EFTA01507453.pdf

08 2004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 II3 JPMorgan Private Bank Account Number Asset Account Portfolio Page 17 of 48 FINANCIAL TRU NC August 01, 2004 - August 31, 2004 Trade Activity Realized Gain/Loss Summary Amount USD Short Term Gain/Loss 65,509.15 Long Term Gain/Loss 0.00 Note: S incicates Short Term Realized Gain/Loss L indicates Long Term Realized Gain/Loss Capital gains and losses on sales with missing or incomplete tax cost are identified with N/A. Trade Settlement Realized Date Date Type Deemladen Cunency *Jimmy PrIcollnil Mallon CostProceeds Tex Cost Stairytesa USD Settled Aug 2 Aug 4 Buy-Back Opt NZO PUT USD CALL USD 10,000,000 - 302,250.00 244,400.00 - 57,850.00 S FX EUROPEAN STYLE OPTION DEC 23, 2004 42 .65 KNOCK IN a .635 KNOCK OUT 42 .68 Aug 9 Aug 11 Buy-Back Opt AUD PUT USD CALL USD 20,000,000 - 413,180.00 458,460.00 45,280.00 S FX EUROPEAN STYLE OPTION APR 04.2005 O .7075 KNOCK OUT O .7365 Aug 9 Aug 11 Write Option EUR CALL CHF PUT USD - 23,000,000 0.60 169,326.00 FX EUROPEAN STYLE OPTION FEB 09. 2005 @ 1.5395 KNOCK IN @ 1.5525 KNOCK OUT @ 1.5045 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032498 Chase CONFIDENTIAL SDNY_GM_00301696 EFTA01507453