EFTA01506678.pdf

02 2004 JPMorgan Chase Bank 345 Park Avenue. New York. NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 13 of 58 FINANCIAL TRUST COMPANY INC February 01, 2004 - February 29, 2004 Description Counter Counter Premium Premium Premium Current Market Unrealized Comp Amount Currency Amount Currency Loos, USD Value USD Saint oat USD Foreign Exchange continued JPY PUT USD CALL JPY - 987,350,000 USD - 9,100,000.00 USD - 92,820.00 - 92,820.00 - 182,778.23 - 89,958.23 FX EUROPEAN STYLE OPTION NOV 19, 2004 Q 108.5 KNOCK INC 110.75 KNOCK OUT C 105.35 XJPYPA-JR-Z GBP PUT USD CALL GBP - 11,666,666.66 USD - 21,874,999.99 USD - 708,750.00 - 708,750.00 - 900,606.35 - 191,856.35 FX EUROPEAN STYLE OPTION AUG 20.2004 1.875 KNOCK INC 1.8375 XGBPPA-GN-Z AUD PUT USD CALL AUD - 9,300,000 USD - 7,161,000.00 USD - 146,084.00 - 146,084.00 - 248,206.12 - 102,122.12 FX EUROPEAN STYLE OPTION NOV 22.2004 C .77 KNOCK IN Q .755 KNOCK OUT .7965 XAUDPA-DH-Z GBP PUT USD CALL GBP - 11,666,666 USD - 21,758,332.09 USD - 887,740.00 - 887,740.00 - 1,052,325.46 - 164,585.46 FX EUROPEAN STYLE OPTION NOV 22.2004 Q 1.865 KNOCK INC 1.8285 XGBPPA-GO-Z THB CALL USD PUT THB 2,700,000,000 USD 75,000,000.00 USD 405,000.00 405,000.00 211,275.00 - 193,725.00 FX EUROPEAN STYLE OPTION FEB 23. 2005 C 36. XTHBCA-AC-Z THB CALL USD PUT THB 351,500,000 USD 9,250,000.00 USD 108,225.00 108,225.00 65,916.80 - 42,308.20 FX EUROPEAN STYLE OPTION FEB 23. 2005 C 38. XTHBCA-AB-Z Total Foreign Exchange - 5,972,028.80 - 7,756,491.30 - 1,784,461.56 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031666 Chase CONFIDENTIAL SDNY_GM_00300864 EFTA01506678