EFTA01507340

07 INN Account Number FINANCIAL TRUST COMPANY INC JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 Asset Account Portfolio July 01, 2004 • July 31, 2004 JPMorgan Private Bank Page 17 of 65 Foreign Exchange Contracts continued Settlement Trade are One Current Amount Counter Conant Counter Amount Comma Rate Current Market FOAVOIC I RAM Marker Witty Receivables USD Market Value Payaales (ASO Unrealized aunt oss (ASO Jul. 21 04 Sep. 14 04 HUF 677,070,000.00 USD - 3,286,747.57 206.00 209.057718 3,238,674.97 3,286,747.57 - 48,072.60 Total Closed 0.00 - 18,246.49 6,507,176.05 6,525,422.54 - 18,246.49 Apr. 27 04 Oct. 20 04 HUF 1,059,940,000.00 USD - 4,803,280 91 220.67 211.019568 5,022,946 48 4,803,280.91 219,665.57 Apr 28 04 Oct 20 04 HUF 634.280.000 00 USD - 2.859.564 49 221.81 211.019568 3005.787 58 2859,564 49 146.223 09 Total Open 1,694,220,000.00 - 7,662,845.40 8,028,734.06 7,662,845.40 365,888.66 Total 1,694,220,000.00 - 7,681,091.89 14,535,910.11 14,188,267.94 347,642.17 JAPANESE YEN - U S DOLLAR Jul. 12 04 Sep. 14 04 JPY - 518,050,000.00 USD 4,797,647.71 107.98 111.230325 4,797,647.71 4,657,452.88 140,194.83 Apr. 16 04 Oct. 20 04 JPY 1,076,700,000.00 USD - 10,000,000.00 107.67 111.026398 9,697,693.69 10,000,000.00 - 302,306.31 May. 25 04 Oct. 20 04 JPY - 558,650,000.00 USD 5,000,000.00 111.73 111.026398 5,000,000.00 5,031,686.24 - 31,686.24 Total Open 0.00 - 202,352.29 19,495,341.40 19,689,139.12 - 193,797.72 N ZEALAND DOLLAR - U S DOLLAR Jul. 29 04 Aug. 204 NZD - 10,000,000.00 USD 6,298,000.00 0.6298 1.587806 6,298,000.00 6,298,000.00 0.00 Jul. 29 04 Aug. 204 NZD 10,000,000.00 USD - 6,314,000.00 0.6314 1.583782 6,314,000.00 6,314,000.00 0.00 Feb. 20 04 Aug. 24 04 NZD 5,000,000.00 USD - 3,315,000.00 0.663 0.631735 3,158,673.25 3,315,000.00 - 156,326.75 Feb. 23 04 Aug. 24 04 NZD 5,000,000.00 USD - 3,344,500.00 0.6689 0.631735 3,158,673.25 3,344,500.00 - 185,826.75 Mar. 2 04 Aug. 24 04 NZD • 10,000,000.00 USD 6,742,000.00 0.6742 0.631735 6,742,000.00 6,317,346.51 424,653.49 Mar. 11 04 Mar. 15 05 NZD 5,000,000.00 USD - 3,102,500.00 0.6205 0.616782 3.083,910.00 3,102,500.00 - 18,590.00 Mar. 23 04 Mar. 15 05 NZD - 5,000,000.00 USD 3.170,500.00 0.6341 0.616782 3.170,500.00 3.083,910.00 86.590.00 Total Closed 0.00 134,500.00 31,925,756.50 31,775,256.51 150,499.99 Jul. 28 04 Aug. 604 NZD - 10,000,000.00 USD 6,269,000.00 0.6269 0.633249 6,269,000.00 6,332,489.55 - 63,489.55 Jul. 704 Sep. 904 NZD - 10,000,000.00 USD 6.483,000.00 0.6483 0.630405 6.483,000.00 6,304,048.83 178,951.17 Jul. 12 04 Sep. 14 04 NZD - 20,000,000.00 USD 13,096,000.00 0.6548 0.629992 13,096,000.00 12,599,847.66 496,152.34 Apr. 16 04 Oct 20 04 NZD 10,000,000.00 USD - 6,276,000.00 0.6276 0.627124 6,271,238.76 6,276,000.00 - 4,761.24 May. 27 04 Oct. 20 04 NZD 5,000,000.00 USD - 3,127,000.00 0.6254 0.627124 3,135,619.38 3,127,000.00 8,619.38 May. 27 04 Oct. 20 04 NZD 5,000,000.00 USD - 3,127,000.00 0.6254 0.627124 3,135,619.38 3,127,000.00 8,619.38 Total Open - 20,000,000.00 13,318,000.00 38,390,477.52 37,766,386.04 624,091.48 Total - 20,000,000.00 13,452,500.00 70,316,234.02 69,541,642.55 774,591.47 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032368 SDNY_GM_00301566 EFTA01507340