EFTA01508167.pdf

06 /005 .Ilnlorgan Chase Bank, N.A. 345 Park As emit`, New York, NY 10154-L002 ''JPMorgan Private Bank Account Number Asset Account Portfolio Paco 9 of f9 FINANCIAL TRUST COMPANY INC June 01, 2005 - June 30. 2005 Options Desorption Counter Counter Premium Premium Premium Current Market Unecurrei Cusp Amount Currency Amount Currency Local USD Valve USD Gun Loss usa Foreign Exchange TRY PUT USD CALL TRY - 6,725,000 USD - 5.000.000 00 USD - 202 500 00 - 202 500 00 - 183,861 50 18 63B SC FX EUROPEAN STYLE OPTION DEC 02. 2005 @ 1.345 KNOCK IN @ 1 4350 KNOCK OUT@ 1 3050 XTRYPA-AM-Z Eschangerisled options ere reared using make aces at Pe close a business fa statement date Oyallse-Counkl (07tioptons are vaka0 at bid Parket pilaw otherwise 07001 Sit Important InfalllanOn about Prang and Virtual/OM Important tnlonnadon about Pnong ansIVeluatiOnS Poses some a w0,41, we prov dad by pima 30n0001 a Offla "'was, eha tie deem terabre are nal gummed fa accuracy a es MVOS value' -tan denvatues Wilspions of wesrPorcounter donvatue transactions Muds"; ca deem' peoduas lave been ;secured on • rndintriel basis These valuabau are Math.o values as of:nodose a business of the dale stns Paternal: end fang es Means* slcbrel rn wan/. OW00 Pau'Otax$ do Mt Privy:rent the *Cruel Isms at *teen trenyeettos a upcureet could t Graph" a sod a new transecliws =PI Oa 0a0/004, 00. a the *Mel hems on nisch ousting nnsethonsa swages could be triudared as a the date a /Ms statement We do not nanani The, completeness a accuracy These sairratsons we domed from 'monetary (nodes based upon weir recognized frnenotal anomie. and ne rpm when necessary to emulate the present value of lutae cash tons. wade niesonable %mune., about Woven' tulle Prairie concilms ValuPons based on any modal a efferent allumpbona row pold chflotent mots triage expressly &spleens any moans bitty la Minoru-curacy a the models a estrmates used n downy the pruations (2) any 701 a andirons in corrputup a derworontarrip The vaisations and pnany uses to wInt,In. serrations se pa Witrabons we merlon to rnicimenon purposes on.), end are nVenitt solely for yap own use Plum tee' b tne trade confirm's:in for detars of each Vensacfron Confidential Treatment Requested by JPMorgan JPM-SDNY-00033344 Chase CONFIDENTIAL SDNY_GM_00302542 EFTA01508167