EFTA01507701.pdf

10 2004 JPMorgan Chase Bank 345 Park Avenue. New York. NY 10154-1002 II3JPMorgan Private Bank Account Number: Asset Account Portfolio Page 13 of 74 FINANCIAL TRUST COMPANY INC October 01, 2004 - October 31, 2004 Description Counter Counter Premium Premium Premium Current Market Unrealized Coup Amount Currency Amount Currency Local USD MU! USD Saint ose USD Foreign Exchange continued EUR PUT USD CALL EUR - 20,000,000 USD - 25,100,000.00 USD - 614,950.00 - 614,950.00 - 546,808.60 68,141.40 FX EUROPEAN STYLE OPTION APR 20, 2005 fp 1.255 XEURPA-PO-Z P EUR CALL USD PUT EUR 0 USD 0.00 USD 0.00 0.00 FX EUROPEAN STYLE OPTION NOV 01, 2004 @ 1.3 KNOCK OUT @ 1.1375 KNOCK OUT @ 1.21 BARRIER EXP 12/1/03 XEURCA-TO-Z AUD PUT USD CALL AUD - 1,500,000 USD - 1,155,000.00 USD - 23,561.94 - 23,561.94 - 39,126.78 - 15,564.84 FX EUROPEAN STYLE OPTION NOV 22, 2034 @ .77 KNOCK IN TRIGGERED @ .755 KNOCK OUT Q .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 54.00 - 404,946.00 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 1,311.10 - 106,913.90 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 56,470.83 - 139,529.17 FX EUROPEAN STYLE OPTION MAR 01, 2005 @ 32.75 XTVVDCA-AB-Z Total Foreign Exchange - 1,230,569.94 - 2,403,593.96 - 1,173,024.02 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032776 Chase CONFIDENTIAL SDNY_GM_00301974 EFTA01507701