EFTA01508035.pdf

02 I2005 JPMorgan Chase Bank, N.A. 345 Park Avenue, New York, NN, 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 11 of 30 FINANCIAL TRUST COMPANY INC February 01, 2005- February 28, 2005 Trad. Setzfemen( Counter Counter POWlith.fit:0 Contrectece Revoluect Realfest Oase bete Currency Atnounf Cunroncy Amount CormaRme Ra, arme Arnount USO Amtsau USD Geintoss USD Settled Foreign Exchange Contraets continued Oct 13 04 Feb 25 05 MXN 58,200,000.00 USD - 4,980,695.91 11.685114 11.106500 - 4,980,695.91 5,240,174.67 259,478.76 Oct 18 04 Feb 25 05 MXN 59,141,000.00 USD -4,980,695.91 11.874044 11.106500 - 4,980,695.91 5,324,899 83 344,203.92 Nov 8 04 Feb 25 05 MXN - 58,453,000.00 USD 4,980,695.91 11.735910 11.106500 4,980,695.91 - 5,262,954.12 - 282,258.21 Dec 1 04 Feb 25 05 MXN - 57,200,000.00 USD 4,980,695.91 11.484339 11.106500 4,980,695.91 - 5,150,137.30 - 169,441.39 Dec 304 Feb 25 05 MXN - 1,688,000.00 USD 147,577.47 11.438060 11.106500 147,577.47 - 151,983.07 - 4,405.60 NORWEGIAN KRONE - U S DOLLAR Feb 3 05 Feb 7 05 NOK 63,800,000.00 USD - 10,000,000.00 6.380000 6.380000 - 10,000,000.00 10,000,000.00 Feb 3 05 Feb 7 05 NOK - 63,800,O00.00 USD 9,985,913.29 6.389000 6.380000 9,985,913.29 - 10,000,000.00 - 14,086.71 N ZEALAND DOLLAR - U S DOLLAR Mar 11 04 Feb 25 05 NZD 5,000,000.00 USD - 3,098,112.44 0.619622 1.388504 - 3,098,112.44 3,600,999.20 502,886.76 Mar 23 04 Feb 25 05 NZD - 5,000,000.00 USD 3,166,016.28 0.633203 1.388504 3,166,016.28 - 3,600,999.20 - 434,982.92 Oct 8 04 Feb 25 05 NZD 10,000,000.00 USD - 6,650,330.00 0.665033 1.388504 - 6,650,330.00 7,201,998.41 551,668.41 Dec 704 Feb 25 05 NZD - 10,000,000.00 USD 7,088,704.23 0.708870 1.388504 7,088,704.23 - 7,201,998.41 - 113,294.18 Confidential Treatment Requested by JPMorgan JPM-SDNY-00033171 Chase CONFIDENTIAL SDNY_GM_00302369 EFTA01508035