02 I2005 Account Number FINANCIAL TRUST COMPANY INC JPMorgan Chase Bank, N.A. 345 Park Avenue, New York, NN, 10154-1002 Asset Account Portfolio February 01, 2005- February 28, 2005 JPMorgan Private Bank Page 11 of 30 Trad. Oase Setzfemen( bete Currency Atnounf Counter Counter Cunroncy Amount CormaRme POWlith.fit:0 Ra, Contrectece arme Arnount USO Revoluect Amtsau USD Realfest Geintoss USD Settled Foreign Exchange Contraets continued Oct 13 04 Feb 25 05 MXN 58,200,000.00 USD - 4,980,695.91 11.685114 11.106500 - 4,980,695.91 5,240,174.67 259,478.76 Oct 18 04 Feb 25 05 MXN 59,141,000.00 USD -4,980,695.91 11.874044 11.106500 - 4,980,695.91 5,324,899 83 344,203.92 Nov 8 04 Feb 25 05 MXN - 58,453,000.00 USD 4,980,695.91 11.735910 11.106500 4,980,695.91 - 5,262,954.12 - 282,258.21 Dec 1 04 Feb 25 05 MXN - 57,200,000.00 USD 4,980,695.91 11.484339 11.106500 4,980,695.91 - 5,150,137.30 - 169,441.39 Dec 304 Feb 25 05 MXN - 1,688,000.00 USD 147,577.47 11.438060 11.106500 147,577.47 - 151,983.07 - 4,405.60 NORWEGIAN KRONE - U S DOLLAR Feb 3 05 Feb 7 05 NOK 63,800,000.00 USD - 10,000,000.00 6.380000 6.380000 - 10,000,000.00 10,000,000.00 Feb 3 05 Feb 7 05 NOK - 63,800,O00.00 USD 9,985,913.29 6.389000 6.380000 9,985,913.29 - 10,000,000.00 - 14,086.71 N ZEALAND DOLLAR - U S DOLLAR Mar 11 04 Feb 25 05 NZD 5,000,000.00 USD - 3,098,112.44 0.619622 1.388504 - 3,098,112.44 3,600,999.20 502,886.76 Mar 23 04 Feb 25 05 NZD - 5,000,000.00 USD 3,166,016.28 0.633203 1.388504 3,166,016.28 - 3,600,999.20 - 434,982.92 Oct 8 04 Feb 25 05 NZD 10,000,000.00 USD - 6,650,330.00 0.665033 1.388504 - 6,650,330.00 7,201,998.41 551,668.41 Dec 704 Feb 25 05 NZD - 10,000,000.00 USD 7,088,704.23 0.708870 1.388504 7,088,704.23 - 7,201,998.41 - 113,294.18 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00033201 SDNY_GM_00302399 EFTA01508057