EFTA01506628.pdf

02 2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 II3 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 21 of 58 FINANCIAL TRUST COMPANY INC February 01, 2004 - February 29, 2004 Dm* Settlement Rea red Date Date Type Deteriptien Canonry Quantity Prienttnit Marker Cosentemeds Tax Cott GeIntLese USD Settled continued Feb 17 Feb 17 Expired Opt EUR PUT USD CALL EUR 10,000.000 0.00 248,655.00 248,655.00 S FX EUROPEAN STYLE OPTION OCT 29, 2004 4 1.21 KNOCK IN 4 1.1995 KNOCK OUT Q 1.2875 Issued in USD Feb 18 Feb 20 Write Option EUR CALL USD PUT USD - 13,000,000 1.65 276,705.00 FX EUROPEAN STYLE OPTION MAY 04, 2004 4 1.29 KNOCK IN 4 1.33 Feb 19 Feb 23 Write Option EUR PUT USD CALL USD - 10,400,000 1.21 157,929.00 FX EUROPEAN STYLE OPTION AUG 19, 2004 4 1.255 KNOCK IN TRIGGERED 4 1.24 KNOCK OUT @ 1.2940 Feb 20 Feb 24 Write Option AUD PUT USD CALL USD - 9,300,000 2.04 146,084.00 FX EUROPEAN STYLE OPTION NOV 22, 2004 4 .77 KNOCK IN Q .755 KNOCK OUT Q .7965 Feb 20 Feb 24 Write Option GBP PUT USD CALL USD - 11,666,666.66 3.24 708,750.00 FX EUROPEAN STYLE OPTION AUG 20. 2004 4 1.875 KNOCK IN 4 1.8375 Feb 20 Feb 24 Write Option GBP PUT USD CALL USD - 11,666,666 4.08 887,740.00 FX EUROPEAN STYLE OPTION NOV 22, 2004 4 1.865 KNOCK IN 4 1.8285 Feb 20 Feb 24 Write Option JPY PUT USD CALL USD - 987,350,000 1.02 92,820.00 FX EUROPEAN STYLE OPTION NOV 19, 2004 4 108.5 KNOCK IN 0 110.75 KNOCK OUT 4 105.35 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031616 Chase CONFIDENTIAL SDNY_GM_00300814 EFTA01506628