EFTA01507085.pdf

05 INN JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 24 of 78 FINANCIAL TRUST COMPANY INC May 01, 2004 - May 31, 2004 Trade Settlement Realrzed Date Date TYPO Description Currency Quantity PnceUme Market Cost Psvcecds Tax Cost Gattatoss USD Settled continued May 14 May 18 Write Option AUD CALL USD PUT USD - 5,000,000 1.41 48,645.00 FX EUROPEAN STYLE OPTION JUN 16, 2004 @ .69 KNOCK IN Q .71 May 14May 17 Write Option 0 EUR CALL USD PUT FX EUROPEAN STYLE OPTION JUN 15, 2004 1.185 KNOCK IN TRIGGERED @ 1.2 USD - 12,000,000 1.004 142,769.00 May 18May 21 Sell Option EUR PUT CHF CALL USD - 96,774 1,620.70 - 1,358.06 262.64 S FX EUROPEAN STYLE OPTION JUN 25.2004 152 1.55 May 18May 21 Sell Option EUR PUT CHF CALL USD - 3,429,774 57,439.30 - 46,672.40 10,766.90 S FX EUROPEAN STYLE OPTION JUN 25.2004 © 1.55 May 18May 20 Write Option NZD CALL USD PUT USD - 10,000,000 0.325 19,607,00 FX EUROPEAN STYLE OPTION MAY 19. 2004 @ .6033 May 19May 21 Write Option AUD CALL USD PUT USD - 10,000,000 0.355 24,673.00 FX EUROPEAN STYLE OPTION MAY 20. 2004 @ .695 May 19May 21 Write Option AUD PUT USD CALL USD - 10,000,000 0.395 27,453.00 FX EUROPEAN STYLE OPTION MAY 20, 2004 @ .695 May 19May 21 FX Option AsN NZD CALL USD PUT USD 10,000,000 0.00 19,607.00 19,607.00 S FX EUROPEAN STYLE OPTION MAY 19, 20O4 @ .6033 May 19May 21 Write Option NM CALL USD PUT USD - 10,000,000 0.375 22,688.00 FX EUROPEAN STYLE OPTION MAY 20, 2004 Q .605 May 19May 21 Write Option NW PUT USD CALL USD - 10,000,000 0.415 25,108.00 FX EUROPEAN STYLE OPTION MAY 20, 2004 @ .605 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032075 Chase CONFIDENTIAL SDNY_GM_00301273 EFTA01507085