05 INN Account Nutuber: FINANCIAL TRUST COMPANY INC May 01, 2004 - May 31, 2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Asset Account Portfolio Page 17 of 78 Foreign Exchange Contracts conbnued Setnerneu Trane Oste Oste CunMOY ATOUM Counter Cun*scy Counter Amount COnnet Re* Cturent Adern« Fannlel Rete Merket Watte Rfflived« USD Market Wenn PO »NN USO Unreellzed GenVLoss USD EURO CURRENCY - U S DOLLAR Mau 304 Jun. 704 EUR 5,000,000.00 USD - 6,073,500.00 1.2147 0.819057 6,104,584.56 6,073,500.00 31,084.56 Mau 504 Jun. 704 EUR 10,000,000.00 USD - 12,395,000.00 1.2395 0.819057 12,209,169.13 12,395,000.00 - 185,830.87 Mau 504 Jun. 704 EUR 20,000,000.00 USD - 24,726,000.00 1.2363 0.819057 24,418.338 26 24,726,000.00 - 307,661.74 Mau 16 04 Jun. 704 EUR - 35,000,000.00 USD 42,952,000.00 1.2272 0.819057 42,952,000.00 42,732,091.95 219,908.05 May. 17 04 Aug. 604 EUR - 5,000,000.00 USD 5,993,500.00 1.1987 0.820242 5,993,500.00 6,095,763 30 - 102,263 30 May. 27 04 Aug. 604 EUR 5,000,000.00 USD - 6,127,000.00 1.2254 0.820242 6,095,763.30 6,127,000 00 - 31,236.70 Feb. 20 04 Aug. 24 04 EUR 7,500,000.00 USD - 9,395,250.00 1.2527 0.820488 9,140,899.95 9,395,250.00 - 254,350.05 Mar. 1 04 Aug. 24 04 EUR - 7,500,000.00 USD 9,287,250.00 1.2383 0.820488 9,287,250.00 9,140,899.95 146,350.05 Apr. 16 04 Oct. 20 04 EUR 10,000,000.00 USD - 11,971,000.00 1.1971 0.820963 12,180,812.21 11,971,000.00 209,812.21 Apr. 23 04 Od. 20 04 EUR 3,000,000.00 USD - 3,536,700.00 1.1789 0.820963 3,654,243.66 3,536,700.00 117,543.66 May. 3 04 Od. 20 04 EUR - 10,000,000.00 USD 11,883,000.00 1.1883 0.820963 11,883,000.00 12,180,812.21 - 297,812.21 May. 11 04 Oct. 20 04 EUR - 1,500,000.00 USD 1,766,100.00 1.1774 0.820963 1,766,100.00 1,827,121.83 - 61,021.83 May. 17 04 Oct. 20 04 EUR - 1,500,000.00 USD 1,796,100.00 1.1974