EFTA01507005.pdf

04 12004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 25 of 82 FINANCIAL TRUST COMPANY INC April 01, 2004 - April 30, 2004 Trace Settlement Realized Date Date type Description Currency Quantity Price'Unit Market CosaPteceeds Sax Cost GeINLoss USD Settled continued Apr 12 Apr 14 Sell Option NZO CALL USD PUT USD - 20,000,000 380,160.00 - 129,360.00 250,800.00 S FX EUROPEAN STYLE OPTION DEC 13, 2004 O .66 KNOCK OUT O .62 KNOCK OUT O .68 BARRIER EXP 4/13/04 Apr 13 Apr 15 Buy-Back Opt EUR PUT USD CALL USD 3,900,000 - 214,348.00 133,699.80 - 80,648.20 S FX EUROPEAN STYLE OPTION OCT 27, 2004 Q 1.22 KNOCK IN TRIGGERED O 1.202 Apr 13 Apr 15 Buy-Back Opt EUR PUT USD CALL USD 14,500,000 - 685,560.00 523,740.00 - 161,820.00 S FX EUROPEAN STYLE OPTION OCT 27. 2004 O 1.2 KNOCK IN TRIGGERED O 1.1885 Apr 13 Apr 15 Buy-Back Opt EUR PUT USD CALL USD 5,000,000 - 217,200.00 180,600.00 - 36,600.00 S FX EUROPEAN STYLE OPTION OCT 27, 2004 O 1.2 KNOCK IN TRIGGERED @ 1.1885 Apr 13 Apr 15 Write Option NW CALL USD PUT USD - 20,000,000 0.37 48,285.00 FX EUROPEAN STYLE OPTION APR 14, 2004 O .6525 Apr 14 Apr 16 Write Option AUD PUT USD CALL USD - 14,000,000 3.40 347,480.00 FX EUROPEAN STYLE OPTION OCT 14, 2004 @ .73 KNOCK IN it .71 KNOCK OUT @ .7695 Apr 14 Apr 14 Expired Opt NW CALL USD PUT NZD 20,000,000 0.00 48,285.00 48,285.00 S FX EUROPEAN STYLE OPTION APR 14, 2004 O .6525 Issued in USD Apr 14 Apr 16 Write Option NW PUT USD CALL USD - 20,000,000 0.436 55,328.00 FX EUROPEAN STYLE OPTION APR 15, 2004 0 .6345 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031994 Chase CONFIDENTIAL SDNY_GM_00301192 EFTA01507005