EFTA01506828.pdf

03 2004 JPMurgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 18 of 88 FINANCIAL TRUST COMPANY INC March 01, 2004 - March 31, 2004 Description Counter Counter Premium Premium Premium Current Market Unrealized Comp Amount Currency Amount Currency Local USD Value USD Geln/Lose USD Foreign Exchange continued EUR CALL USD PUT EUR - 5,625,000 USD - 6,975,000.00 USD - 134,618.00 - 134,618.00 - 134,848.69 - 230.69 FX EUROPEAN STYLE OPTION JUL 20, 2004 e 1.24 KNOCK IN 1.26 XEURCA-VN-Z P NZD PUT USD CALL NZD 0 USD 0.00 USD 0.00 0.00 FX EUROPEAN STYLE OPTION NOV 29, 2004 4) .64 KNOCK IN .60 XNZDPA-DF-Z NZD PUT USD CALL NZD - 15,000,000 USD - 9,450,000.00 USD - 272,160.00 - 272,160.00 - 183,973.65 88,186.35 FX EUROPEAN STYLE OPTION SEP 13. 2004 .63 KNOCK IN .60 XNZDPA-DE-Z NW CALL USD PUT NZD 20,000,000 USD 13,200,000.00 USD 129,360.00 129,360.00 81,498.40 - 47,861.60 FX EUROPEAN STYLE OPTION DEC 13.2004 IN .66 KNOCK OUT (4 .62 KNOCK OUT @ .68 BARRIER EXP 4113104 XNZDCA-BX-Z GBP PUT USD CALL GBP - 5,000,000 USD - 8,900,000.00 USD - 167,320.00 - 167,320.00 - 81,769.20 85,550.80 FX EUROPEAN STYLE OPTION JUN 15. 2004 @ 1.78 KNOCK IN (11 1.76 XGBPPA-GT-Z P GBP CALL USD PUT GBP 0 USD 0.00 USD 0.00 0.00 FX EUROPEAN STYLE OPTION JUN 15. 2004 ip 1.8 XGBPCA-HV-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00031817 Chase CONFIDENTIAL SDNY_GM_00301015 EFTA01506828