EFTA01507604.pdf

09 2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number- Asset Account Portfolio Page 23 of 62 FINANCIAL TRUST COMPANY INC September 01, 2004 - September 30, 2004 Esrime red Trade Settlement Realized Gaintoss Date Dare Type DeterOptlon Gummy Quantity PrOcoUnd Mantel CostProceeds Tax Cost USD Pending Sep 29 Oct 1 Buy-Back Opt 2AR CALL USD PUT USD 41,925,000 0.00 - 70,200.00 58,500.00 - 11,700.00 S FX EUROPEAN STYLE OPTION OCT 14, 2004 0 6.45 Sep 30 Oct 4 Write Option AUD PUT USD CALL USD - 20,000,000 1.51 215,930.00 FX EUROPEAN STYLE OPTION APR 01, 2005 0.715 KNOCK IN TRIGGERED O .7193 BARRIER EXP 10(7/2004 Sep 30 Oct 4 Write Option NZD PUT USD CALL USD - 10,000,000 1.50 99,750 00 FX EUROPEAN STYLE OPTION MAR 31.2005 O .665 KNOCK IN TRIGGERED 67 BARRIER EXP 10/7/2004 Sep 30 Oct 4 Sale 6 MONTH CHF LINKED STRUCTURE CHF - 5,000,000 0.00 5,011,209.24 - 5,000,000.00 23,143.75 S 100% PRINCIPAL PROTECTED IN CHF JPMORGAN LONDON 12/6/2004 Triad. Statement Counter Counter Revaluation Contracted" Revalued Realized Dare Date Currency Amount Gunny Amount Contract Rate Rate Base Amount USO Amount USD Gainless USD Settled Foreign Exchange Contracts SPECULATIVE AUSTRALIA DOLLAR - U S DOLLAR Jul 7 04 Sep 9 04 AUD - 10,000,000.00 USD 7,166,000.00 0716600 1.456771 7,166,000.00 - 6,864,499.24 301,500.76 Jul 804 Sep 904 AUD 10,000,000.00 USD - 7,180,000.00 0.718000 1.456771 - 7,180,000.00 6,864,499.24 - 315,500.76 Jul 12 04 Sep 14 04 AUD - 13,000,000.00 USD 9,361,300.00 0.720100 1.420556 9,361,300.00 - 9,151,349.59 209,950.41 Sep 10 04 Sep 14 04 AUD 13,000,000.00 USD - 8,983,000 00 0.691000 0691000 - 8,983,000.00 8,983,000.00 SWISS FRANC EURO CURRENCY Aug 16 04 Sep 14 04 CHF 22,953,000.00 EUR - 15,000,000.00 1.530200 1.256700 18,264,502 26 - 18,422,256.54 - 157,754.28 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032662 Chase CONFIDENTIAL SDNY_GM_00301860 EFTA01507604