12 2004
JPMorgan Chase Bank, N.A.
345 Park Avenue. New York, NY 10154-1002
II3JPMorgan Private Bank
Account Number:0 30171.00.5 Asset Account Portfolio Page 29 of 43
FINANCIAL TRUST COMPANY INC December 01, 2004 - December 31, 2004
Pound Sterling Activity by Date continued
Settlement Realized Amount Amount USD
One TYR< Quantity Description thiliVLOSS USD
Dec 10 Fwd FX Ctrct 1,961,600,000 SETTLE FORWARD CURRENCY CONTRACT - 10,000,000.00 - 19,135,990.87
BUY JPY SELL GBP
CONTRACT RATE : 196.160000000
TRADE 11/10/04 VALUE 12/10/04
Dec 10 Fwd FX Ctrct - 18,914,000 SETTLE FORWARD CURRENCY CONTRACT 10,000,000.00 19,135,990.87
BUY GBP SELL USD
CONTRACT RATE : 1.891400000
TRADE 11/29/04 VALUE 12/10/04
Dec 10 Fwd FX Ctrct 9,704,000 SETTLE FORWARD CURRENCY CONTRACT - 5,000,000.00 - 9,567,995.43
BUY USD SELL GBP
CONTRACT RATE : 1.940800000
TRADE 12/03/04 VALUE 12/10/04
Dec 10 Fwd FX Ctrct 9,682,000 SETTLE FORWARD CURRENCY CONTRACT - 5,000,000.00 - 9,567,995.43
BUY USD SELL GBP
CONTRACT RATE : 1.936400000
TRADE 12/03/04 VALUE 12/10/04
Confidential Treatment Requested by JPMorgan JPM-SDNY-00033088
Chase
CONFIDENTIAL SDNY_GM_00302286
EFTA01507972