01 2005
JP51organ Chase Bank, N.A.
345 Park A% cline, New York, NY 10154-1002
JPNlorgan Private Bank
Account Number 0 30171-00-5 Asset Account Portfolio Page 16 of 29
FINANCIAL TRUST COMPANY INC January 01, 2005 - January 31, 2005
de Settlement Counter Counter Revaluation Contracted Revalued Realried
Dare Dire Currency Amount Currency Amount Contract Rate Rate Base Amount USD Amount USD Gam Loss USD
Settled Foreign Exchange Contracts continued
103 865000
Dec 9 04 Jan 11 05 GBP - 10,000 000 00 JPY 2,002,800,000 00 200 280000 1 876983 - 18,769,508.55 19,282,722.76 513,214 21
103 865000
JAPANESE YEN - U S DOLLAR
Dec 9 04 Jan 11 05 JPY - 6,900,000 00 USD 66,055 50 104 457600 103 865000 66,055.50 -66,432.38 -37688
MEXICAN NEW PESO - U S DOLLAR
Jan 5 05 Jan 21 05 MXN 57.125,000 00 USD - 5,000.000 00 11 425000 11 260500 - 5,000,000.00 5,073,042 93 73,042 93
Jan 12 05 Jan 21 05 MXN -57,125,000.00 USD 5,104,776 37 11 190500 11 260500 5,104,776.37 - 5,073,042 93 31,733 44
Confidential Treatment Requested by JPMorgan JPM-SDNY-00033147
Chase
CONFIDENTIAL SDNY_GM_00302345
EFTA01508015