EFTA01506835.pdf

03 2004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 25 of 88 FINANCIAL TRUST COMPANY INC March 01, 2004 - March 31, 2004 Trade Settlement Realized Date Date type Description Gummy Ouantiry Puce'Urnt Market Cost Proceeds Tax Cost Gaintoss USD Settled continued Mar 11 Mar 15 Write Option NZO PUT USD CALL USD - 15,000,000 2.88 272,160.00 FX EUROPEAN STYLE OPTION SEP 13. 2004 O .63 KNOCK IN Q .60 Mar 11 Mar 15 Write Option NW PUT USD CALL USD - 26,666,667 4.47 762,880.00 FX EUROPEAN STYLE OPTION NOV 29, 2004 @ .64 KNOCK IN O .60 Mar 12 Mar 16 Write Option GBP CALL USD PUT USD - 15,000,000 0.54 146205.00 FX EUROPEAN STYLE OPTION MAR 26.2004 O 1.805 KNOCK IN e 1.84 Mar 15 Mar 17 Purchase Opt GBP CALL USD PUT USD 5,000,000 1.69 - 152,100.00 FX EUROPEAN STYLE OPTION JUN 15, 2004 0 1.8 Mar 15 Mar 17 Write Option GBP CALL USD PUT USD - 5,000,000 1.00 91,500.00 FX EUROPEAN STYLE OPTION JUN 15.2004 O 1.83 KNOCK IN fk 1.86 Mar 15 Mar 17 Write Option GBP PUT USD CALL USD - 5,000,000 1.88 167,320.00 FX EUROPEAN STYLE OPTION JUN 15, 2004 O 1.78 KNOCK IN @ 1.76 Mar 16 Mar 18 Buy-Back Opt AUD PUT USD CALL USD 2,000,000 - 112,271.00 53,336.60 - 58,934.40 S FX EUROPEAN STYLE OPTION OCT 11.2004 @ .7775 KNOCK IN TRIGGERED @ .7565 KNOCK OUT O .8020 Mar 16 Mar 18 Buy-Back Opt AUD PUT USD CALL USD 7,000,000 - 338,219.00 238,86800 - 99,351.00 S FX EUROPEAN STYLE OPTION OCT 27, 2004 O .76 KNOCK IN TRIGGERED .7475 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031824 Chase CONFIDENTIAL SDNY_GM_00301022 EFTA01506835