EFTA01506994.pdf

04 INN JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 14 of 82 FINANCIAL TRUST COMPANY INC April 01, 2004 - April 30, 2004 Deserspoon Counter Counter Premium Premium Premium Current Madtet Unrealized Cairo Amount Currency Amount Currency Local USD Value USD Gelntoss USD Foreign Exchange continued GBP CALL USD PUT GBP - 2,200,000 USD - 4,070,000.00 USD - 45,584.00 - 45,584.00 - 3,065.70 42,518.30 FX EUROPEAN STYLE OPTION MAY 24, 2004 @ 1.85 KNOCK IN O 1.87 XGBPCA-IB-Z AUD PUT USD CALL AUD - 14,000,000 USD - 10,220,000.00 USD - 347,480.00 - 347,480.00 - 471,587.34 - 124,107.34 FX EUROPEAN STYLE OPTION OCT 14.2004 0 .73 KNOCK IN @ .71 KNOCK OUT @ .7695 XAUDPA-DJ-Z NW PUT USD CALL NZD - 10,000,000 USD - 6,250,000.00 USD - 191,875.00 - 191,875.00 - 217,494.20 - 25,619.20 FX EUROPEAN STYLE OPTION KNOCK OUT XNZDPA-DP-Z 0 OCT 21.2004 0 .625 KNOCK IN Q .6090 .6500 AUD PUT USD CALL AUD - 10,000,000 USD - 7,275,000.00 USD - 246,623.00 - 246,623.00 - 315,605.90 - 68,982.90 FX EUROPEAN STYLE OPTION OCT 25.2004 @ .7275 KNOCK IN O .72 KNOCK OUT .7625 XAUDPA-DL-Z ZAR PUT USD CALL ZAR - 70,000,000 USD - 10,000,000.00 USD - 246,000.00 - 246,000.00 - 309,341.90 - 63,341.90 JUN 03, 2004 KNOCK IN 7.15 XZARPA-AJ-Z 0 FX EUROPEAN STYLE OPTION 7. 0 P NZD CALL USD PUT FX EUROPEAN STYLE OPTION APR 30, 2004 XNZDCA-CF-Z .615 NZD 0 USD 0.00 USD 0.00 0.00 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031983 Chase CONFIDENTIAL SDNY_GM_00301181 EFTA01506994