EFTA01507905.pdf

1 1 12004 JPMorgan Chase Bank, N.A. 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 16 of 35 FINANCIAL TRUST COMPANY INC November 01, 2004 - November 30, 2004 Foreign Exchange Contracts continued SNTIMMOU COMMY Counter Gurren, Market Market Vati* Market Value Unrealried TrtelleClaM Ons CW7INKy ATOUM Cun'enty ATOM! Conerace Rate Fonrare Rare Reeeneines USD Pesten (ASO Claintoss USO POUND STERLING - JAPANESE YEN Oct 19 04 Dec. 904 GBP 10,000,000.00 JPY • 1,953,829,000.00 195.3829 196.23687 19,102,201.35 19,019,073.62 83,127.73 Nov 10 04 Dec. 904 GBP - 10,000,000.00 JPY 1,961,600,000 00 196.16 196.23687 19,094,718 53 19,102.201 35 - 7,482 82 Total Closed 0.00 7,771,000.00 38,196,919.88 38,121,274.97 75,644.91 POUND STERLING - U S DOLLAR Nov 29 04 Dec 904 GBP 10,000,000.00 USD - 18,914,000.00 1.8914 1.91022 19,102,201 35 18,914,000.00 188,201.35 JAPANESE YEN - U S DOLLAR Nov. 10 04 Dec. 9 04 JPY • 7,771,000.00 USD 72,632.96 106.99 102.729977 72,632.96 75,644.91 - 3,011 95 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 491799 5,064,481.12 5,000,000.00 64,481.12 Oct. 18 04 Apr. 14 05 MXN 59,141,000.00 USD - 5,000,000.00 11.8282 11 491799 5,146,365.60 5,000,000.00 146,365.60 Nov. 8 04 Apr. 14 05 MXN - 58,453,000.00 USD 5,000,000.00 11.6906 11 491799 5,000,000.00 5,086,496.82 - 86,496.82 Total Open 58,888,000.00 - 5,000,000.00 15,210,846.72 15,086,496.82 124,349.90 N ZEALAND DOLLAR - U S DOLLAR Oct 25 04 Dec. 904 NZD - 10,000,000.00 USD 6,973,000.00 0.6973 0.7156 6,973,000.00 7,156,009.01 - 183,009.01 Nov. 304 Dec. 904 NZD 10,000,000.00 USD - 6,861,000.00 0.6861 0.7156 7156,009.01 6,861,000.00 295,009.01 Mar. 11 04 Mar. 15 05 NZD 5,000,000.00 USD - 3,102,500.00 0.6205 0.708087 3,540,432.74 3,102,500.00 437,932.74 Mar. 23 04 Mar. 15 05 NZD - 5,000.000.00 USD 3.170,500.00 0.6341 0.708087 3,170,500 00 3.540.432 74 - 369.932 74 Total Closed 0.00 180,000.00 20,839,941.75 20,659,941.75 180,000.00 Oct. 8 04 Apr. 12 05 NZD 10,000,000.00 USD - 6,675,000.00 0.6675 0.706083 7,060,829.91 6,675,000.00 385,829.91 Total 10,000,000.00 - 6,495,000.00 27,900,771.66 27,334,941.75 565,829.91 Total Foreign Exchange Contracts 128,875,243.51 127,908,057.13 967,186.38 Contidential Treatment Requested by JPMorgan JPM-SDNY-00032997 Chase CONFIDENTIAL SDNY_GM_00302195 EFTA01507905