EFTA01507335.pdf

07 INN JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 12 of 65 FINANCIAL TRUST COMPANY INC July 01, 2004 - July 31, 2004 Descriptron Counter Counter Premium Premium Prenuum Current market Unrealized Cutup Amount Currency Amount Currency LOCSI USD Value USD Saint ose USD Foreign Exchange continued NZD PUT USD CALL NZD - 10,000,000 USD - 6,500,000.00 USD - 244,400.00 - 244,400.00 - 350,772.30 - 106,372.30 FX EUROPEAN STYLE OPTION DEC 23.2004 @ .65 KNOCK IN TRIGGERED @ .635 KNOCK OUT @ 68 XNZDPA-DY-Z HKD PUT USD CALL HKD 156,660,000 USD 20,000,000.00 USD 312,280.00 312,280.00 645.44 - 311,634.56 FX EUROPEAN STYLE OPTION SEP 23. 2004 @ 7.833 XHKOPA-AH-Z EUR CALL USD PUT EUR 10,000,000 USD 13,000,000.00 USD 56,447.00 56,447.00 92,730.80 36,283.80 FX EUROPEAN STYLE OPTION NOV 01, 2034 @ 1.3 KNOCK OUT @ 1.1375 KNOCK OUT @ 1.21 BARRIER EXP 12/1/03 XEURCA-TO-Z AUD PUT USD CALL AUD - 4,000,000 USD - 3,110,000.00 USD - 106,673.20 - 106,673.20 - 330,419.72 - 223,746.52 FX EUROPEAN STYLE OPTION OCT 11.2004 @ .7775 KNOCK IN TRIGGERED @ .7565 KNOCK OUT @ 8020 XAUDPA-CO-Z NW PUT USD CALL NZD - 14,450,000 USD - 9,826,000.00 USD - 407,779.00 - 407,779.00 - 838,787.96 - 431,008.96 FX EUROPEAN STYLE OPTION NOV 22, 2004 @ .68 KNOCK IN TRIGGERED 12 .6625 XNZDPA-DC-Z NW PUT USD CALL NZD - 1,986,500 USD - 1,350,820.00 USD - 61,192.17 - 61,192.17 - 115,311.60 - 54,119.43 FX EUROPEAN STYLE OPTION NOV 22, 2004 @ .68 KNOCK IN TRIGGERED .6625 XNZDPA-DB-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00032363 Chase CONFIDENTIAL SDNY_GM_00301561 EFTA01507335