12 2004
JPMorgan Chase Bank. N.A.
345 Park Avenue, New York, NY 10154-1002
JPMorgan Private Bank
Account Number Asset Account Portfolio Page 14 of 43
FINANCIAL TRUST COMPANY INC December 01, 2004 - December 31, 2004
Foreign Exchange Contracts continued
Sertlement COunter COunter OWYMI /dykt< Market Verve Market ~ue UnreeMzed
Tra«. One Oen, Cuireney Amount Summy ~punt COnzrate Mu* Forward Rem RecetvaDlel USD Pr.yObleS USD Gai/VLOS* USD
JAPANESE YEN - U S DOLLAR
Dec. 9 04 Jan. 11 05 JPY - 6,900,000.00 USD 66,055.50 104.4576 102.38832 66,055 50 67,390.49 - 1,334 99
MEXICAN NEW PESO - U S DOLLAR
Oct. 13 04 Apr. 14 05 MXN 58,200,000.00 USD - 5,000,000.00 11.64 11 344856 5,130,078.34 5,000,000.00 130,078.34
Oct. 18 04 Apr. 14 05 MXN 59,141,000.00 USD - 5,000,000.00 11.8282 11 344856 5,213,023.42 5,000,000.00 213,023.42
Nov. 8 04 Apr. 14 05 MXN - 58.453,000.00 USD 5,000,000.00 11.6906 11 344856 5,000,000.00 5,152,379.19 - 152,379 19
Dec. 104 Apr. 14 05 MXN - 57,200,000.00 USD 5,000,000.00 11.44 11 344856 5,000,000.00 5,041,932.66 - 41,932.66
Dec. 3 04 Apr. 14 05 MXN - 1$88,000. 00 USD 148,149.45 11.3939 11 344856 148,149.45 148,789.90 • 640.45
Total Closed 0.00 148,149.45 20,491,251.21 20,343,101.75 148,149.46
N ZEALAND DOLLAR - U S DOLLAR
Mar. 11 04 Mar. 15 05 NZD 5,000,000.00 USD - 3,102,500.00 0.6205 0.716284 3,581,417.62 3,102,500.00 478,917.62
Mar. 23 04 Mar. 15 05 NZD - 5,000,000.00 USD 3,170,500.00 0.6341 0.716284 3,170,500.00 3,581,417.62 - 410,917.62
Oct. 804 Apr. 12 05 NZD 10,000,000.00 USD - 6,675,000.00 0.6675 0.714210 7,142,095.21 6,675,000.00 467,095.21
Dec. 704 Apr. 12 05 NZD - 10,000,000.00 USD 7,115,000.00 0.7115 0.714210 7,115,000.00 7,142,095.21 - 27,095.21
Total Closed 0.00 508,000.00 21,009,012.83 20,501,012.83 508,000.00
Total Foreign Exchange Contracts 148,239,895.63 147,166,933.24 1,072,962.39
Contidential Treatment Requested by JPMorgan JPM-SDNY-00033073
Chase
CONFIDENTIAL SDNY_GM_00302271
EFTA01507962