09 JPMorgan Chase Bank 2004 345 Park Avenue. New York, NY 10154-1002 Account Number: FINANCIAL TRUST COMPANY INC Asset Account Portfolio September 01, 2004 - September 30, 2004 JPMorgan Private Bank Page 19 of 62 Foreign Exchange Contracts continued Settlement Dade One One Cwrency amount COUellef CUI7WICY Cam« Amount Coarse! Rate Current Nagel Renard Rate Mang Market Value Penal« (ASO Unrealized GerniLOSS (ASO Value Reefing« (SD 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 • 1O331.71 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 Chase CONFIDENTIAL JPM-SDNY-00032720 SDNY_GM_00301918 EFTA01507655