EFTA01508255.pdf

JPMorgan 06 2006 JPMorgan Chase Bank, N.A. 34.5 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 Doscnotton Countor Counter Premium Prernrum Pretwum Current Market Untroalrzed Curap Amount Currency Amount Currency Local USD Valve USD Gain:Loss 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 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 1.1.598.90 HUF Total Foreign Exchange 380,000.00 87,573.08 - 292,426.92 chengwAsted oprrows are verued using market moos at the close of busoness t statement date Oww.Tnetountc. (OTC) Wrens ere valued a? McIA4euSe) uniess offrenviee agreed See: Important Informerion about Pricing end VelusDonS. Important Infommeen abe1R Pacing end Valversion Rotes. some Of **PI WO mended by Antony seririses Or other Wade vrtsth we deem reAlble. are riot yoerenleed kr eateley free reelable valuers Vatusbons doe -the-count. dentive tansoctons, matey pram denvetwes-netafecl &weal pnwfscfs. have teen prepared on a mthmarket ease Dune vetoer:As we macaw values as dew closed busyness a tne date at less statement and excess: es a Minya* agreed in tinting Pose vaAratrons do not represent In. Jackal Owns at which fransectiotuce securdwrs =AI be bought ce sold cc new treasectons cowl! be sowed sWo. or In* *duel lams on Wroth *many PaAusctens securities =AI be boudated as crf the date or this :women! We do not warrant Cher conch:dorms or *canary Thee velvet:2ns ere dewed fromproprietary rrodeAs based upon are tecorreed fauna/ panaples and we have. "ten re:pessary so astute the present rake a' tuna ash Iows mode reasonable astrnwes abase forwent Mite tracker condrtrons Velveteens based on arbitrate's or clfrerent assumptions miry well (Afferent resues Mayan erns& dadiems any responstalty fOr WOW elanCY MO mOdOIS r egenatis used in dawn] the TAnarbont (2) any ono ce omissions in COMPang ce dossantuAng the naluanans, end (3) any uses b which the volustalS S. Pig VaknMv arw pOidOb Wormanon Proposes cory and we intenrkel solely la our own use Reese tar kr the Pad. con&nwrbon fro dere& cinch Inensecbon Confidential Treatment Requested by JPMorgan JPM-SDNY-00033460 Chase CONFIDENTIAL SDNY_GM_00302658 EFTA01508255