EFTA01506686.pdf

02 2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 22 of 58 FINANCIAL TRUST COMPANY INC February 01, 2004 - February 29, 2004 Trede Statement Realdecl Date Date Type Description Cunene, Quantity Priestenif Market Costlaroceeds Tax Cost Gainless L150 Settled continued Feb 20 Feb 24 Write Option NZO PUT USD CALL USD - 19,200,000 4.53 591,437.00 FX EUROPEAN STYLE OPTION NOV 22, 2004 Q .68 KNOCK IN Q .6625 Feb 20 Feb 24 Write Option NW PUT USD CALL USD - 30,000,000 4.15 846,600.00 FX EUROPEAN STYLE OPTION NOV 22, 2004 Q .68 KNOCK IN Q .6625 Feb 20 Feb 20 Sale 3 MONTH HUF BULLISH FX DEPOSIT HUF -1,083,000,000 100.00 1,083,000,000.09 1,083,000,000.00 582,991.00 S 100% PRINCIPAL PROTECTED IN HUF JP MORGAN CHASE LONDON MATURITY 02/20/2004 Feb 23 Feb 25 Purchase Opt THB CALL USD PUT USD 351,500,000 1.17 - 108,225.00 FX EUROPEAN STYLE OPTION FEB 23, 2005 Q 38. Feb 23 Feb 25 Purchase Opt THB CALL USD PUT USD 2,700,000,000 0.54 - 405,000.00 FX EUROPEAN STYLE OPTION FEB 23. 2005 Q 36. Trade Settlement Counter Counter Revaluabon Contracted, Revalued Realised Dare Date Currency Amount Currency Amount Contract Rate Rate Base Amount 1150 Amount LISO Gaömtoss 1150 Settled Foreign Exchange Contracts SPECULATIVE AUSTRALIA DOLLAR - U S DOLLAR Jan 9 04 Feb 13 04 AUD 5,000,000.00 USD - 3,876,000.00 0.775200 1.265950 - 3,876,000.00 3,949,603.06 73,603.06 Jan 15 04 Feb 13 04 AUD - 5,000,000.00 USD 3,835,500.00 0.767100 1.265950 3,835,500.00 - 3,949,603.06 - 114,103.06 Jan 20 04 Feb 13 04 AUD 10,000,000.00 USD - 7,678,000.00 0.767800 1.265950 - 7,678,000.00 7,899,206.12 221,206.12 Feb 11 04 Feb 13 04 AUD - 10,000,000.00 USD 7,783,000.00 0.778300 0.789921 7,783,000.00 - 7,899,206.12 - 116,206.12 EURO CURRENCY - U S DOLLAR Feb 604 Feb 10 04 EUR - 15,000,000.00 USD 19,042,500.00 1.269500 1.269800 19,042,500.00 - 19,047,000.00 - 4,500.00 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031675 Chase CONFIDENTIAL SDNY_GM_00300873 EFTA01506686