EFTA01506523.pdf

0 1 INN JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 22 of 53 FINANCIAL TRUST COMPANY INC January 01, 2004 - January 31, 2004 Est/mated Trade Settlement Realized Genitors Date Date Type Description Currency Ouantiry PrRetina Marne( Cosettroceeds Tax Cost USD 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 0 FX EUROPEAN STYLE OPTION OCT 29. 2004 @ 1.21 KNOCK IN 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 Jan 30 Feb 3 Write Option KNOCK IN .740 KNOCK OUT .783 0 NOV 01, 2004 e .755 EUR PUT USD CALL USD - 10,000,000 2.055 248,655.00 FX EUROPEAN STYLE OPTION OCT 29.2004 1.21 KNOCK IN Q 1.1995 KNOCK OUT t 1.2875 Tattle Settlement Counter COWIN RlvMuadon COnerettee Revalued Realized Date Date Currency Amount Gummy Amount Contract Rate Rate Ban Amount USD Amount USD Dant Oils USD 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-00031511 Chase CONFIDENTIAL SDNY_GM_00300709 EFTA01506523