EFTA01507278

06 INN JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 18 of 72 FINANCIAL TRUST COMPANY INC June 01, 2004 - June 30, 2004 Foreign Exchange Contracts continued Settlement COunter COunter Gurren( Market Market Watte Market Value Unreellzerr Trede Date Oste Cunency ATOUM Currenty Amount Contact Rate nawate Rare Reeentatret USD PteyableS USD GMULMS (130 HUNGARIAN FORINT - U S DOLLAR Jun. 10 04 Jul. 14 04 HUF - 1,694,220,000.00 USD 7,959,689.92 212.85 206.962252 7,959,689.92 8,186,130.50 - 226,440.58 Apr. 27 04 Oct 20 04 HUF 1,059,940,000.00 USD - 4.803.280 91 220.67 212.471481 4,988,622 44 4,803,280 91 185,341.53 Apr 28 04 Oct 20 04 HUF 634,280,000 00 USD - 2.859.564 49 221.81 212.471481 2,985,247.69 2,859,564 49 125,683.20 Total Open 0.00 296,844.52 15,933,560.05 15,848,975.90 84,584.15 JAPANESE YEN - U S DOLLAR Jun. 10 04 Jul. 14 04 JPY - 518,050,000.00 USD 4,735,807.66 109.39 109.052610 4,736807.66 4,750,459.44 - 14,651.78 Apr. 16 04 Oct. 20 04 JPY 1,076,700,000.00 USD - 10,000,000.00 107.67 108.505567 9,922,993.17 10,000,000.00 - 77,006.83 May. 25 04 Oct. 20 04 JPY - 558,650,000.00 USD 5,000,000.00 111.73 108.505567 5,000,000.00 5,148,583.76 - 148,583.76 Total Open 0.00 - 264,192.34 19,658,800.83 19,899,043.20 - 240,242.37 N ZEALAND DOLLAR - U S DOLLAR Feb. 20 04 Aug. 24 04 NZD 5,000,000.00 USD - 3,315,000.00 0.663 0.630567 3,152,836.40 3,315,000.00 - 162,163.60 Feb. 23 04 Aug. 24 04 NZD 5,000,000.00 USD - 3,344,500.00 0.6689 0.630567 3,152,836.40 3,344,500.00 - 191,663.60 Mar. 2 04 Aug. 24 04 NZD • 10,000,000.00 USD 6,742,000.00 0.6742 0.630567 6,742,000.00 6,305,672.81 436,327.19 Mar. 11 04 Mar. 15 05 NZD 5,000,000.00 USD - 3,102,500.00 0.6205 0.616595 3,082,973.37 3,102,500.00 - 19,526.63 Mar. 23 04 Mar. 15 05 NZD • 5,000,000.00 USD 3,170,500.00 0.6341 0.616595 3,170,500.00 3,082,973.37 87,526.63 Total Closed 0.00 150,500.00 19,301,146.17 19,150,646.18 150,499.99 Jun. 10 04 Jul. 14 04 NZD - 20,000,000.00 USD 12,550.000.00 0.6275 0.633915 12,550.000 00 12.678,30346 - 128.303 46 Apr. 16 04 Oct. 20 04 NZD 10,000,000.00 USD - 6,276,000.00 0.6276 0.626147 6,261,473.25 6,276,000.00 - 14,526.75 May. 27 04 Oct 20 04 NZD 5,000,000.00 USD - 3,127.00000 0.6254 0.626147 3,130,736 62 3127,000.00 3,736.62 May. 27 04 Oct 20 04 NZD 5.000.000.00 USD - 3127,000.00 0.6254 0.626147 3,130.736 62 3127.000.00 3.736 62 Total Open 0.00 20,000.00 25,072,946.49 25,208,303.46 - 135,356.97 Total 0.00 170,500.00 44,374,092.66 44,358,949.64 15,143.02 Total Foreign Exchange Contracts 310,290,864.05 310,405,572.17 - 114,708.12 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032297 Chase CONFIDENTIAL SDNY_GM_00301495 EFTA01507278