01 JP51organ Chase Bank, N.A. 2005 345 Park A% cline, New York, NY 10154-1002 Account Number 0 30171-00-5 FINANCIAL TRUST COMPANY INC Asset Account Portfolio January 01, 2005 - January 31, 2005 JPNlorgan Private Bank Page 16 of 29 de Settlement Dare Dire Currency Amount Counter Currency Counter Amount Contract Rate Revaluation Rate Contracted Base Amount USD Revalued Amount USD Realried 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 Chase CONFIDENTIAL JPM-SDNY-00033147 SDNY_GM_00302345 EFTA01508015