10 JPMorgan Chase Bank 2004 345 Park Avenue, New York, NY 10154-1002 Account Number: FINANCIAL TRUST COMPANY INC Asset Account Portfolio October 01, 2004 - October 31, 2004 JPMorgan Private Bank Page 16 of 74 Foreign Exchange Contracts Settlement Trod* are Om Current continued Amount Counter Cunene Counter Amount Conned Rate Current Marna Forward Rate Market Value Receivables (ISO Marko value Psysaa tASO Unrealized %meta* USO Mar. 23 04 Mar. 15 05 NZD - 5,000,000.00 USD 3,170,500.00 0.6341 0.672952 3,170,500.00 3,364,762.07 - 194,262.07 Total Closed 0.00 68,000.00 6,535,262.07 6,487,262.07 68,000.00 Oct 25 04 Dec. 904 NZD - 10,000,000.00 USD 6,973,000.00 0.6973 0.68064 6,973,000 00 6,806,404.30 166,595.70 Oct 804 Apr 12 05 NZD 10,000,000 00 USD - 6,675,000 00 0.6675 0.670823 6,708.228 56 6,675.000 00 33.228 56 Total Open 0.00 298,000.00 13,681,228.56 13,481,404.30 199,824.26 Total 0.00 366,000.00 20,216,490.63 19,948,666.37 267,824.26 Total Foreign Exchange Contracts 63,151,042.39 63,046,214.21 104,828.18 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032779 SDNY_GM_00301977 EFTA01507704