EFTA01507075.pdf

05 INN JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 14 of 78 FINANCIAL TRUST COMPANY INC May 01, 2004 - May 31, 2004 Description Counter Counter Premium Premium Premium Current Market Unrealised Comp Amount Currency Amount Currency LOW USD Value USD Geln/Lose USD Foreign Exchange continued GBP PUT USD CALL GBP - 5,750,000.66 USD - 10,781,251.24 USD - 349,312.54 - 349,312.54 - 406,364.91 - 57,052.37 FX EUROPEAN STYLE OPTION AUG 20, 2004 @ 1.875 KNOCK IN TRIGGERED @ 1.8375 XGBPPA-GN•Z AUD PUT USD CALL AUD - 1,500,000 USD - 1,155,000 00 USD - 23,561.94 - 23,561.94 - 108,734.96 - 85,173.02 FX EUROPEAN STYLE OPTION NOV 22.2004 @ .77 KNOCK IN @ TRIGGERED @ .755 KNOCK OUT @ .7965 XAUDPA-DH-Z THB CALL USD PUT THB 2,700,000,000 USD 75,000,000.00 USD 405,000.00 405,000.00 24,408.00 - 380,592.00 FX EUROPEAN STYLE OPTION FEB 23. 2005 @ 36 XTHBCA-AC-Z THB CALL USD PUT THB 351,500,000 USD 9,250,000.00 USD 108,225.00 108,225.00 22,991.62 - 85,233.38 FX EUROPEAN STYLE OPTION FEB 23. 2005 @ 38. XTHBCA-AB-Z 7WD CALL USD PUT 7WD 327,500,000 USD 10,000,000.00 USD 196,000.00 196,000.00 112,263/3 - 83,736.27 FX EUROPEAN STYLE OPTION MAR 01. 2005 @ 32.75 XTWDCA-AB-Z NZD PUT USD CALL NZD - 5,000,000 USD - 3,150,000.00 USD - 90,720.00 - 90,720.00 - 121,144.75 - 30,424.75 FX EUROPEAN STYLE OPTION SEP 13. 2004 a .63 KNOCK IN TRIGGERED @ .60 XNZDPA-DE-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00032065 Chase CONFIDENTIAL SDNY_GM_00301263 EFTA01507075