04 12004 Account Number: FINANCIAL TRUST COMPANY INC JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 Asset Account Portfolio April 01, 2004 - April 30, 2004 JPMorgan Private Bank Page 21 of 82 Foreign Exchange Contracts continued Settlement Tina are One Cunene Amount counter commc Counter Amount Connect Rree Current moms, Forward Rate *dark« Value RoeMvaikka (MD Market value FayaoeaOSO Unrealized ClinneLOS5 USO Mar. 104 Aug. 24 04 GBP - 10,000,000.00 USD 18,404,000.00 1.8404 1.754989 18,404,000.00 17,549,893.10 854,106.90 Total Closed 0.00 - 32,000.00 107,594,152.72 107,626,152.72 - 32,000.00 Apr. 21 04 May. 704 GBP 5,000,000.00 USD - 8,887,000.00 1.7774 1.772040 8,860,198.71 8,887,000.00 - 26,801.29 Apr. 26 04 May. 7 04 GBP - 3,212 00 USD 5,735.67 1,7857 1.772040 5,735.67 5,691.79 43.88 Apr 16 04 Oct 20 04 GBP 10,000,000 00 USD - 17,725,000.00 1,7725 1.746306 17,463.063 17 17,725,000.00 - 261.936 83 Apr 23 04 Oct 20 04 GBP 3,000,000 00 USD - 5,232,300 00 1.7441 1.746306 5,238.918 95 5,232.300.00 6,618 95 Total Open 17,996,788.00 - 31,838,564.33 31,567,916.50 31,849,991.79 - 282,075.29 Total 17,996,788.00 - 31,870,564.33 139,162,069.22 139,476,144.51 - 314,075.29 HUNGARIAN FORINT - U S DOLLAR Apr. 27 04 Oct 20 04 HUF 1,059,940,000.00 USD - 4,803,280.91 220.67 219.449117 4,830,003.48 4,803,280.91 26,722.57 Apr. 28 04 Oct. 20 04 HUF 634,280,000.00 USD 2,859,564.49 221.81 219.449117 2,890,328.33 2,859,564.49 30,763.84 Total Open 1,694,220,000.00 - 7,662,845.40 7,720,331.81 7,662,845.40 57,486.41 JAPANESE YEN - U S DOLLAR Apr. 21 04 May. 704 JPY - 968,327,520.00 USD 8,887,000.00 108.96 110.330559 8,887,000.00 8,776,603.02 110,396.98 Feb. 20 04 May. 24 04 JPY 1,087,300,000.00 USD • 10,000,000.00 108.73 110.271200 9,860,235.50 10,000,000.00 - 139,764.50 Mar. 204 May. 24 04 JPY • 1,087,300,000.00 USD 9,939,665.42 109.