EFTA01506566.pdf

0 1 INN JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 12 of 53 FINANCIAL TRUST COMPANY INC January 01, 2004 - January 31, 2004 Description Cwnw Counter Premium Premium Premium Current, arket Unrealized Comp Amount Currency Amount Currency LOW USD Value USD 011ItELOSS USD Foreign Exchange continued O0 NZD PUT USD CALL NZD - 24,691,358.49 USD - 16,358,025.00 USD - 407,315.00 - 407,315.00 - 599,601.49 - 192,286.49 FX EUROPEAN STYLE OPTION OCT 18.2004 .6625 KNOCK IN .652 KNOCK OUT @ 6985 XNZDPA-CP-Z AUD PUT USD CALL AUD - 22,471,910.67 USD - 17,359,550.99 USD - 524,258.00 - 524,258.00 - 1,980,453.08 - 1,456,195.08 FX EUROPEAN STYLE OPTION OCT 18.2004 a.7725 KNOCK IN .7525 KNOCK OUT Q .7973 XAUDPA-CV-Z 0 0 GBP PUT USD CALL FX EUROPEAN STYLE OPTION OCT 18. 2004 1.818 KNOCK IN TRIGGERED 1.815 KNOCK OUT Q 1.8735 GBP - 7,168,458.74 USD - 13,032,257.99 USD - 301,045.00 - 301,045.00 - 367,167.52 - 66,122.52 XGBPPA-GI-Z CO 0 GBP PUT USD CALL FX EUROPEAN STYLE OPTION JUL 16, 2004 KNOCK OUT 1.83 KNOCK IN TRIGGERED 1.8165 1.8793 GBP - 12,500,000 USD - 22,875,000.00 USD - 443,775.00 - 443,775.00 - 638,368.88 - 194,593.88 XGBPPA-GF-Z O EUR PUT USD CALL FX EUROPEAN STYLE OPTION JUL 16, 2004 XEURPA42-2 1.22 EUR - 17,333,333.60 USD - 21,146,666.99 USD - 415,003.00 - 415,003.00 - 484,159.01 - 69,156.01 NW PUT USD CALL 0 FX EUROPEAN STYLE OPTION OCT 19.2004 XNZDPA-CS-Z .63 NZD - 12,000,000 USD - 7,560,000.00 USD - 233,226.00 - 233,226.00 - 204,192.36 29,033.64 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031554 Chase CONFIDENTIAL SDNY_GM_00300752 EFTA01506566