EFTA01507219.pdf

06 12004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 24 of 72 FINANCIAL TRUST COMPANY INC June 01, 2004 - June 30, 2004 Tiede Statement Realized Date Date Type Deteriplien Gummy Ouandly Prieettnil Marker CesePieeteds Tax Ceti Solnaest LISS Settled continued Jun 29 Jun 29 Expired Opt CHF PUT EUR CALL USD 15,350,000 0.00 32,383.00 32,383.00 S FX EUROPEAN STYLE OPTION JUN 25, 2004 01.535 KNOCK IN Q 1.54 Jun 29 Jun 29 Expired Opt EUR CALL CHF PUT USD 10,000,000 0.00 38,273.00 38,273.00 S FX EUROPEAN STYLE OPTION JUN 25, 2004 @ 1.565 Jun 29 Jun 29 Expired Opt ZAR CALL USD PUT ZAR 50,140,000 0.00 24,000.00 24,000.00 S FX EUROPEAN STYLE OPTION JUN 24, 2004 0 6.2675 Issued in USD EStImated Trade Statement Realized Geintolit an an TYPO OtittadOn Cutrenty Quantity Patellae Marker CoRIPMencla Tax Cost IJSO Pending Jun 30 Jul 1 Purchase Opt CHF CALL USD PUT USD 11,340,000 1.75 - 157,500.00 FX EUROPEAN STYLE OPTION OCT 29, 2004 @ 1.26 KNOCK OUT O 1.23 KNOCK OUT 1.31 BARRIER EXP 7/14/04 Jun 30 Jul 1 Write Option CHF PUT USD CALL USD - 19,050,000 1.21 181,500.00 FX EUROPEAN STYLE OPTION SEP 30. 2004 @ 1.27 KNOCK IN Q 1.29 KNOCK OUT @ 1.2360 Jun 30 Jul 2 Write Option ZAR CALL USD PUT USD - 61,800,000 1.64 164,000.00 FX EUROPEAN STYLE OPTION JUL 30. 2004 Q 6.18 KNOCK IN * 5.95 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032231 Chase CONFIDENTIAL SDNY_GM_00301429 EFTA01507219