11 12004
JPMorgan Chase Bank, N.A.
345 Park Avenue, New York, NY 10154-1002
JPMorgan Private Bank
Account Number: Asset Account Portfolio Page 15 of 35
FINANCIAL TRUST COMPANY INC November 01, 2004 - November 30, 2004
Outstanding Foreign Exchange Contracts
Net Currency Exposure Summary Gain/Loss Summary
Value In Currency Value m USD
Euro Currency 10,000,000.00 Total Unrealized Closed 255,644.91
Pound Sterling 10,000,000.00 Total Unrealized Open 711,541.47
Mexican New Peso 58,888,000.00 Total Unrealized Gain/Loss 967,186.38
Norwegian Krone - 82,065,000.00
N Zealand Dollar 10,000,000.00
U S Dollar - 30,129,367.04
Foreign Exchange Contracts
Senlernent Counter Counter Contra Market Market Value Market Vahnt Linn:oozed
macro Date Date Currency Amount Currency Amount Contract Raft Forward Rate Receivables USD Payables USD ciantoss USD
SPECULATIVE
AUSTRALIA DOLLAR - U S DOLLAR
Oct 27 04 Dec. 9 04 AUD - 10,000,000.00 USD 7,421,000.00 0.7421 0.775255 7,421,000.00 7,752,549.33 - 331,549.33
Oct.8 04 Apr 12 05 AUD 10,000,000.00 USD - 7,214,000.00 0.7214 0.76799 7,679,902.70 7,214,000.00 465,902.70
Total Open 0.00 207,000.00 15,100,902.70 14,966,549.33 134,353.37
EURO CURRENCY - NORWEGIAN KRONE
Nov. 8 04 Dec. 10 04 EUR 5,000,000.00 NOK - 41,170,000.00 8.234 8.134172 6,645,484.12 6,727,041 72 - 81,557.60
Nov. 8 04 Dec. 10 04 EUR 5,000,000.00 NOK - 40,895,000.00 8.179 8.134172 6,645,484 12 6,682,107 63 - 36,623 51
Total Open 10,000,000.00 - 82,065,000.00 13,290,968.24 13,409,149.35 - 118,181.11
Confidential Treatment Requested by JPMorgan JPM-SDNY-00032926
Chase
CONFIDENTIAL SDNY_GM_00302124
EFTA01507841