD
EURO CURRENCY - U S DOLLAR
Mau 3 04 Jun. 7 04 EUR 5,000,000.00 USD - 6,073,500.00 1.2147 0.819057 6,104,584.56 6,073,500.00 31,084.56
Mau 504 Jun. 704 EUR 10,000,000.00 USD - 12,395,000.00 1.2395 0.819057 12,209.169. 13 12,395,000.00 - 185,830.87
Mau 504 Jun. 704 EUR 20,000,000.00 USD - 24,726,000.00 1.2363 0.819057 24,418.338 26 24,726,000.00 - 307,661.74
Mau 16 04 Jun. 7 04 EUR - 35,000,000.00 USD 42,952,000.00 1.2272 0.819057 42,952,000.00 42,732,091.95 219,908.05
May. 17 64 Aug. 604 EUR - 5,000,000.00 USD 5,993,500.00 1.1987 0.820242 5,993,500.00 6,095,763 30 - 102,263 30
May. 27 64 Aug. 604 EUR 5,000,000.00 USD - 6,127,000.00 1.2254 0.820242 6,095,763.30 6,127,000 00 - 31,236.70
Feb. 20 04 Aug. 24 04 EUR 7,500,000.00 USD - 9,395,250.00 1.2527 0.820488 9,140,899.95 9,395,250.00 - 254,350.05
Mar. 1 04 Aug. 24 04 EUR - 7,500,000.00 USD 9,287,250.00 1.2383 0.820488 9,287,250.00 9,140,899.95 146,350.05
Apr. 16 04 Oct. 20 04 EUR 10,000,000.00 USD - 11,971,000.00 1.1971 0.820963 12,180,812.21 11,971,000.00 209,812.21
Apr. 23 04 Oct. 20 04 EUR 3,000,000.00 USD - 3,536,700.00 1.1789 0.820963 3,654,243.66 3,536,700.00 117,543.66
May. 3 04 Od. 20 04 EUR - 10,000,000.00 USD 11,883,000.00 1.1883 0.820963 11,883,000.00 12,180,812.21 - 297,812.21
May. 11 04 Oct. 20 04 EUR - 1,500,000.00 USD 1,766,100.00 1.1774 0.820963 1,766,100.00 1,827,121.83 - 61,021.83
May. 17 04 Oct. 20 04 EUR • 1,500,000.00 USD 1,796,100.00 1.1974 0.820963 1,796,100.00 1,827,121.83 - 31,021.83
Total Closed 0.00 -546,Ø.00 147,481,761.07 148,028,261.07 -546,Ø.O0
POUND STERLING - U S DOLLAR
Mar. 3 04 Jun. 7 04 GBP 10,000,000.00 USD - 18,106,000.00 1.8106 1.832196 18,321,962.64 18,106,000.00 215,962.64
Mar. 504 Jun. 704 GBP - 10,000,000.00 USD 18,290,000.00 1.829 1.832196 18,290,000.00 18,321,962.64 - 31,962.64
Mar. 504 Jun. 804 GBP 10,000,000.00 USD - 18,295,000.00 1.8295 1.832032 18,320,316.43 18,295,000.00 25,316.43
Mar. 16 04 Jun. 8 04 GBP - 10,000,000.00 USD 18,012,000.00 1.8012 1.832032 18,012,000.00 18,320,316.43 - 308,316.43
Feb. 23 04 Aug. 24 04 GBP 10,000,000.00 USD - 18,337,000.00 1.8337 1.819165 18,191,649.89 18,337,000.00 - 145.350.11
Mar 1 04 Aug. 24 04 GBP - 10.000.000.00 USD 18,404,000 00 1.8404 1.819165 18.404,000.00 18,191,649.89 212,350.11
Total Closed 0.00 - 32,000.00 109,539,928.96 109,571,928.96 - 32,000.00
May. 11 04 Jun. 14 04 GBP - 5,000,000.00 USD 8,752,500.00 1.7505 1.831044 8,752,500.00 9,155,219.58 - 402,719.58
May. 12 04 Jun. 14 04 GBP - 5,000,000.00 USD 8,850,500.00 1.7701 1.831044 8,850,500.00 9,155,219.58 - 304,719.58
May. 17 04 Jun. 14 04 GBP 1, 000,000.00 USD - 1,767,000.00 1.767 1.831044 1,831,043.91 1,767,000.00 64,043.91
May. 19 04 Jun. 14 04 GBP - 4,000,000.00 USD 7,103,600.00 1.7759 1.831044 7,103,600.00 7,324,175.66 - 220,575.66
Apr. 16 04 Od. 20 04 GBP 10,000,000.00 USD - 17,725,000.00 1.7725 1.810108 18,101,081.96 17,725,000.00 376,081.96
Confidential Treatment Requested by JPMorgan JPM-SDNY-00032146
Chase
CONFIDENTIAL SDNY_GM_00301344
EFTA01507146