EFTA01506997.pdf

04 INN JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 17 of 82 FINANCIAL TRUST COMPANY INC April 01, 2004 - April 30, 2004 Description Counter Counter Premium Premium Premium Current Merkel Unrealized Cons Amount Currency amount Currency Local USD Value USD Gain/Loss USD Foreign Exchange continued AUD PUT USD CALL AUD -1,500,000 USD - 1,155,000.00 USD - 23,561.94 - 23,561.94 - 102,187.29 - 78,625.35 O O FX EUROPEAN STYLE OPTION NOV 22, 2004 Q .77 KNOCK IN TRIGGERED KNOCK OUT @ .7965 XAUDPA-DH-Z 755 0 THB CALL USD PUT FX EUROPEAN STYLE OPTION FEB 23. 2005 XTHBCA-AC-Z 36. THB 2,700,000,000 USD 75,000,000.00 USD 405,000.00 405,000.00 104,895.00 - 300,105.00 0 THB CALL USD PUT FX EUROPEAN STYLE OPTION FEB 23. 2005 XTHBCA-AB-Z 38. THB 351,500,000 USD 9,250,000.00 USD 108,225.00 108,225.00 52,130.97 - 56,094.03 O TWD CALL USD PUT FX EUROPEAN STYLE OPTION MAR 01.2005 XTWDCA-AB-Z 32.75 TWD 327,500,000 USD 10,000,000.00 USD 196,000.00 196,000.00 141,692.88 - 54,307.12 O EUR CALL USD PUT FX EUROPEAN STYLE OPTION JUL 20. 2004 1.24 KNOCK INO 1.26 XEURCA-VN-Z EUR - 5,625,000 USD - 6,975,000.00 USD - 134,618.00 - 134,618.00 - 56,525.12 78,092.88 O0 NZD PUT USD CALL NZD - 15,000,000 USD - 9,450,000.00 USD - 272,160.00 - 272,160.00 - 422,227.95 - 150,067.95 FX EUROPEAN STYLE OPTION SEP 13. 2004 .63 KNOCK IN .60 XNZDPA-DE-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00031986 Chase CONFIDENTIAL SDNY_GM_00301184 EFTA01506997