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 Outstanding Foreign Exchange Contracts Net Currency Exposure Summary Australia Dollar Swiss Franc Euro Currency Pound Sterling Japanese Yen Mexican New Peso N Zealand Dollar U S Dollar S African Rand Value in Currency 17,500,000.00 2,675,790.76 5,000,000.00 10,000,000.00 - 2,534,800,000.00 57,307,500.00 17,500,000.00 - 34,010,744.75 12,924,600.00 JPMorgan Private Bank Page 16 of 62 Gain/Loss Summary Total Unrealized Closed Total Unrealized Open Total Unrealized Gain/Loss Value in USD 934,207.04 • 143,469.83 790,737.21 Foreign Exchange Contracts rrecle Date Senlement Counter Data Coroner Amount Comma Counter Amami Contract Rate Current Merkel Forward Rate Merkel Vaasa Recearablea USD Mantel Value Paredes USD Unieellzed GelrVLose USO SPECULATIVE AUSTRALIA DOLLAR - U S DOLLAR Apr. 16 04 Oct 20 04 AUD 10,000,000.00 USD - 7,289,000.00 0.7289 0.722903 7,229,031.98 7,289,000.00 - 59,968.02 Apr. 23 04 Oct. 20 04 AUD 3,000,000.00 USD - 2,148,600.00 0.7162 0.722903 2,168,709.59 2,148,600.00 20,109.59 Sep. 10 04 Oct. 20 04 AUD - 13,000,000.00 USD 8,947,900.00 0.6883 0.722903 8,947,900.00 9,397,741.57 - 449,841.57 Sep. 30 04 Oct 20 04 AUD 17,500,000 00 USD - 12,622,750.00 0.7213 0.722903 12,650,805.96 12.622.750 00 28.055 96 Total Open 17,500,000.00 - 13,112,450.00 30,996.447.53 31,458,091.57 - 461,644.04 SWISS FRANC - EURO CURRENCY Sep. 10 04 Oct 20 04 CHF 7,687,000 00 EUR - 5,000.000 00 1.5374 1.54953 6,160,442.85 6,209,049.83 - 48,606.98 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032717 SDNY_GM_00301915 EFTA01507652