EFTA01507394.pdf

07 INN JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 13 of 65 FINANCIAL TRUST COMPANY INC July 01, 2004 - July 31, 2004 Deserspoon Counter Counter Premium Premium Premium Current Market Unrealized Cupp Amount Currency Amount Currency Local USD Value USD Saint oat USD Foreign Exchange continued AUD PUT USD CALL AUD -1,500,000 USD - 1,155,000.00 USD - 23,561.94 - 23,561.94 - 118,035.20 - 94,473.26 FX EUROPEAN STYLE OPTION NOV 22, 2004 @ .77 KNOCK IN § TRIGGERED @ 755 KNOCK OUT @ .7965 XAUDPA-DH-Z THB CALL USD PUT THB 2,700,000,000 USD 75,000,000.00 USD 405,000.00 405,000.00 2,349.00 - 402,651.00 FX EUROPEAN STYLE OPTION FEB 23. 2005 36. XTHBCA-AC-Z THB CALL USD PUT THB 351,500,000 USD 9,250,000.00 USD 108,225.00 108,225.00 6,576.57 - 101,648.43 FX EUROPEAN STYLE OPTION FEB 23. 2005 38. XTHBCA-AB-Z TWD CALL USD PUT TWD 327,500,000 USD 10,000,000.00 USD 196,000.00 196,000.00 36,201.85 - 159,798.15 FX EUROPEAN STYLE OPTION MAR 01.2005 @ 32.75 XTWDCA-AB-Z Total Foreign Exchange - 592,759.31 - 2,548,415.32 - 1,955,656.00 Preitenodlated cottons we waled usmg market picas at tie cktse S busans for statement date 0ver.The-Counkw (O7C)optons so valued 1 AWNafloat °Mess cthawsse agreed See: ltnportAnt Information about Pacing and Vahatiens. Confidential Treatment Requested by JPMorgan JPM-SDNY-00032429 Chase CONFIDENTIAL SDNY_GM_00301627 EFTA01507394