EFTA01507209.pdf

06 2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 O JPNlorgan Private Bank Account Number Asset Account Portfolio Page 1 c 12 FINANCIAL TRUST COMPANY INC June 01, 2004 - June 30, 2004 Options scfpnon Counter Counter Premium Pramnim Premium Current Market Unrealized Cusp Amount Currency Amount Currency Local USD Value USD Gamlen USD Foreign Exchange HUF PUT USD CALL HUF -1,002,250,000 USD - 4,750,000.00 USD - 277,875.00 - 277,875.00 - 111,790.97 166,084.03 FX EUROPEAN STYLE OPTION SEP 16. 2004 0 211. 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 - 177,147.20 246,852.80 FX EUROPEAN STYLE OPTION SEP 16. 2004 O 212. KNOCK IN O 220 XHUFPA-AJ-Z JPY PUT USD CALL JPY -1,110,000,000 USD - 10,000,000.00 USD - 138,000.00 - 138,000.00 - 97,191.60 40,808.40 FX EUROPEAN STYLE OPTION NOV 04.2004 O 111. KNOCK IN TRIGGERED 0 112.5 KNOCK OUT 106.25 XJPYPA-JW.Z AUD PUT USD CALL AUD - 4,000,000 USD - 2,760,000.00 USD - 91,908.00 - 91,908.00 - 76,307.88 15,600.12 FX EUROPEAN STYLE OPTION OCT 11.2004 0 .69 KNOCK IN 67 XAUDPA-DN-Z EUR PUT USD CALL EUR 20,000,000 USD 22,000,000.00 USD 96,800.00 96,800.00 66,956.20 - 29,843.80 FX EUROPEAN STYLE OPTION DEC 06.2004 0 1.1 XEURPA-OP-Z Confidential Treatment Requested by JPMorgan JPN1-SDNY-00032218 Chase CONFIDENTIAL SDNY_GM_00301416 EFTA01507209