EFTA01508011.pdf

JPMorgan Chase Bank, N.A. 0 1 2005 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 10 of 29 FINANCIAL TRUST COMPANY INC January 01, 2005- January 31, 2005 Options DOSCrellOn Counter Counter Premium Premium Premium Conant Maker Unrealized Cuero Amount Currency Amount Currency Load USD Value USD awnless USD Foreign Exchange EUR CALL CHF PUT EUR - 23,000,000 CHF - 35,408,500.00 USD - 169,326.00 - 169,326.00 - 150,447.60 18,878.40 FX EUROPEAN STYLE OPTION FEB 09. 2005 6 1.5395 KNOCK IN TRIGGERED 0 1.5525 KNOCK OUT Q 1.5045 XEURCA-XL-Z JPY PUT USD CALL JPY 2,300,000,000 USD 20,000,000.00 USD 190,000.00 190,000.00 0.00 - 190,000.00 FX EUROPEAN STYLE OPTION FEB09, 2005 @115. XJPYPA-KB-Z GBP PUT JPY CALL GBP - 16,130,000 JPY3,096,960,000.00 USD - 1,011,092.00 - 1,011,092.00 - 413,721.76 597,370.24 FX EUROPEAN STYLE OPTION JUL 14, 2005 6 192. KNOCK IN O 185 XGBPPA-IA-Z THB CALL USD PUT THB 2,700,000,000 USD 75,000,000.00 USD 405,000.00 405,000.00 243.00 - 404,757.00 FX EUROPEAN STYLE OPTION FEB 23. 2005 36. XTHBCA-AC-Z THB CALL USD PUT THB 351,500,000 USD 9,250,000.00 USD 108,225.00 108,225.00 21,177.88 - 87,047.12 FX EUROPEAN STYLE OPTION FEB 23, 2005 38. XTHBCA-A8-2 Total Foreign Exchange - 477,193.00 - 542,748.48 - 65,555.48 Confidential Treatment Requested by JPMorgan JPM-SDNY-00033141 Chase CONFIDENTIAL SDNY_GM_00302339 EFTA01508011