EFTA01506576.pdf

0 1 12004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: 0 30171.00.5 Asset Account Portfolio Page 22 of 53 FINANCIAL TRUST COMPANY INC January 01, 2004 - January 31, 2004 Est/mated Trade Settlement Financed Genitors Date Date Type DeaneMon Currency Ouantny OnceUnit Made( CostProcents Tax Cost 050 Pending Jan 29 Feb 2 Purchase Opt EUR CALL USD PUT USD 20,000,000 1.08 - 291,600 00 FX EUROPEAN STYLE OPTION JAN 31, 2005 e 1.35 KNOCK OUT @ 1.1995 BARRIER EXP 4/29/04 Jan 29 Feb 2 Write Option EUR PUT USD CALL USD - 10,000,000 1.86 225.060 00 FX EUROPEAN STYLE OPTION OCT 29. 2004 @ 1.21 KNOCK IN O 1.1995 KNOCK OUT O 1.2875 Jan 30 Feb 3 Write Option AUD PUT USD CALL USD - 10,000,000 100 226,500.00 FX EUROPEAN STYLE OPTION NOV 01, 2004 e .755 KNOCK IN O .740 KNOCK OUT 0 .783 Jan 30 Feb 3 Write Option EUR PUT USD CALL USD - 10,000,000 2.055 248,655.00 FX EUROPEAN STYLE OPTION OCT 29. 2004 O 1.21 KNOCK IN Q 1.1995 KNOCK OUT 1.2875 Trade Settlement Gaunter Canter RevarrianOn Connected' Revalued Realized Date Dam Currency Amount Currency Amount Contract Rate Rate Ban Amount (150 Amount VW Gant OSs 1150 Settled Foreign Exchange Contracts SPECULATIVE AUSTRALIA DOLLAR - U S DOLLAR Nov 18 03 Jan 20 04 AUD 10,000,000.00 USD - 7,204,000.00 0.720400 1.303000 - 7,204,000.00 7,674,597.08 470,597.08 Nov 24 03 Jan 20 04 AUD - 10,000,000.00 USD 7,146,000.00 0.714600 1.303000 7,146,000.00 - 7,674,597.08 - 528,597.08 Oct 23 03 Jan 27 04 AUD 10,000,000.00 USD - 6,936,000.00 0.693600 1.286150 - 6,936,000.00 7,775,142.86 839,142.86 Nov 24 03 Jan 27 04 AUD - 10,000,000.00 USD 7,139,000.00 0.713900 1.286150 7,139,000.00 - 7,775,142.86 - 636,142.86 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031664 Chase CONFIDENTIAL SDNY_GM_00300762 EFTA01506576