EFTA01507072.pdf

05 12004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: 0 30171.00.5 Asset Account Portfolio Page 11 of 78 FINANCIAL TRUST COMPANY INC May 01, 2004 - May 31, 2004 Options DOSCrellOn Counter Counter Premium Prawn Premium Conant Maker Unrealized Cuero Amount Currency Amount Currency Load USD Value USD Dan toss USD Foreign Exchange HUF PUT USD CALL HUF -1,002,250,000 USD - 4,750,000.00 USD - 277,875.00 - 277,875.00 - 147,531.20 130,343.80 FX EUROPEAN STYLE OPTION SEP 16. 2004 O 211. KNOCK IN O 220 XHUFPA-A1-2 HUF PUT USD CALL HUF -1,696,000,000 USD - 8,000,000.00 USD - 424,000.00 - 424,000.00 - 235,082.56 188,917.44 FX EUROPEAN STYLE OPTION SEP 16, 2004 O 212. KNOCK IN @ 220 XHUFPA-AJ-Z EUR CALL CHF PUT EUR - 10,000,000 CHF - 15,650,000.00 USD - 38,273.00 - 38,273.00 - 1,213.80 37,059.20 FX EUROPEAN STYLE OPTION JUN 25, 2004 O 1.565 XEURCA-VS-Z EUR PUT CHF CALL EUR - 10,262,295 CHF - 15,649,999.88 USD - 42,394.00 - 42,394.00 - 32,684.08 9,709.92 FX EUROPEAN STYLE OPTION JUN 25, 2004 § 1.525 KNOCK IN O 1.52 XEURPA-NW-Z EUR PUT CHF CALL EUR - 7,262,295 CHF - 11,074,999.88 USD - 31,765.08 - 31,765.08 - 32,684.10 - 919.02 FX EUROPEAN STYLE OPTION JUN 25, 2004 0 1.525 KNOCK IN 0 1.52 XEURPA-NT-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00032062 Chase CONFIDENTIAL SDNY_GM_00301260 EFTA01507072