EFTA01507212.pdf

06 12004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 14 of 72 FINANCIAL TRUST COMPANY INC June 01, 2004 - June 30, 2004 Description Canter Cotner Premium Premium Premium Current Market Unrealized Cusip Amount Currency Amount Currency Local USD Value USD GaintLOSis USD Foreign Exchange continued AUD PUT USD CALL AUD - 4,000.000 USD - 3,110,000.00 USD - 106,673.20 - 106,673.20 - 356,063.16 - 249,389.96 FX EUROPEAN STYLE OPTION OCT 11.2004 .7775 KNOCK IN TRIGGERED @ .7565 KNOCK OUT @ .8020 XAUDPA-CO-Z NZO PUT USD CALL NZD - 14,450,000 USD - 9,826,000.00 USD - 407,779.00 - 407,779.00 - 871,861.56 - 464,082.56 FX EUROPEAN STYLE OPTION NOV 22.2004 @ .68 KNOCK IN TRIGGERED (g .6625 XNZDPA-DC-Z NW PUT USD CALL NZD - 1,986,500 USD - 1,350,820.00 USD - 61,192.17 - 61,192.17 - 119,858.34 - 58,666.17 FX EUROPEAN STYLE OPTION NOV 22.2004 @ 68 KNOCK IN TRIGGERED fg .6825 XNZDPA-DB-Z GBP PUT USD CALL GBP - 5,750,000.66 USD - 10,781,251.24 USD - 349,312.54 - 349,312.54 - 425,246.24 - 75,933.70 FX EUROPEAN STYLE OPTION AUG 20, 2004 @ 1.875 KNOCK IN TRIGGERED @ 1.8375 XGBPPA-GN-Z AUD PUT USD CALL AUD - 1,500,000 USD - 1,155,000.00 USD - 23,561.94 - 23,561.94 - 127,266.27 - 103,704.33 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 1,377.00 - 403,623.00 FX EUROPEAN STYLE OPTION FEB 23. 2005 @ 36. XTHBCA-AC-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00032221 Chase CONFIDENTIAL SDNY_GM_00301419 EFTA01507212