EFTA01506753.pdf

03 2004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 31 of 88 FINANCIAL TRUST COMPANY INC March 01, 2004 - March 31, 2004 Estimated Trade Settlement Realised aunt oss Date Dare Tyne oncvlpoon Currency Gummy lancoUnn Mande Costacsoceeds Tax Cost USD Pending continued Mar 30 Apr 1 FX Option Assig1200ALL USD PUT USD 20,000,000 0.00 0.00 28,732.00 FX EUROPEAN STYLE OPTION MAR 30.2004 O .653 Mar 30 Apr 1 Buy-Back Opt NZD PUT USD CALL USD 15,800,000 0.00 - 551,381.00 458,832.00 - 92,549.00 S FX EUROPEAN STYLE OPTION OCT 27.2004 O .66 KNOCK IN TRIGGERED 0 .6475 Mar 30 Apr 1 Buy-Back Opt NZO PUT USD CALL USD 15,000,000 0.00 - 569,745.00 435,600.00 - 134,145.00 S FX EUROPEAN STYLE OPTION OCT 27.2004 a .66 KNOCK IN TRIGGERED O .6475 Mar 30 Apr 1 FX Opt Asgn'D N ZEALAND DOLLAR NZD - 20,000,000 0.665 0.00 Mar 31 Apr 2 Buy-Back Opt AUD PUT USD CALL USD 30,000,000 0.00 -1,077,300.00 1,023,720.00 - 53,580.00 S FX EUROPEAN STYLE OPTION OCT 27, 2004 O .76 KNOCK IN TRIGGERED .7475 Mar 31 Apr 2 Buy-Back Opt AUD PUT USD CALL USD 5,500,000 0.00 - 210,691.00 86,393.76 - 124,297.24 S FX EUROPEAN STYLE OPTION NOV 22, 2004 O .77 KNOCK IN TRIGGERED @ /55 KNOCK OUT Q .7965 Mar 31 Apr 2 Sell Option GBP CALL USD PUT USD - 5,000,000 0.00 260,550.00 - 152,100.00 FX EUROPEAN STYLE OPTION JUN 15. 2004 O 1.8 Mar 31 Apr 2 Write Option GBP CALL USD PUT USD - 5,000,000 1.12 103,600.00 FX EUROPEAN STYLE OPTION MAY 24, 2004 O 1.85 KNOCK IN O 1.87 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031742 Chase CONFIDENTIAL SDNY_GM_00300940 EFTA01506753