EFTA01507993.pdf

JPMorgan Chase Bank, N.A. 0 1 2005 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 16 of 29 FINANCIAL TRUST COMPANY INC January 01, 2005 - January 31, 2005 Tot* Settlement COIWWN Counter Revaluation Contracted Revalued Realtzed Dale Date Cu,rcncy ',avow Cufremy Amount Contract Rate Rate Base Amount USD Amount USD Gam Loss USD Settled Foreign Exchange Contracts continued 103.865000 Dec 9 04 Jan 11 05 GBP - 10,000.000 00 JPY 2.002,800,000 00 200 280000 1876983 - 18,769,508.55 19,282,722.76 513,214 21 103865000 JAPANESE YEN U S DOLLAR Dec 904 Jan 11 05 JPY - 6,900.000 00 USD 66,055 50 104 457600 103 865000 66,055.50 -66,432.38 -37688 MEXICAN NEW PESO - U S DOLLAR Jan 5 05 Jan 21 05 MXN 57,125.000 00 USD -5.000.000.00 11 425000 11 260500 - 5.000,000.00 5,073,042 93 73,042 93 Jan 12 05 Jan 21 05 MXN -57,125,000.00 USD 5,104,776 37 11 190500 11 260500 5,104,776.37 - 5,073,042 93 31,733 44 Confidential Treatment Requested by JPMorgan JPM-SDNY-00033118 Chase CONFIDENTIAL SDNY_GM_00302316 EFTA01507993