EFTA01507073.pdf

05 INN JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 12 of 78 FINANCIAL TRUST COMPANY INC May 01, 2004 - May 31, 2004 Description Counter Counter Premium Premium Premium Current Market Unrealized Ceara Amount Currency Amount Currency Local USD Value USD Saint oat USD Foreign Exchange continued CC JPY PUT USD CALL FX EUROPEAN STYLE OPTION NOV 04, 2004 111. KNOCK IN TRIGGERED @ 1125 KNOCK OUT 106.25 JPY -1,110,000,000 USD - 10,000,000.00 USD - 138,000.00 - 138,000.00 - 174,591.90 - 36,591.90 XJPYPA-JVV-Z CC NZD PUT USD CALL FX EUROPEAN STYLE OPTION NOV 10.2004 .615 KNOCK IN TRIGGERED e .60 KNOCK OUT .642 NZD - 10,000,000 USD - 6,150,000.00 USD - 193,725.33 - 193,725.33 - 117,442.70 76,282.63 XNZDPA-DR-Z NZD CALL USD PUT NZD - 15,000,000 USD - 9,300,000.00 USD - 91,140.00 - 91,140.00 - 165,846.30 - 74,706.30 .62 C FX EUROPEAN STYLE OPTION JUN 10. 2004 KNOCK IN TRIGGERED .635 XNZ DCA-CG-Z AUD PUT USD CALL AUD - 4,000,000 USD - 2,760,000.00 USD - 91,908.00 - 91,908.00 - 61,658.96 30,249.04 FX EUROPEAN STYLE OPTION OCT 11, 2004 Ig .69 KNOCK IN Q .67 XAUDPA-DN-Z EUR CALL USD PUT EUR - 12,000,000 USD - 14,220,000.00 USD - 142,769.00 - 142,769.00 - 442,799.88 - 300,030.88 FX EUROPEAN STYLE OPTION JUN 15. 2004 411.165 KNOCK IN TRIGGERED (g 1.2 XEURCA-WK-Z AUD CALL USD PUT AUD - 5,000,000 USD - 3,450,000.00 USD - 48,645.00 - 48,645.00 - 119,709.35 - 71,064.35 FX EUROPEAN STYLE OPTION JUN 16.2004 Ig 69 KNOCK IN TRIGGERED .71 XAUDCA-BY-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00032063 Chase CONFIDENTIAL SDNY_GM_00301261 EFTA01507073