EFTA01507084.pdf

05 12004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 23 of 78 FINANCIAL TRUST COMPANY INC May 01, 2004 - May 31, 2004 Trade SeWomen( Realized One Date type Description Currency Quantity Pnce'Urn Market CostProceeds Tax Cost Gaunt oat DSO Settled continued May 12May 13 Buy-Back Opt TURKISH LIRA KNOCK IN PUT OPTION USD 5,000,000 - 390,000.00 82,500.00 - 307.500 00 S 10000000 USD ORIGINAL NOTIONAL 14 TRILLION TRL ORIGINAL NOTIONAL MAY 14 2004 it 1,400.000 KNOCK IN TRIGGERED it 1.420,000 May 12May 14 Buy-Back Opt AUD PUT USD CALL USD 4,000,000 - 365,425.00 106,673.20 - 258,751.80 S FX EUROPEAN STYLE OPTION OCT 11, 2004 O .7775 KNOCK IN TRIGGERED .7565 KNOCK OUT @ .8020 May 12May 14 Write Option AUD PUT USD CALL USD - 4,000,000 133 91,908.00 FX EUROPEAN STYLE OPTION OCT 11.2004 .69 KNOCK IN 67 May 12May 14 Buy-Back Opt EUR CALL CHF PUT USD 10,000,000 - 11,017.00 36,146.00 25,129.00 S FX EUROPEAN STYLE OPTION JUN 25.2004 0 1.565 May 12May 14 Sell Option EUR PUT CHF CALL USD - 10,000,000 141,431.00 - 140,332.94 1,098.06 S FX EUROPEAN STYLE OPTION JUN 25.2004 01 55 May 12May 14 Write Option NZD CALL USD PUT USD - 15,000,000 0.98 91,140.00 FX EUROPEAN STYLE OPTION JUN 10, 2004 62 KNOCK IN it 635 May 12May 14 Buy-Back Opt NZO PUT USD CALL USD 12,000,000 - 465,696.00 233,226.00 - 232,470.00 S FX EUROPEAN STYLE OPTION OCT 19, 2004 Q .63 May 12May 14 Write Option NW PUT USD CALL USD - 15,000,000 3.98 364,170.00 FX EUROPEAN STYLE OPTION OCT 19.2004 O .61 KNOCK IN O .58 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032074 Chase CONFIDENTIAL SDNY_GM_00301272 EFTA01507084