EFTA01508012.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 13 of 29 FINANCIAL TRUST COMPANY INC January 01, 2005 - January 31, 2005 Foreign Exchange Contracts continued Settlement Counter Gaunter Current Market Market Value Market Value Unrealized Traci* Out Oafs Cunene Amount Cunene Amount Conn« Rat* Forward Rats ~Val« (ISO FlysPW VSO CielniLOSS USO Dec. 104 Apr. 14 05 MXN - 57,200,000.00 USD 5,000,000.00 11.44 11.364053 5,000,000.00 5,033,415.64 - 33,415.64 Dec. 304 Apr. 14 05 MXN - 1M88,000. 00 USD 148,149.45 11.3939 11 364053 148,149.45 148.538.55 - 389.10 Total Closed 0.00 148,149.45 20,473,779.25 20,325,629.79 148,149.46 N ZEALAND DOLLAR - U S DOLLAR Mar. 11 04 Mar. 15 05 NZD 5,000,000.00 USD - 3,102,500.00 0.6205 0.707829 3,539,146 15 3,102,500.00 436,646.15 Mar. 23 04 Mar. 15 05 NZD - 5,000,000.00 USD 3,170,500.00 0.6341 0.707829 3,170,500 00 3,539,146 15 - 368.646.15 Oct 804 Apr. 12 05 NZD 10,000,000.00 USD - 6,675.00O00 0.6675 0.705629 7,056,290 64 6,675,000 00 381,290.64 Dec. 704 Apr. 12 05 NZD - 10,000,000.00 USD 7,116000.00 0.7115 0.705629 7,115,000.00 7,056,290.64 58,709.36 Total Closed 0.00 508,000.00 20,880,936.79 20,372,936.79 508,000.00 Total Foreign Exchange Contracts 113,486,111.19 112,540,711.72 945,399.47 Confidential Treatment Requested by JPMorgan JPM-SDNY-00033144 Chase CONFIDENTIAL SDNY_GM_00302342 EFTA01508012