EFTA01507086.pdf

05 INN JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 25 of 78 FINANCIAL TRUST COMPANY INC May 01, 2004 - May 31, 2004 Trade Settlement Reallzel Date Date TYPO Description Gummy Quantity PricoVnit Marker cosePtommos Tax Cott GeINLoss DSO Settled continued May 19May 21 FX Opt Asgn'D SPOT CURRENCY TRANSACTION USD - 10,000,000 1.657 6,033,000.00 -6,059,000.00 - 26,000.00 S SETTLEMENT OF ASSIGNED FX OPTION SELL NZD BUY USD May 20May 24 FX Option Assi AUD PUT USD CALL USD 10,000,000 0.00 27,453.00 27,453.00 S FX EUROPEAN STYLE OPTION MAY 20, 2004 Q .695 May 20May 24 FX Option Assi NW CALL USD PUT USD 10,000,000 0.00 22,688.00 22,688.00 S FX EUROPEAN STYLE OPTION MAY 20, 2004 C .605 May 20May 24 FX Opt Asgn'D SPOT CURRENCY TRANSACTION USD 10,000,000 1.438 - 6,950,000.00 6,950,000.00 SETTLEMENT OF ASSIGNED FX OPTION BUY AUD SELL USD May 20May 24 FX Opt Asgn'D SPOT CURRENCY TRANSACTION USD - 10,000,000 1.652 6,050,000.00 - 6,051,333.33 - 1,333.33 S SETTLEMENT OF ASSIGNED FX OPTION SELL NW BUY USD May 24 May 24 Expired Opt AUD CALL USD PUT AUD 10,000,000 0.00 24,673.00 24,673.00 S FX EUROPEAN STYLE OPTION MAY 20, 2004 erg .695 Issued in USD May 24 May 24 Expired Opt NW PUT USD CALL NZD 10,000,000 0.00 25,108.00 25,108.00 S FX EUROPEAN STYLE OPTION MAY 20, 2004 fp .605 Issued in USD May 25May 27 Buy-Back Opt AUD PUT USD CALL USD 15,000,000 - 379,140.00 430,260.00 51,120.00 S FX EUROPEAN STYLE OPTION NOV 10 2004 @ .71 KNOCK IN @ .699 KNOCK OUT @ .74 May 25May 27 Buy-Back Opt EUR PUT USD CALL USD 1,100,000 - 46,433.20 37,710.20 - 8,723.00 S FX EUROPEAN STYLE OPTION OCT 27, 2004 (p 1.22 KNOCK IN 1.202 Confidential Treatment Requested by JPMorgan JPM-SDNY-00032076 Chase CONFIDENTIAL SDNY_GM_00301274 EFTA01507086