EFTA01506565.pdf

0 1 12004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: 0 30171.00.5 Asset Account Portfolio Page 11 of 53 FINANCIAL TRUST COMPANY INC January 01, 2004 - January 31, 2004 Description Counter Counter Premium Premium Premium Current Market Unrealized Cuslp Amount Currency Amount Currency LOCO, USD Value USD Wont oss USD Foreign Exchange continued EUR CALL USD PUT EUR 10,000,000 USD 12,500,000.00 USD 98,372.40 98,372.40 114,873.60 16,501.20 FX EUROPEAN STYLE OPTION NOV 01, 2004 @ 1.25 KNOCK OUT @ 1.1375 KNOCK OUT C 1.21 BARRIER EXP 12/1/03 XEURCA-TP-Z EUR CALL USD PUT EUR 50,000,000 USD 65,000,000.00 USD 282,235.00 282,235.00 56,778.50 - 225,456.50 FX EUROPEAN STYLE OPTION NOV 01, 2034 G 1.3 KNOCK OUT O 1.1375 KNOCK OUT Q 1.21 BARRIER EXP 12/1/03 XEURCA-TO-Z NW PUT USD CALL NZD - 10,000,000 USD - 6,750,000.00 USD - 188,325.00 - 188,325.00 - 308,562.50 - 120,237.50 FX EUROPEAN STYLE OPTION OCT 11.2004 C .675 KNOCK IN TRIGGERED @ .6685 KNOCK OUT @ .7020 XNZ DPA-CM-Z AUD PUT USD CALL AUD - 10,000,000 USD - 7,775,000.00 USD - 266,683.00 - 266,683.00 - 424,972.20 - 158,289.20 FX EUROPEAN STYLE OPTION OCT 11.2004 @ .7775 KNOCK IN TRIGGERED @ .7565 KNOCK OUT @ .8020 XAUDPA-CQ-Z AUD PUT USD CALL AUD - 16,666,666.66 USD - 12,749,999.99 USD - 303,450.00 - 303,450.00 - 477,747.00 - 174,297.00 FX EUROPEAN STYLE OPTION JUL 14, 2004 .765 KNOCK IN G .75 KNOCK OUT C .7975 XAUDPA-CS-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00031553 Chase CONFIDENTIAL SDNY_GM_00300751 EFTA01506565