EFTA01507768.pdf

10 2004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 II3JPMorgan Private Bank Account Number Asset Account Portfolio Page 12 of 74 FINANCIAL TRUST COMPANY INC October 01, 2004 - October 31, 2004 Description Counter Coats, Premium Premium Premtum Current Market Unrealized Coup Amount Currency Amount Currency Local USD Value USD Grunt on USD Foreign Exchange continued EUR PUT USD CALL EUR - 22,000,000 USD - 26,840,000.00 USD - 665,632.00 - 665,632.00 - 181,796.12 483,835.88 FX EUROPEAN STYLE OPTION FEB 10, 2005 02 1.22 KNOCK IN @ 1.195 XEURPA-PD-Z JPY PUT USD CALL JPY 2,300,000,000 USD 20,000,000.00 USD 190,000.00 190,000.00 56,465.00 - 133,535.00 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 - 249,770.80 - 33,840.80 FX EUROPEAN STYLE OPTION APR 01, 2005 @.715 KNOCK IN TRIGGERED @ .7193 BARRIER EXP 10/7/2004 XAUDPA-DX-Z NW PUT USD CALL NZD - 10,000,000 USD - 6,650,000.00 USD - 99,750.00 - 99,750.00 - 182,840.10 - 83,090.10 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 - 758,952.72 - 466,452.72 FX EUROPEAN STYLE OPTION JUL 06. 2005 @ 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 - 231,919.18 - 149,419.18 FX EUROPEAN STYLE OPTION JUL 06. 2005 @ 11.45 KNOCK OUT @ 11.185 XMXNPA-BH-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00032849 Chase CONFIDENTIAL SDNY_GM_00302047 EFTA01507768