EFTA01507154.pdf

05 12004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 26 of 78 FINANCIAL TRUST COMPANY INC May 01, 2004 - May 31, 2004 Trade Settlement Realized Date Date TYPO Oeseriptien Currency Quantity Prieetnit Marker CesoPmeaeds Tax Cost GairvLost (ISO Settled continued May 25May 27 Buy-Back Opt NZD PUT USD CALL USD 5,000,000 - 103,013.00 96,862.67 - 6,150.33 S FX EUROPEAN STYLE OPTION NOV 10, 2004 @ .615 KNOCK IN TRIGGERED O .60 KNOCK OUT O .642 May 25May 27 Buy-Back Opt NZD PUT USD CALL USD 15,000,000 - 325,740.00 364,170.00 38,430.00 S FX EUROPEAN STYLE OPTION OCT 19.2004 Q .61 KNOCK IN {1.58 May 25May 27 Sale 3 MONTH FX EUR FX DEPOSIT EUR - 15,000,000 14,941,124.64 - 15,000,000.00 148,395.93 S 100% PRINCIPAL PROTECTED IN EUROS JPMORGAN CHASE LONDON AUG 4 2004 May 26May 28 Sale 3 MONTH MXN FX DEPOSIT MXN - 110,500,000 110,118,880.77 - 110,500,000.00 - 38,709.94 S 100% PRINCIPAL PROTECTED IN USD JP MORGAN CHASE LONDON 8,5/2004 Estimated Trade Settlement Realized Clainloss Date Date Type Deteriptien Currency Quantity PriewUrrit Marker CesePteeeeds Tax Cost USO Pending May 12Jun 14 Dispose FX CoBtatUSD SELL HUF FORWARD CONTRACT USD 6,478,242.71 0.00 0.00 FX RATE 215.5600000 TRADE 05/12/04 VALUE 06/14/04 May 17Jun 14 Dispose FX CoBtlatUSD SELL HUF FORWARD CONTRACT USD 1,394,968.61 0.00 0.00 FX RATE 213.4600000 TRADE 05/17/04 VALUE 06/14/04 May 27Jun 1 Sale 3 MONTH NZD BULLISH FX DEPOSIT NZD - 10,000,000 0.00 9,964,616.52 - 10,000,000.00 36,893.21 S 100% PRINCIPAL PROTECTED IN NW JPMORGAN CHASE LONDON MATURITY DATE 8/10/2004 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032155 Chase CONFIDENTIAL SDNY_GM_00301353 EFTA01507154