05 INN JPMorgan Chase Bank
345 Park Avenue. New York, NY 10154-1002
JPMorgan Private Bank
Account Number: Asset Account Portfolio Page 18 of 78
FINANCIAL TRUST COMPANY INC May 01, 2004 - May 31, 2004
Foreign Exchange Contracts continued
Settlement Gainer Counter Current raffle; Meet Value Market Value unrealized
Trade CUM One Current Amount Current Amount Contract Rate Forward Rare Receivable, VSO Pey Wei lASO Giant USO
Apr. 23 04 Oct 20 04 GBP 3,000,000.00 USD - 5,232,300 00 1.7441 1.810108 5,430,324.58 5.232,300.00 198,024.58
Total Open 0.00 - 17,700.00 50,069,050.45 50,358,914.82 - 289,864.37
Total 0.00 - 49,700.00 159,608,979.41 159,930,843.78 - 321,864.37
HUNGARIAN FORINT - U S DOLLAR
May. 12 04 Jun. 14 04 HUF - 1,396,450,000.00 USD 6,478,242.71 215.56 206.829810 6,478,242 71 6,751,686.32 - 273.443.61
May. 17 04 Jun. 14 04 HUF - 297,770,000.00 USD 1,394,968.61 213.46 206.829810 1,394,968 61 1,439,686 08 - 44,717.47
Apt. 27 04 Oct 20 04 HUF 1,059.940,000.00 USD - 4ß03.280 91 220.67 213.779408 4,958,101 47 4,803,280 91 154,820.56
Apr. 28 04 Oct. 20 04 HUF 634,280,000.00 USD - 2,859,564.49 221.81 213.779408 2,966,983.60 2,859,564.49 107,419.11
Total Open 0.00 210,365.92 15,798,296.39 15,854,217.80 - 55,921.41
JAPANESE YEN - U S DOLLAR
May. 18 04 Jun. 15 04 JPY - 567,850,000.00 USD 5,000,000.00 113.57 110.47286 5,000,000.00 5,140,176.49 - 140,176.49
May. 27 04 Jun. 15 04 JPY 49,800,000.00 USD - 445,438.28 111.80 110.47286 450,789.45 445,438.28 5,351.17
Apr. 16 04 Oct. 20 04 JPY 1,076,700,000.00 USD - 10,000,000.00 107.67 109.865589 9,800,156.77 10,000,000.00 - 199,843.23
May. 25 04 Oct. 20 04 JPY - 558,650,000.00 USD 5,000,000.00 111.73 109.865589 5,000,000.00 5,084,849.61 - 84,849.61
Total Open 0.00 - 445,438.28 20,250,946.22 20,670,464.38 - 419,518.16
N ZEALAND DOLLAR U S DOLLAR
Mar. 304 Jun. 804 NZD 15,000,000.00 USD - 9,943,500.00 0.6629 0.627703 9,415,549.56 9,943,500.00 - 527,950.44
Mar. 4 04 Jun. 804 NZD 15,000,000.00 USD - 9,900,000.00 0.66 0.627703 9,415,549.56 9,900,000.00 - 484,450.44
Mar. 16 04 Jun. 804 NZD - 10,000,000.00 USD 6,450,000.00 0.645 0.627703 6.450,000.00 6,277,033.04 172,966.96
Mar. 22 04 Jun. 804 NZD - 20,000,000.00 USD 13,118,000.00 0.6559 0.627703 13,118,000.00 12,554,066.08 563,933.92
Feb. 20 04 Aug. 24 04 NZD 5.000,000.00 USD - 3,315,000.00 0.663 0.621507 3,107,536.90 3,315,000.00 - 207,463.10
Feb. 23 04 Aug. 24 04 NZD 5,000,000.00 USD - 3,344,500.00 0.6689 0.621507 3,107,536.90 3,344,500.00 - 236,963.10
Mar. 204 Aug. 24 04 NZD - 10,000,000.00 USD 6,742,000.00 0.6742 0.621507 6,742,000.00 6,215,073.80 526,926.20
Mar. 11 04 Mar. 15 05 NZD 5,000,000.00 USD - 3,102,500.00 0.6205 0.608080 3,040,398.89 3,102,500.00 - 62,101.11
Mar. 23 04 Mar. 15 05 NZD - 5,000,000.00 USD 3,170,500.00 0.6341 0.608080 3,170,500.00 3,040,398.89 130,101.11
Total Closed 0.00 - 125,000.00 57,567,071.81 57,692,071.81 - 125,000.00
May. 11 04 Jun. 14 04 NZD - 5,000,000.00 USD 3,017,000.00 0.6034 0.627218 3,017,000.00 3,136,091.41 - 119,091.41
May. 12 04 Jun. 14 04 NZD - 5,000,000.00 USD 3,033,500.00 0.6067 0.627218 3,033,500.00 3,136,091.41 - 102,591.41
Confidential Treatment Requested by JPMorgan JPM-SDNY-00032147
Chase
CONFIDENTIAL SDNY_GM_00301345
EFTA01507147