EFTA01506995.pdf

04 12004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 15 of 82 FINANCIAL TRUST COMPANY INC April 01, 2004 - April 30, 2004 Description Counter Counter Premium Premium Premium Current Markel Unrealized Cupp Amount Currency Amount Currency Local USD Value USD 0•1410,36 USD Foreign Exchange continued P AUD CALL USD PUT AUD 0 USD 0.00 USD 0.00 0.00 FX EUROPEAN STYLE OPTION APR 30, 2004 @ .7181 XAUDCA-BX-Z P NZO CALL USD PUT NZD 0 USD 0.00 USD 0.00 0.00 FX EUROPEAN STYLE OPTION APR 30, 2004 O .6225 XNZDCA-CE-Z JPY PUT USD CALL JPY -1,110,000,000 USD - 10,000,000.00 USD - 138,000.00 - 138,000.00 0.00 138,000.00 FX EUROPEAN STYLE OPTION NOV 04, 2004 @ 111. KNOCK IN O 112.5 KNOCK OUT O 106.25 XJPYPA•JNFZ HKD PUT USD CALL HKD 156,660,000 USD 20,000,000.00 USD 312,280.00 312,280.00 13,455.53 - 298,824.47 FX EUROPEAN STYLE OPTION SEP 23. 2004 O 7.833 XHKOPA•AH•Z EUR CALL USD PUT EUR 5,000,000 USD 6,250,000.00 USD 49,186.20 49,186.20 350,075.40 300,889.20 FX EUROPEAN STYLE OPTION NOV 01, 2004 O 1.25 KNOCK OUT O 1.1375 KNOCK OUT @ 1.21 BARRIER EXP 12/1/03 XEURCA-TP-Z EUR CALL USD PUT EUR 10,000,000 USD 13,000,000.00 USD 56,447.00 56,447.00 84,792.90 28.345 90 FX EUROPEAN STYLE OPTION NOV 01. 2034 @ 1.3 KNOCK OUT Q 1.1375 KNOCK OUT O 1.21 BARRIER EXP 12/1/03 XEURCA-TO-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00031984 Chase CONFIDENTIAL SDNY_GM_00301182 EFTA01506995