06 12004
JPMorgan Chase Bank
345 Park Avenue. New York, NY 10154-1002
JPMorgan Private Bank
Account Number: Asset Account Portfolio Page 16 of 72
FINANCIAL TRUST COMPANY INC June 01, 2004 - June 30, 2004
Outstanding Foreign Exchange Contracts
Net Currency Exposure Summary Gain/Loss Summary
Value in Currency Value se DSO
Swiss Franc 15,200,000.00 Total Unrealized Closed • 55,000.01
Euro Currency - 10,000,000.00 Total Unrealized Open • 59,708.11
Pound Sterling 2,000,000.00 Total Unrealized Gain/Loss -114,708.12
U S Dollar - 3,073,243.37
Foreign Exchange Contracts
Settlement C011relOt Counter Curren. Market Market Value Market Value Unrealaael
Trade Date p are comme AMOUR( CUIrellCy Amount Contact Rate ForwardRate Recervables USO Payabies USO Claine.ossUSO
SPECULATIVE
AUSTRALIA DOLLAR - U S DOLLAR
Feb. 20 04 Aug. 24 04 AUD 7,500,000.00 USD - 5,676,750.00 0.7569 0.692268 5,192,012.37 5,676,750.00 - 484,737.63
Feb. 20 04 Aug. 24 04 AUD 7,500,000.00 USD - 5,639,250.00 0.7519 0.692268 5,192,012.37 5,639,250.00 - 447,237.63
Mar. 1 04 Aug. 24 04 AUD - 15,000,000.00 USD 11,347,500.00 0.7565 0.692268 11,347,500.00 10,384,024.74 963,475.26
Total Closed 0.00 31,500.00 21,731,524.74 21,700,024.74 31,500.00
Jun. 10 04 Jul. 14 04 AUD - 13,000,000.00 USD 9,003,800.00 0.6926 0.695436 9,003,800.00 9,040,673.94 - 36,873.94
Apr. 16 04 Oct. 20 04 AUD 10,000,000.00 USD - 7,289,000.00 0.7289 0.688194 6,881,944.22 7,289,000.00 - 407,055.78
Apr. 23 04 Oct 20 04 AUD 3,000,000.00 USD - 2,148,600.00 0.7162 0.688194 2,064,583.26 2,148,600.00 - 84,016.74
Total Open 0.00 - 433,800.00 17,950,327.48 18,478,273.94 - 527,946.46
Total 0.00 - 402,300.00 39,681,852.22 40,178,298.68 - 496,446.46
SWISS FRANC - EURO CURRENCY
Jun. 404 Jul. 8 04 CHF 22,839,000.00 EUR - 15,000,000.00 1.5226 1.523116 18,240,186.94 18,246,369.15 - 6,182.21
Jun. 16 04 Jul. 8 04 CHF 15,200,000.00 EUR - 10,000,000.00 1.52 1.523116 12,139,359.93 12,164,246.10 - 24,886.17
Confidential Treatment Requested by JPMorgan JPM-SDNY-00032295
Chase
CONFIDENTIAL SDNY_GM_00301493
EFTA01507276