EFTA01506838.pdf

03 2004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 28 of 88 FINANCIAL TRUST COMPANY INC March 01, 2004 - March 31, 2004 Trade Statement ReaIced Dare Date roe Description Cunancy Quantity Pncottnit Market CostProceeds Tax Cost Gatratoss USD Settled continued Mar 23 Mar 25 Write Option GBP PUT USD CALL USD - 10,000,000 0.376 69,372.00 FX EUROPEAN STYLE OPTION MAR 26.2004 Q 1.845 Mar 23 Mar 25 Write Option GBP PUT USD CALL USD - 15,000,000 1.09 300,840.00 FX EUROPEAN STYLE OPTION APR 22, 2004 Q 1.84 KNOCK IN TRIGGERED 1.8250 Mar 24 Mar 26 Write Option GBP CALL USD PUT USD - 5,000,000 1.02 94,350.00 FX EUROPEAN STYLE OPTION MAY 24, 2004 Q 1.85 KNOCK IN Q 1.87 Mar 24 Mar 26 Buy-Back Opt GBP PUT USD CALL USD 1,000,000 - 89,719.00 60750.00 - 28,969.00 S FX EUROPEAN STYLE OPTION AUG 20. 2004 Q 1.875 KNOCK IN TRIGGERED O 1.8375 Mar 24 Mar 26 Buy-Back Opt GBP PUT USD CALL USD 1,000,000 - 103,461.00 76,092.00 - 27,369.00 S FX EUROPEAN STYLE OPTION NOV 22, 2004 Q 1.865 KNOCK IN TRIGGERED Q 1.8285 Mar 25 Mar 29 Write Option EUR CALL CHF PUT USD - 10,000,000 0.297 36,146.00 FX EUROPEAN STYLE OPTION JUN 25, 2004 Q 1.565 Mar 25 Mar 29 Write Option EUR CALL CHF PUT USD - 10,000,000 0.315 38,273.00 FX EUROPEAN STYLE OPTION JUN 25, 2004 Q 1.565 Mar 25 Mar 29 Purchase Opt EUR PUT CHF CALL USD 10,096,774 1.155 - 141,691.00 FX EUROPEAN STYLE OPTION JUN 25, 2004 Q 1.55 Mar 25 Mar 29 Write Option EUR PUT CHF CALL USD - 10,262,295 0.36 44,887.00 FX EUROPEAN STYLE OPTION JUN 25, 2004 Q 1.525 KNOCK IN O 1.52 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031827 Chase CONFIDENTIAL SDNY_GM_00301025 EFTA01506838