EFTA01506618.pdf

02 2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 11 of 58 FINANCIAL TRUST COMPANY INC February 01, 2004 - February 29, 2004 Description Counter Counter Premium Premium Premium Current Market Unrealized Comp Amount Currency Amount Currency LOCSI USD MOO USD Stunt oat USD Foreign Exchange continued AUD PUT USD CALL AUD - 10,000,000 USD - 7,775,000.00 USD - 266,683.00 - 266,683.00 - 310,603.60 - 43,920.60 FX EUROPEAN STYLE OPTION OCT 11.2004 .7775 KNOCK IN TRIGGERED 0 .7565 KNOCK OUT O .8020 XAUDPA-CO-Z EUR PUT USD CALL EUR - 17,333,333.60 USD - 21,146,666.99 USD - 415,003.00 - 415,003.00 - 426,468.82 - 11,465.82 FX EUROPEAN STYLE OPTION JUL 16, 200-4 01.22 XEURPA-LZ-Z NZD PUT USD CALL NZD - 12,000,000 USD - 7,560,000.00 USD - 233,226.00 - 233,226.00 - 130,301.40 102,924.60 FX EUROPEAN STYLE OPTION OCT 19.2004 @ .63 XNZDPA-CS-Z EUR PUT USD CALL EUR - 10,000,000 USD - 12,300,000.00 USD - 284,130.00 - 284,130.00 - 294,529.20 - 10,399.20 FX EUROPEAN STYLE OPTION JUL 20. 2004 O 1.23 XEURPA-MB-Z EUR PUT USD CALL EUR - 25,000,000 USD - 30,500,000.00 USD - 857,050.00 - 857,050.00 - 866,164.75 - 9,114.75 FX EUROPEAN STYLE OPTION OCT 27.2004 0 1.22 KNOCK IN fp 1.202 XEURPA-MG-Z NZD PUT USD CALL NZD - 39,000,000 USD - 25,740,000.00 USD - 1,132,560.00 - 1,132,560.00 - 873,816.45 258,743.55 FX EUROPEAN STYLE OPTION OCT 27.2004 O .66 KNOCK IN Q .6475 XNZDPA-CT-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00031606 Chase CONFIDENTIAL SDNY_GM_00300804 EFTA01506618