EFTA01507213.pdf

06 2004 JPMorgan Chase Bank 345 Park Avenue. New York. NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 15 of 72 FINANCIAL TRUST COMPANY INC June 01, 2004 - June 30, 2004 Description Counter Counter Premium Premium Premium Curran Market Unrelated Cyan Amount Currency Amount Currency Local USD Value USD OSt&on IND Foreign Exchange continued THB CALL USD PUT THB 351.500.000 USD 9,250,000 00 USD 108,225.00 108,225.00 6,942.13 - 101,282.87 FX EUROPEAN STYLE OPTION FEB 23, 2005 it 38. XTH8CA-A8-2 TWD CALL USD PUT TWD 327,500,000 USD 10,000,000 00 USD 196,000.00 196,000.00 73,350.18 - 122,649.82 FX EUROPEAN STYLE OPTION MAR 01.2005 32.75 XTWDCA-AB-Z Total Foreign Exchange - 2,352,745.65 - 2,621,321.71 - 268,576.22 Eictionowasted options en valued using maiw pives at the dose a business to statement date Over.iftitaCcii'Net (07C)opbons am rained a: haditArktit waess °Mortise (brood See: Important Infoimation about Pricing and Valuations. Important Information about enemy and Valuations Penes some of who're'e aoudad by timing lances a War 'ces An e deem resolve en not oustenteeci for accuracy a as meazabie VO/LOS Valuations a cao-tneatounter ckawshve frensections mcluding tertian Oarvetivelcetaled deposit produsts. neve been aep✓ed on a raternenel Deus These vatuebons am macaw vetted as a Me clam of baseless of tne date of this statement and °Acta as other rm. agreed in autos Mese retvettne do not reptesetetne echos! tarns at *nen frensactone a seaweed ltd be bough( a sod a new transechum could be entered into a the Octal terms on yaw" existing bentecbons stead*, axed ne Aqueleled aid the Medlin statement rib do not mewl they completeness a accuracy Thew veennan we dewed from Noonan models based upon wee teen:need &Woe( eneapies add we nave. when neciessay to cats/MI. lea present vett* of futute cash Pais. male reasonable &tamales about relevant future market conditions Valuations eased on other modes a flifetentassumpn:na may )edd atone resues Stage expressly cksoisms any ',spondee& la (I) the accuracy of tne rnofets a inmates used in dermng tne yeatetons Plane cam a arena)a m convubng a clusemefseing The vatrotons and alany1130$ to want be vetwitons se put Veasenans we provided fa intametion Monate. only end we intended solely fa ply- own use Meese refpi a the trade conletnefun (Cr °brats of wen oansaction Confidential Treatment Requested by JPMorgan JPM-SDNY-00032222 Chase CONFIDENTIAL SDNY_GM_00301420 EFTA01507213