09 2004
JPMorgan Chase Bank
345 Park Avenue, New York, NY 10154-1002
JPMorgan Private Bank
Account Number Asset Account Portfolio Page 19 of 62
FINANCIAL TRUST COMPANY INC September 01, 2004 - September 30, 2004
Foreign Exchange Contracts continued
Settlement COUellef Cam« Current Nagel Mang Value Market Value Unrealized
Dade One One Cwrency Amount CUI7WICY Amount Coarse! Rate RenardRate Reefing« (SD Penal« (ASO GerniLOSS (ASO
May. 27 04 Oct. 20 04 NZD 5,000,000.00 USD - 3,127,000.00 0.6254 0.674063 3,370,316.11 3,127,000.00 243,316.11
Sep. 10 04 Oct. 20 04 NZD - 20,000,000.00 USD 12,986,000.00 0.6493 0.674063 12,986,000.00 13,481,264.44 - 495,264.44
Sep. 30 04 Oct. 20 04 NZD 17,500,000.00 USD - 11,798,500.00 0.6742 0.674063 11,796,106 38 11,798,500 00 - 2,393.62
Total Open 17,500,000.00 - 11,342,500.00 38,263,370.82 37,809,764.44 453,606.38
Total 17,500,000.00 - 11,274,500.00 44,743,436.70 44,221,830.32 521,606.38
S AFRICAN RAND - U S DOLLAR
Sep. 29 04 Oct 1 04 ZAR 12,900,000.00 USD - 2,000,000.00 6.45 6.45 2,000,000.00 2,000,000 00 0.00
Sep. 29 04 Oct. 1 04 ZAR - 12,900,000.00 USD 2,000,000.00 6.45 6.45 2,000,000.00 2,000,000.00 0.00
Total Closed 0.00 .00 4,000,000.00 4,000,000.00 0.00
Sep. 29 04 Oct 20 04 ZAR 12,924,600.00 USD • 2,000,000.00 6.4623 6.495857 1,989,668.29 2,000,000.00 • 10,331.71
Total 12,924,600.00 - 2,000,000.00 5,989,668.29 6,000,000.00 - 10,331.71
TRADE. RELATED
SWISS FRANC - U S DOLLAR
Sep. 30 04 Oct. 4 04 CHF - 5,011,209.24 USD 4,024,744.39 1.2451 1.2451 4,024,744.39 4,024,744.39 0.00
Total Foreign Exchange Contracts 365,404,625.60 364,613,888.39 790,737.21
Confidential Treatment Requested by JPMorgan JPM-SDNY-00032596
Chase
CONFIDENTIAL SDNY_GM_00301794
EFTA01507545