0 1 2005 Account Number: FINANCIAL TRUST COMPANY INC JPMorgan Chase Bank, N.A. 345 Park Avenue, New York, NY 10154-1002 Asset Account Portfolio January 01, 2005 - January 31, 2005 JPMorgan Private Bank Page 16 of 29 Tot* Settlement Dale Date Cu,rcncy ',avow COIWWN Counter Cuf rem y Amount Contract Rate Revaluation Rate Contracted Base Amount USD Revalued Amount USD Realtzed 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 1876983 - 18,769,508.55 19,282,722.76 513,214 21 103865000 JAPANESE YEN U S DOLLAR Dec 904 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 Chase CONFIDENTIAL JPM-SDNY-00033118 SDNY_GM_00302316 EFTA01507993