EFTA01507657.pdf

09 2004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 22 of 62 FINANCIAL TRUST COMPANY INC September 01, 2004 - September 30, 2004 aide Settlement Realatil Date Date TYPO antiphon Contrary thwintity Print/nil Market CostProceeds Tax Cost amass USD Settled continued Sep 23 Sep 27 Write Option WTI SHORT CALL OPTION USD - 100 192,000.00 USD PUT OPTION STRIKE 50 EXPIRING 12/15/2004 Sep 23 Sep 27 Purchase Opt WTI LONG PUT OPTION USD 100 - 180,000.00 USD CALL OPTION STRIKE 44 EXPIRING 12/15/2004 Sep 23 Sep 23 Expired Opt HKD PUT USD CALL USD - 156,660,000 0.00 - 312,280.00 - 312,280.00 S FX EUROPEAN STYLE OPTION SEP 23.2004 Q 7.833 Sep 24 Sep 28 Buy-Back Opt ZAR PUT USD CALL USD 46,080,000 - 102,960.00 194,400.00 91,440.00 S FX EUROPEAN STYLE OPTION OCT 14, 2004 @ 6.4 KNOCK IN TRIGGERED Q 6.7 Sep 29 Sep 29 Expired Opt GBP PUT JPY CALL GBP 10,000.000 0.00 444,714.00 444,714.00 5 FX EUROPEAN STYLE OPTION MAR 08.2005 @ 195. KNOCK IN Q 193 BARRIER EXP 9/29/2004 Issued in USD Sep 29 Sep 29 Expired Opt MXN PUT USD CALL MXN 115,500,000 0.00 180,000.00 180,000.00 S FX EUROPEAN STYLE OPTION MAR 17.2005 @ 11.55 KNOCK IN @ 11.62 BARRIER EXP 9/23/2004 Issued in USD Sep 30 Sep 30 Expired Opt NZD PUT USD CALL NZD 13,000,000 0.00 295,360.00 295,360.00 S FX EUROPEAN STYLE OPTION MAR 08.2005 O .64 KNOCK IN O 0.625 KNOCK OUT @ 0.6725 Issued in USD Confidential Treatment Requested by JPMorgan JPM-SDNY-00032723 Chase CONFIDENTIAL SDNY_GM_00301921 EFTA01507657