EFTA01506567.pdf

0 1 INN JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 13 of 53 FINANCIAL TRUST COMPANY INC January 01, 2004 - January 31, 2004 Description Counter Counter Premium Premium Premium Current Market Unrealized Coup Amount Currency Amount Currency LOW USD Value USD Gainless USD Foreign Exchange continued C EUR PUT USD CALL FX EUROPEAN STYLE OPTION JUL 20, 2004 XEURPA-MB-Z 1.23 EUR - 10,000,000 USD - 12,300,000.00 USD - 284,130.00 - 284,130.00 - 329,220.70 - 45,090.70 EUR PUT USD CALL EUR - 25,000,000 USD - 30,500,000.00 USD - 857,050.00 - 857,050.00 - 925,516.00 - 68,466.00 C FX EUROPEAN STYLE OPTION OCT 27, 2004 @ 1.22 KNOCK IN 1.202 XEURPA-MG-Z NZD PUT USD CALL NZD - 39,000,000 USD - 25,740,000.00 USD - 1,132,560.00 - 1,132,560.00 - 1,251,848.91 - 119,288.91 FX EUROPEAN STYLE OPTION OCT 27.2004 @ .66 KNOCK IN TRIGGERED @ .6475 XNZDPA-CT-Z AUD PUT USD CALL ALSO - 37,000,000 USD - 28,120,000.00 USD - 1,262,588.00 - 1,262,588.00 - 1,506,702.53 - 244,114.53 FX EUROPEAN STYLE OPTION OCT 27.2004 @ .76 KNOCK IN TRIGGERED @ .7475 XAUDPA-CY-Z P EUR CALL USD PUT EUR 20,000,000 USD 27,000,000.00 USD 291,600.00 291,600.00 0.00 - 291,600.00 FX EUROPEAN STYLE OPTION JAN 31, 2005 @ 1.35 KNOCK OUT @ 1.1995 BARRIER EXP 4/29104 XEURCA-UR-Z C P EUR PUT USD CALL FX EUROPEAN STYLE OPTION OCT 29. 2004 1.21 KNOCK INC 1.1995 KNOCK OUT @ 1.2875 EUR - 10,000,000 USD - 12,100,000.00 USD - 225,060.00 - 225,060.00 0.00 225,060.00 XEURPA-MH-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00031555 Chase CONFIDENTIAL SDNY_GM_00300753 EFTA01506567