12 2004
JPMorgan Chase Bank, N.A.
345 Park Avenue. New York, NY 10154-1002
JPMorgan Private Bank
Account Number: Asset Account Portfolio Page 17 of 43
FINANCIAL TRUST COMPANY INC December 01, 2004 - December 31, 2004
Trade Settlement Counter Counter RevaittabOn Contracted' Revalued Realized
Cate Crate Currency Amount Currency Amount Contract Rate Rate Base Amount USD Amaral USD Gannon USD
Settled Foreign Exchange Contracts
SPECULATIVE
AUSTRALIA DOLLAR - U S DOLLAR
Oct 27 04 Dec 904 AUD - 10,000,000.00 USD 7,421,000.00 0.742100 1.331027 7,421,000.00 - 7,512,998.42 - 91,998.42
Dec 204 Dec 904 AUD 10,000,000.00 USD - 7,782,000.00 0.778200 1.331027 - 7,782,000.00 7,512,998.42 - 269,001.58
EURO CURRENCY - NORWEGIAN KRONE
Nov 804 Dec 10 04 EUR 5,000,000.00 NOK - 41,170,000.00 8.234000 1.322262 6,611,251.15 - 6,624,509.23 - 13,258.08
6.214800
Nov 8 04 Dec 10 04 EUR 5,000,000.00 NOK - 40,895,000.00 8.179000 1.322262 6,611,251.15 - 6,580,260.02 30,991.13
6.214800
Dec 804 Dec 10 04 EUR - 10,000,000.00 NOK 82,300,000.00 8.230000 1.322250 - 13,222,502.30 13,287,159.24 64,656.94
0.161440
POUND STERLING - JAPANESE YEN
Oct 19 04 Dec 9 04 GBP 10,000,000.00 JPY 1,953,829,000 00 195.382900 1.913619 19,135,990.87 - 18,516,195.98 619,794.89
105.520000
Nov 10 04 Dec 904 GBP - 10,000,000.00 JPY 1,961,600,000.00 196.160000 1.913619 - 19,135,990.87 18,589,840.78 - 546,150.09
105.520000
POUND STERLING - U S DOLLAR
Nov 29 04 Dec 904 GBP 10,000,000.00 USD - 18,914,000.00 1.891400 1.913599 - 18,914,000.00 19,135,990.87 221,990.87
Dec 304 Dec 904 GBP - 5,000,000.00 USD 9,704,000.00 1.940800 1.913599 9,704,000.00 - 9,567,995.43 136,004.57
Dec 304 Dec 904 GBP - 5,000,000.00 USD 9,682,000.00 1.936400 1.913599 9,682,000.00 - 9,567,995.43 114,004.57
JAPANESE YEN U S DOLLAR
Nov 10 04 Dec 904 JPY - 7,771,000.00 USD 72,632.96 106.990000 105.520000 72,632.96 - 73,644.80 - 1,011.84
NORWEGIAN KRONE - U S DOLLAR
Dec 804 Dec 10 04 NOK - 235,000.00 USD 37,937.49 6.194400 6.193950 37,937.49 - 37,940.25 - 2.76
N ZEALAND DOLLAR - U S DOLLAR
Oct 25 04 Dec 904 NZD - 10,000,000.00 USD 6,973,000.00 0.697300 1.416832 6,973,000.00 - 7,057,999.81 - 84,999.81
Confidential Treatment Requested by JPMorgan JPM-SDNY-00033076
Chase
CONFIDENTIAL SDNY_GM_00302274
EFTA01507964