EFTA01506564.pdf

0 1 INN JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 10 of 53 FINANCIAL TRUST COMPANY INC January 01, 2004 - January 31, 2004 Options DOSCrellOn Counter Counter Premium Premium Premium Conant Market Unrealized Cuero Amount Currency Amount Currency Local USD Value USD Gainless USD Foreign Exchange HKD PUT USD CALL HKD 156,666000 USD 20,000,000.00 USD 312,280.00 312,280.00 27,594.09 - 284,685.91 FX EUROPEAN STYLE OPTION SEP 23. 2004 Q 7.833 XHKOPA-AH•Z CHF CALL USD PUT CHF 80,500,000 USD 70,000,000.00 USD 543,848.00 543,848.00 26,495.77 - 517,352.23 FX EUROPEAN STYLE OPTION MAR 15, 2004 @ 1.15 XCHFCA-CX-Z CHF CALL USD PUT CHF 58,750,000 USD 50,000,000.00 USD 420,690.00 420,690.00 57,579.11 - 363,110.89 FX EUROPEAN STYLE OPTION MAR 16, 2004 @ 1.175 XCHFCA-DC-Z EUR PUT USD CALL EUR - 10,000,000 USD - 11,650,000.00 USD - 302,900.00 - 302,900.00 - 31,784.60 271,115.40 FX EUROPEAN STYLE OPTION APR 07, 2004 Q 1.165 KNOCK IN TRIGGERED a 1.15 XEURPA-LL-Z AUD PUT USD CALL AUD - 10,000,000 USD - 6,950,000.00 USD - 251,590.00 - 251,590.00 - 16,733.70 234,856.30 FX EUROPEAN STYLE OPTION APR 23, 2004 .695 KNOCK IN Q .685 XAUDPA-CJ-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00031552 Chase CONFIDENTIAL SDNY_GM_00300750 EFTA01506564