EFTA01507838.pdf

11 L04 JPMorgan Chase Bank, N.A. 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 12 of 35 FINANCIAL TRUST COMPANY INC November 01, 2004 - November 30, 2004 Description Counter Counter Premium Premium Premium Current Market Unrealized Comp Amount Currency Amount Currency Local USD Value USD Geln/Lose USD Foreign Exchange continued EUR CALL CHF PUT EUR - 23,000,000 CHF - 35,408,500.00 USD - 169,326.00 - 169,326.00 - 119,282.60 50,043.40 FX EUROPEAN STYLE OPTION FEB 09, 2005 (<0 1.5395 KNOCK IN TRIGGERED @ 1.5525 KNOCK OUT @ 1.5045 XEURCA-XL-Z JPY PUT USD CALL JPY 2,300,000,000 USD 20,000,000.00 USD 190,000.00 190,000.00 598.00 - 189,402.00 FX EUROPEAN STYLE OPTION FEB 09. 2005 115 XJPYPA-KB-Z AUD PUT USD CALL AUD - 20,000,000 USD - 14,300,000.00 USD - 215,930.00 - 215,930.00 - 90,315.40 125,614.60 FX EUROPEAN STYLE OPTION APR 01, 2005 e.715 KNOCK IN TRIGGERED @ .7193 BARRIER EXP 10/7/2004 XAUDPA-DX-Z NZD PUT USD CALL NZD - 10,000,000 USD - 6,650,000.00 USD - 99,750.00 - 99,750.00 - 63,830.30 35,919.70 FX EUROPEAN STYLE OPTION MAR 31, 2005 @ .665 KNOCK IN TRIGGERED @ .67 BARRIER EXP 10/7/2004 XNZDPA-EH-Z MXN PUT USD CALL MXN - 171,000,000 USD - 15,000,000.00 USD - 292,500.00 - 292,500.00 - 187,983.72 104,516.28 FX EUROPEAN STYLE OPTION JUL 06, 2005 a 11.4 KNOCK OUT @ 11.15 XMXNPA-BG-Z MXN PUT USD CALL MXN - 57,250,000 USD - 5,000,000.00 USD - 82,500.00 - 82,500.00 0.00 82,500.00 FX EUROPEAN STYLE OPTION JUL 06. 2005 @ 11.45 KNOCK OUT a 11.185 XMXNPA-BH-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00032923 Chase CONFIDENTIAL SDNY_GM_00302121 EFTA01507838