12 2004
JPMorgan Chase Bank, N.A.
345 Park Avenue, New York, NY 10154-1002
JPMorgan Private Bank
Account Number Asset Account Portfolio Page 24 of 43
FINANCIAL TRUST COMPANY INC December 01, 2004 - December 31, 2004
Account Transactions by Currency
Mexican New Peso Activity Summary
Amount This Amount
Period ro Dare
Beginning Balance .00
Ending Balance .00
Mexican New Peso Activity by Date
Sernemenr Realized Amount Amount USD
Date TYPO Quantity Oescnpnon GamlLoss USD
Dec 1 Expired Opt 57,250,000 MXN PUT USD CALL
FX EUROPEAN STYLE OPTION
JUL 06, 2005 § 11.45
KNOCK OUT 11.185
EXPIRATION OF WRITTEN FX OPTION
OPTION KNOCKED OUT
Dec 30 Expired Opt 171,000,000 MXN PUT USD CALL
FX EUROPEAN STYLE OPTION
JUL 06. 2005 40 11 4
KNOCK OUT 11.15
EXPIRATION OF WRITTEN FX OPTION
OPTION KNOCKED OUT
Confidential Treatment Requested by JPMorgan JPM-SDNY-00033040
Chase
CONFIDENTIAL SDNY_GM_00302238
EFTA01507939