EFTA01506839.pdf

03 2004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 II3 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 29 of 88 FINANCIAL TRUST COMPANY INC March 01, 2004 - March 31, 2004 Trade Statement Realized One Date Description Caney Quantity MiceUrn Market CostProceeds Tax Coat Gain/Loss USD Settled continued Mar 25 Mar 29 Purchase Opt EUR PUT CHF CALL USD 10,096,774 1.12 - 137,397.00 FX EUROPEAN STYLE OPTION JUN 25, 2004 @ 1.55 Mar 25 Mar 29 Write Option EUR PUT CHF CALL USD - 10,262,295 0.34 42,394.00 FX EUROPEAN STYLE OPTION JUN 25, 2004 01.525 KNOCK IN e 1.52 Mar 25 Mar 25 Expired Opt JPY PUT USD CALL JPY 1,120,000,000 0.00 150,000.00 150,000.00 S FX EUROPEAN STYLE OPTION SEP 07, 2004 e 112. KNOCK IN @ 113 KNOCK OUT O 106 Issued in USD Mar 26 Mar 30 FX Option Assi GBP CALL USD PUT USD 5,000,000 0.00 48,735.00 48,735.00 S FX EUROPEAN STYLE OPTION MAR 26.2004 @ 1.805 KNOCK IN TRIGGERED @ 1.84 Mar 26 Mar 30 Write Option GBP CALL USD PUT USD - 10,000,000 0.60 110,700.00 FX EUROPEAN STYLE OPTION APR 28. 2004 Q 1.845 KNOCK IN O 1.8650 Mar 26 Mar 30 FX Option Ass GBP PUT USD CALL USD 10,000,000 0.00 69,372.00 69,372.00 S FX EUROPEAN STYLE OPTION MAR 26, 2004 Q 1.845 Mar 26 Mar 30 Write Option GBP PUT USD CALL USD - 10,000,000 0.74 132,460.00 FX EUROPEAN STYLE OPTION APR 28, 2004 C 1.79 KNOCK IN e 1.77 Mar 26 Mar 30 Write Option NOK CALL USD PUT USD - 102,750,000 0.81 121,500.00 FX EUROPEAN STYLE OPTION APR 28, 2004 O 6.85 KNOCK IN O 6.75 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031828 Chase CONFIDENTIAL SDNY_GM_00301026 EFTA01506839