EFTA01506186.pdf

11 IMO JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 11 of 61 FINANCIAL TRUST COMPANY INC November 01, 2003 - November 30, 2003 Description Counter Counter Premium Premium Premium Current Market Unrealized Couto Amount Currency Amount Currency LOCO, USD Value USD Saint ass USD Foreign Exchange continued EUR PUT USD CALL EUR - 10,000,000 USD - 10,600,000.00 USD - 222,600.00 - 222,600.00 -9,624.40 212,975.60 FX EUROPEAN STYLE OPTION MAR 31, 2004 Q 1.06 XEURPA-LC-Z AUD PUT USD CALL AUD - 30,000,000 USD - 19,425,000.00 USD - 543,900.00 - 543,900.00 - 16,086.00 527,814.00 FX EUROPEAN STYLE OPTION FEB 25, 2004 O .6475 KNOCK IN O .6375 XAUDPA-CE-Z EUR PUT USD CALL EUR - 10,000,000 USD - 11,650,000.00 USD - 302,900.00 - 302,900.00 - 183,286.30 119,613.70 FX EUROPEAN STYLE OPTION APR 07, 2004 0 1.165 KNOCK IN TRIGGERED a 1.15 XEURPA-LL-Z EUR CALL USD PUT EUR 40,000,000 USD 50,000,000.00 USD 750,000.00 750.000.00 882,253.20 132,253.20 FX EUROPEAN STYLE OPTION JUL 22. 2004 O 1.25 XEURCA-TJ-Z EUR PUT USD CALL EUR - 40,000,000 USD - 46,600,000.00 USD - 759,580.00 - 759,580.00 - 301,199.60 458,380.40 FX EUROPEAN STYLE OPTION JUL 22. 2004 O 1.165 KNOCK IN TRIGGERED O 1.16 KNOCK OUT O 1.2093 XEURPA-LN-Z AUD PUT USD CALL AUD - 20,000,000 USD - 14,000,000.00 USD - 435,400.00 - 435,400.00 - 101,510.80 333,889.20 FX EUROPEAN STYLE OPTION JUL 22. 2004 Q.7 KNOCK IN 0 .686 KNOCK OUT 0 .7293 XAUDPA-CH-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00031172 Chase CONFIDENTIAL SDNY_GM_00300370 EFTA01506186