EFTA01508271.pdf

JPMorgan 06 12006 JPMorgan Chase Bank, N.A. 345 Park Avenue, New York, NY 10154.1002 Private Bank Account Number: Asset Account Portfolio Page 10 of 23 FINANCIAL TRUST COMPANY INC June 01, 2006 - June 30, 2006 Options Description Counter Counter PIOTAIT Pronoun Premium Current Market Unrealacri Cuvp Amount Currency Amount Currency Local (ISO Value USD Garai ass USD Foreign Exchange ZAR PUT USD CALL ZAR 37,944,250 USD 6,271,776.86 USD 180,000.00 180,000.00 0.00 - 180,000 00 FX EUROPEAN STYLE OPTION JUL 20. 2006 6.05 )(ZARPA-AN-Z MXN CALL HUF PUT MXN 59,772,358 HUF 1,168,549,598.90 USD 200,000.00 200,000.00 87,573.08 - 112,426.92 FX EUROPEAN STYLE OPTION OCT 19, 2006 @ 19.55 CALL 59,772,358 MXN PUT 1,168,549,598 90 HUF XMXNCA-AI-Z Total Foreign Exchange 380,000.00 87,573.08 - 292,426.92 &change-13W cabons are mama uang market prices at the clam albusmen to statement dab. Oren T Courtor (OTC) weans are voiced of Mcbabarket anima °Menke agreed See: importanr Inlcumation about Pricing end VoluationS. Important Infomtatton about Pacing and Vatuathmis RC's. acme d what oar weeded by proems warm Or other SODOM %OW; we deem veleble. Ire MO guaranteed kr ACCuntCy an reelable vetuee Voluabons or arw-thacounte Ott/80w tonsocOono matey celeen donwitnroanetafect (Woadmakes. have teen proparoct ono mermaket Moo Thom vababons are nametnai slum as dale closed business any dale of Ms statement and except as angina's* apostle mating Mdse vabratrons do not reproment Ma Jackal Wins at which fransectiota cc swords =AI be bought a sad ce new tronsectons cowitl b. teetered oNo. or cite falai Mora on whet («gang nansoct4IX securtes auk, be laudated as cl that date or Um zatement We do no warrant Mar consamossarscancy Thom valuations am domed fromproprietary models based upon welt t000trood hoax* pnnaplos and we novo Anon re:emery so cotutaile the present roam at future cash bows mode tsmoonable asthma:es abate reran have track* cautions Valuations based on Mbar meek or ammo: assumptions mey yak( afferent remota Mayan toonnsy Oadoons any rosponstalty for WO. nowroor ee Oro models or ooronotoo used in delving the mbarbont (2) obeyer/cacti:missions al COMPang a dossannatmg tne natuabona end (Stony uses b each the valuations are put Volusbcna ear Plaid•ll Oar allormation proposes °Tryon:1 are intencial solely fa sun can use Remo atter MTh* &ado con&mace fo, Molls clench tromocbon Confidential Treatment Requested by JPMorgan JPM-SDNY-00033484 Chase CONFIDENTIAL SDNY_GM_00302682 EFTA01508271