EFTA01507498.pdf

08 2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 18 of 48 FINANCIAL TRUST COMPANY INC August 01, 2004 - August 31, 2004 Trade Statement Realatcl Cure Dale TYPO Description Cunene Quantify Attained Marker Costateeeds Tax Cost Gaallots USD Settled continued Aug 10 Aug 12 Write Option EUR PUT USD CALL USD - 22,000,000 2.48 665,632.00 FX EUROPEAN STYLE OPTION FEB 10, 2005 « 1.22 KNOCK IN «1.195 Aug 11 Aug 13 Purchase Opt JPY PUT USD CALL USD 2,300,000,000 0.95 - 190,000.00 FX EUROPEAN STYLE OPTION FEB 09, 2005 Q 115. Aug 12 Aug 16 Write Option ZAR PUT USD CALL USD - 46,080,000 2.70 194,400.00 FX EUROPEAN STYLE OPTION OCT 14, 2004 O 6.4 KNOCK IN 6.7 Aug 17 Aug 19 Buy-Back Opt HUF PUT USD CALL USD 1,060,000,000 - 17,500.00 265,000.00 247,500.00 S FX EUROPEAN STYLE OPTION SEP 16. 2004 « 212. KNOCK IN 4» 220 Aug 19 Aug 23 Buy-Back Opt NZD PUT USD CALL USD 11,436,500 - 318,850.00 322,738.03 3,888.03 S FX EUROPEAN STYLE OPTION NOV 22, 2004 « .68 KNOCK IN TRIGGERED @ .6625 Trutt Settlement Count, Carnet Antrabon Contracted, Revalued Minted Dare Dam Gummy Amount Cunene A11101111( COnfract Ram Rate Me, Amount USO Amount USD Gain toss USD Settled Foreign Exchange Contracts SPECULATIVE AUSTRALIA DOLLAR - U S DOLLAR Jul 904 Aug 13 04 AUD - 10,000,000.00 USD 7,197,000.00 0.719700 1.395000 7,197,000.00 - 7,168,458.78 28,541.22 Aug 10 04 Aug 13 04 AUD 10,000,000.00 USD - 7,170,000.00 0.717000 0.717000 - 7,170,000.00 7,170,000.00 Aug 13 04 Aug 17 04 AUD 10,000,000.00 USD - 7,080,000.00 0.708000 0.708000 - 7,080,000.00 7,080,000.00 Aug 16 04 Aug 17 04 AUD - 10,000,000.00 USD 7,175,000.00 0.717500 0.708000 7,175,000.00 - 7,080,000.00 95,000.00 Feb 20 04 Aug 24 04 AUD 7,500,000.00 USD - 5,676,750.00 0.756900 1.413500 - 5,676,750.00 5,305,978.06 - 370,771.94 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032547 Chase CONFIDENTIAL SDNY_GM_00301745 EFTA01507498