EFTA01506842.pdf

03 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 32 of 88 FINANCIAL TRUST COMPANY INC March 01, 2004 - March 31, 2004 Es0rnate* Trade Settlement Realized Giantess Dare Dare Type Dearing:Mon Currency Ouanory PrRetina Ranter CostProceeds Tax Cost USO Pending continued Mar 31 Apr 2 Buy-Back Opt NZO PUT USD CALL USD 8,200,000 0.00 - 250,034.00 238,128.00 - 11,906.00 S FX EUROPEAN STYLE OPTION OCT 27, 2004 .66 KNOCK IN TRIGGERED e .6475 Mar 31 Apr 2 Buy-Back Opt NZO PUT USD CALL USD 3,700,000 0.00 - 169,578.00 113,974.84 - 55,603.16 S FX EUROPEAN STYLE OPTION NOV 22, 2004 @ .68 KNOCK IN TRIGGERED © .6625 Mar 31 Apr 2 Buy-Back Opt NZD PUT USD CALL USD 26,666,667 0.00 - 634,880.00 762,880.00 128,000.00 S FX EUROPEAN STYLE OPTION NOV 29, 2004 iff2 .64 KNOCK IN Q .60 Trerre Settlement Counter Counter Revaluanon Contract**. Revalued Realized Dare Date Currency Amount Currency Amount Contract Rafe Rate Base Amount USD Amount USD Gainless USD Settled Foreign Exchange Contracts SPECULATIVE AUSTRALIA DOLLAR - U S DOLLAR Mar 3 04 Mar 5 04 AUD - 10,000,000.00 USD 7,513,000.00 0.751300 0.751200 7,513,000.00 - 7,512,000.00 1,000 00 Mar 3 04 Mar 5 04 AUD 10,000,000.00 USD - 7,512,000.00 0.751200 0.751200 - 7,512,000.00 7,512,000.00 Dec 11 03 Mar 15 04 AUD 10,000,000.00 USD - 7,287,000.00 0.728700 1.367400 - 7,287,000.00 7,313,149.04 26,149.04 Jan 2 04 Mar 15 04 AUD 10,000,000.00 USD - 7,524,000.00 0.752400 1.367400 - 7,524,000.00 7,313,149 04 - 210,850.96 Jan 704 Mar 15 04 AUD - 20,000,000.00 USD 15,258,000.00 0.762900 1.367400 15,258,000.00 - 14,626,298.08 631,701.92 Jan 904 Mar 15 04 AUD 5,000,000.00 USD - 3,861,000.00 0.772200 1.367400 - 3,861,000.00 3,656,574.52 - 204,425.48 Jan 15 04 Mar 15 04 AUD - 5,000,000.00 USD 3,821,000.00 0.764200 1.367400 3,821,000.00 - 3,656,574.52 164,425.48 Mar 16 04 Mar 18 04 AUD - 10,000,000.00 USD 7,430,000.00 0.743000 0.743000 7,430,000.00 - 7,430,000.00 Mar 16 04 Mar 18 04 AUD 10,000,000.00 USD - 7,430,000.00 0.743000 0.743000 - 7,430,000.00 7,430,000.00 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031831 Chase CONFIDENTIAL SDNY_GM_00301029 EFTA01506842