EFTA01507447.pdf

08 2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 II3JPMorgan Private Bank Account Number: Asset Account Portfolio Page 11 of 48 FINANCIAL TRUST COMPANY INC August 01, 2004 - August 31, 2004 Description Counter Counter Premium Premium Premium Current Market Unrealized Cump Amount Currency Amount Currency LOW USD Value USD Gain/Lose USD Foreign Exchange continued JPY PUT USD CALL JPY 2,300,000,000 USD 20,000,000.00 USD 190,000.00 190,000.00 126,753.00 - 63,247.00 FX EUROPEAN STYLE OPTION FEB09, 2005 02 115. XJPYPA-KB-Z ZAR PUT USD CALL ZAR - 46,080,000 USD - 7,200,000.00 USD - 194,400.00 - 194,400.00 - 404,588.85 - 210,188.85 FX EUROPEAN STYLE OPTION OCT 14, 2004 @ 6.4 KNOCK IN TRIGGERED C 6.7 XZARPA-AL-Z HKD PUT USD CALL HKD 156,660,000 USD 20,000,000.00 USD 312,280.00 312,280.00 396.35 - 311,883.65 FX EUROPEAN STYLE OPTION SEP 23. 2004 02 7.833 XHKDPA-AH-Z EUR CALL USD PUT EUR 10,000,000 USD 13,000,000.00 USD 56,447.00 56,447.00 14,644.40 - 41,802.60 FX EUROPEAN STYLE OPTION NOV 01, 2004 @1.3 KNOCK OUT @ 1.1375 KNOCK OUT @ 1.21 BARRIER EXP 12/1/03 XEURCA-TO-Z AUD PUT USD CALL AUD - 4,000,000 USD - 3,110,000.00 USD - 106,673.20 - 106,673.20 - 296,258.92 - 189,585.72 FX EUROPEAN STYLE OPTION OCT 11, 2004 @ .7775 KNOCK IN TRIGGERED@ .7565 KNOCK OUT C .8020 XAUDPA-CO-Z NZD PUT USD CALL NZD - 3,013,500 USD - 2,049,180.00 USD - 85,040.97 - 85,040.97 - 111,790.39 - 26,749.42 FX EUROPEAN STYLE OPTION NOV 22.2004 @ .68 KNOCK IN TRIGGERED @ .6625 XNZDPA-DC-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00032492 Chase CONFIDENTIAL SDNY_GM_00301690 EFTA01507447