EFTA01506737.pdf

03 2004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 15 of 88 FINANCIAL TRUST COMPANY INC March 01, 2004 - March 31, 2004 Description Counter Counter Premium Premium Premium Current Market Unrealised Comp Amount Currency Amount Currency Local USD Value USD Gointose USD Foreign Exchange continued HKD PUT USD CALL HKD 156,660,000 USD 20,000,000.00 USD 312,280.00 312,280.00 18,579.88 - 293,700.12 FX EUROPEAN STYLE OPTION SEP 23, 2004 e 7.833 XHKOPA-AH-Z EUR CALL USD PUT EUR 5,000,000 USD 6,250,000.00 USD 49,186.20 49,186.20 151,281.00 102,094.80 FX EUROPEAN STYLE OPTION NOV 01, 2004 @ 1.25 KNOCK OUT @ 1.1375 KNOCK OUT @ 1.21 BARRIER EXP 12/1/03 XEURCA-TP-Z EUR CALL USD PUT EUR 10,000,000 USD 13,000,000.00 USD 56,447.00 56,447.00 160,914.20 104,467.20 FX EUROPEAN STYLE OPTION NOV 01, 2C•34 @1.3 KNOCK OUT @ 1.1375 KNOCK OUT @ 1.21 BARRIER EXP 12/1/03 XEURCA-TO-Z AUD PUT USD CALL AUD - 8,000.000 USD - 6,220,000.00 USD - 213,346.40 - 213,346.40 - 294,892.96 - 81,546.56 FX EUROPEAN STYLE OPTION OCT 11.2004 @ .7775 KNOCK IN TRIGGERED @ 3565 KNOCK OUT @ .8020 XAUDPA-CO-Z NZD PUT USD CALL NZD - 12,000,000 USD - 7,560,000.00 USD - 233,226.00 - 233,226.00 - 188,857.32 44,368.68 FX EUROPEAN STYLE OPTION OCT 19, 2004 @ .63 XNZDPA-CS-Z EUR PUT USD CALL EUR - 5,000,000 USD - 6,100,000.00 USD - 171,410.00 - 171,410.00 - 198,901.75 - 27,491.75 FX EUROPEAN STYLE OPTION OCT 27.2004 @ 1.22 KNOCK IN @ 1.202 XEURPA-MG-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00031726 Chase CONFIDENTIAL SDNY_GM_00300924 EFTA01506737