EFTA01507547.pdf

09 2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 21 of 62 FINANCIAL TRUST COMPANY INC September 01, 2004 - September 30, 2004 Trace Settlement Realatil Date Date Type Description Currency °Landry Priconnit MaMer CostProceeds Tax Con Gannon USD Settled continued Sep 8 Sep 10 Write Option NZO PUT USD CALL USD - 13,000,000 3.55 295,360.00 FX EUROPEAN STYLE OPTION MAR 08.2005 @ .64 KNOCK IN Q 0.625 KNOCK OUT @ 0.6725 Sep 9 Sep 13 Buy-Back Opt JPY PUT USD CALL USD 1,110,000,000 - 85,000.00 138,000.00 53,000.00 S FX EUROPEAN STYLE OPTION NOV 04, 2004 @ 111. KNOCK IN TRIGGERED @ 112.5 KNOCK OUT @ 106.25 Sep 10 Sep 14 Write Option ZAR CALL USD PUT USD - 83,850,000 0.90 117,000.00 FX EUROPEAN STYLE OPTION OCT 14.2004 @ 6.45 Sep 14 Sep 16 Buy-Back Opt NZO PUT USD CALL USD 1,986,500 - 65,649.85 61,192.17 - 4,457.68 S FX EUROPEAN STYLE OPTION NOV 22, 2004 @ .68 KNOCK IN TRIGGERED @ .6625 Sep 14 Sep 16 Buy-Back Opt NW PUT USD CALL USD 3,013,500 - 99,590.15 85,040.97 - 14,549.18 S FX EUROPEAN STYLE OPTION NOV 22. 2004 @ .68 KNOCK IN TRIGGERED @ .6625 Sep 15 Sep 17 Write Option MXN PUT USD CALL USD - 115,500,000 1.80 180,000.00 FX EUROPEAN STYLE OPTION MAR 17.2005 @ 11.55 KNOCK IN Q 11.62 BARRIER EXP 9/23/2004 Sep 22 Sep 24 Write Option WTI SHORT CALL OPTION USD - 250 525,000.00 USD PUT OPTION STRIKE 50 EXPIRING 12/15/2004 Sep 22 Sep 24 Purchase Opt WTI LONG PUT OPTION USD 250 - 545,000 00 USD CALL OPTION STRIKE 44 EXPIRING 12/15/2004 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032598 Chase CONFIDENTIAL SDNY_GM_00301796 EFTA01507547