JPMorgan Chase Bank, N.A.
0 1 12005 345 Park Avenue. New York, NY 10154-1002
JPMorgan Private Bank
Account Number Asset Account Portfolio Page 12 of 29
FINANCIAL TRUST COMPANY INC January 01, 2005 - January 31, 2005
Outstanding Foreign Exchange Contracts
Net Currency Exposure Summary Gain/Loss Summary
Value at Currency Value on USO
U S Dollar 945,399 45 Total Unrealized Closed 945,399.47
Total Unrealized Gain/Loss 945,399.47
Foreign Exchange Contracts
Settlement Counter Counter Current Manna Marlin Value Makes Verve Unreslant
Trade Date Date Currency Amount Currency Amount Contract Rate Forward Rare Recaaaaes USD Royalties USD Gametes, USD
SPECULATIVE
AUSTRALIA DOLLAR - U S DOLLAR
Oct 804 Apr. 12 05 AUD 10,000,000.00 USD - 7,214,000.00 0.7214 0.770781 7,707,810.72 7,214,000.00 493,810.72
Dec. 22 04 Apr. 12 05 AUD - 10,000,000.00 USD 7,580,000.00 0.758 0.770781 7,580,000.00 7,707,810.72 - 127,810.72
Total Closed 0.00 366,000.00 15,287,810.72 14,921,810.72 386,000.00
POUND STERLING - U S DOLLAR
Dec. 804 Mar. 10 05 GBP 16000,000.00 USD - 28,690,500.00 1.9127 1.881989 28,229,834.43 28,690,500.00 - 460,665.57
Dec. 904 Mar. 10 05 GBP - 12,500,000.00 USD 23,896,250.00 1.9117 1.881989 23,896,250.00 23,524,862.02 371,387.98
Jan. 28 05 Mar. 10 05 GBP - 2,500,000.00 USD 4,717,500.00 1.887 1.881989 4,717,500.00 4,704,972.40 12,527.60
Total Closed 0.00 - 76,750.00 56,843,584.43 56,920,334.42 - 76,749.99
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 364053 5,121,412.42 5,000,000.00 121,412.42
Oct 18 04 Apr. 14 05 MXN 59,141,000.00 USD - 5,000,000 00 11.8282 11 364053 5,204,217.38 5,000,000.00 204,217.38
Nov. 8 04 Apr. 14 05 MXN - 58,453,000.00 USD 5,000,000.00 11.6906 11 364053 5,000,000.00 5,143,675.60 - 143,675.60
Confidential Treatment Requested by JPMorgan JPM-SDNY-00033114
Chase
CONFIDENTIAL SDNY_GM_00302312
EFTA01507990