EFTA01507216.pdf

06 12004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 21 of 72 FINANCIAL TRUST COMPANY INC June 01, 2004 - June 30, 2004 Trecle Settlement Reallzel Date Cote TYPO Description Gummy Quantity PricoVnit Market CosaPteceeds Tax Cost GenarLoss Settled continued Jun 10 Jun 15 Write Option AUD PUT USD CALL USD - 5,000,000 0.16 5,500.00 FX EUROPEAN STYLE OPTION JUN 16,2004 @ .6875 Jun 10 Jun 14 Buy-Back Opt EUR CALL USD PUT USD 7,000,000 - 178,135.00 83,281.92 - 94,853.08 S FX EUROPEAN STYLE OPTION JUN 15,2004 @ 1.185 KNOCK IN TRIGGERED 1.2 Jun 10 Jun 14 EX Option Assi NW CALL USD PUT USD 15,000,000 0.00 91,140.00 91,140.00 S FX EUROPEAN STYLE OPTION JUN 10,2004 @ .62 KNOCK IN TRIGGERED (fg .635 Jun 10 Jun 14 Write Option NZD CALL USD PUT USD - 15,000,000 0.44 42,120.00 FX EUROPEAN STYLE OPTION JUN 17.2004 @.6375 Jun 10 Jun 14 Write Option NZD PUT USD CALL USD - 15,000,000 0.566 53,310.00 FX EUROPEAN STYLE OPTION JUN 17.2004 @ .6275 Jun 10 Jun 14 FX Opt Aspn'D SPOT CURRENCY TRANSACTION USD - 15,000,000 1.612 9,300,000.00 - 9,475,178.40 - 175,178.40 S SETTLEMENT OF ASSIGNED FX OPTION SELL NZD BUY USD Jun 14 Jun 16 Buy-Back Opt GBP CALL USD PUT USD 5,000,000 - 2,532.00 44,040.00 41,508.00 S FX EUROPEAN STYLE OPTION JUN 15,2004 @ 1.835 Jun 15 Jun 17 Buy-Back Opt AUD CALL USD PUT USD 5,000,000 - 1,744.00 25,284.00 23,540.00 S FX EUROPEAN STYLE OPTION JUN 16,2004 @ .6975 Jun 15 Jun 15 Expired Opt EUR CALL USD PUT USD 10,000,000 0.00 23,693.00 23,693.00 S FX EUROPEAN STYLE OPTION JUN 15.2004 @ 1.215 Jun 15 Jun 15 Expired Opt EUR PUT USD CALL USD 10,000,000 0.00 23,351.00 23,351.00 S FX EUROPEAN STYLE OPTION JUN 15,2004 @ 1.1975 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032228 Chase CONFIDENTIAL SDNY_GM_00301426 EFTA01507216