EFTA01507334.pdf

07 12004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 11 of 65 FINANCIAL TRUST COMPANY INC July 01, 2004 - July 31, 2004 Options DOSCrellOn Counter Counter Premium Pram Premium Current Merkel Unrealized Cuero Amount Currency Amount Currency Load USD Value USD awnless USD Foreign Exchange HUF PUT USD CALL HUF -1,060,000,000 USD - 5,000,000.00 USD - 265,000.00 - 265,000.00 - 59,635.60 205,364.40 FX EUROPEAN STYLE OPTION SEP 16. 2004 Q 212. KNOCK IN O 220 XHUFPA-AJ-Z JPY PUT USD CALL JPY -1,110,000,000 USD - 10,000,000.00 USD - 138,000.00 - 138,000.00 - 179,464.80 - 41,464.80 FX EUROPEAN STYLE OPTION NOV 04.2004 @ 111. KNOCK IN TRIGGERED Q 112.5 KNOCK OUT Q 106.25 XJPYPA-JW'Z EUR PUT USD CALL EUR 20,000,000 USD 22,000,000.00 USD 96,800.00 96,800.00 55,612.40 - 41,187.60 FX EUROPEAN STYLE OPTION DEC 06.2004 @ 1.1 XEURPA-OP-Z AUD CALL USD PUT AUD - 5,000,000 USD - 3,450,000.00 USD - 62,445.00 - 62,445.00 - 101,026.20 - 38,581.20 FX EUROPEAN STYLE OPTION DEC 23.2004 @ .69 KNOCK IN TRIGGERED @ .7250 KNOCK OUT @ .65 XAUDCA-CD-Z AUD PUT USD CALL AUD - 20,000,000 USD - 14,150,000.00 USD - 458,460.00 - 458,460.00 - 649,078.00 - 190,618.00 FX EUROPEAN STYLE OPTION APR O4. 2005 421 .7075 KNOCK OUT Q .7365 XAUDPA-DS-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00032362 Chase CONFIDENTIAL SDNY_GM_00301560 EFTA01507334