EFTA01507210.pdf

06 INN JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 12 of 72 FINANCIAL TRUST COMPANY INC June 01, 2004 - June 30, 2004 Description Counter Counter Premium Premium Premium Curtest: Market Unrealized Cupp Amount Currency Amount Currency Local USD Value USD Gant/LOU USD Foreign Exchange continued HUF PUT USD CALL HUF -2,580,000,000 USD - 12,000,000.00 USD - 451,200.00 - 451,200.00 - 253,639.80 197,560.20 FX EUROPEAN STYLE OPTION KNOCK IN § 225 KNOCK OUT 202 XHUFPA-AL-Z C DEC 20.2004 (0 215. C NZO CALL USD PUT FX EUROPEAN STYLE OPTION DEC 23.2004 KNOCK IN XNZDCA-CM-Z .625 .6450 NZD - 10,000,000 USD - 6,250,000.00 USD - 163,750.00 - 163,750.00 - 219,778.00 - 56,028.00 AUD CALL USD PUT AUD - 10,000,000 USD - 6,900,000.00 USD - 124,890.00 - 124,890.00 - 182,261.10 - 57,371.10 FX EUROPEAN STYLE OPTION DEC 23.2004 .69 KNOCK IN (fp .7250 KNOCK OUT fp .65 XAUDCA-CD-Z NZD CALL USD PUT NZD - 22,000,000 USD - 13,750,000.00 USD - 398.750.00 - 398,750.00 - 483,511.60 - 84,761.60 KNOCK IN XNZDCA-CN-Z O FX EUROPEAN STYLE OPTION DEC 23.2004 .625 .6450 NW CALL USD PUT NZD - 27,000,000 USD - 17,280,000.00 USD - 369,792.00 - 369,792.00 - 424,900.89 - 55,108.89 FX EUROPEAN STYLE OPTION DEC 23.2004 a .64 KNOCK IN .6515 XNZDCA-CO-Z P ZAR CALL USD PUT ZAR - 61,800,000 USD - 10,000,000.00 USD - 164,000.00 - 164,000.00 0.00 164,000.00 0 FX EUROPEAN STYLE OPTION JUL 30. 2004 {2 6.18 KNOCK IN 5.95 XZARCA-AI-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00032219 Chase CONFIDENTIAL SDNY_GM_00301417 EFTA01507210