EFTA01506824.pdf

03 2004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 II3JPMorgan Private Bank Account Number Asset Account Portfolio Page 14 of 88 FINANCIAL TRUST COMPANY INC March 01, 2004 - March 31, 2004 Description Counter Counter Premium Premium Premium Conan: Merkel UrItteliZ0d Coup Amount Currency Amount Currency LOC.: USD Value USD Winton USD Foreign Exchange continued GBP PUT USD CALL GBP - 10,000,000 USD - 17,900,000.00 USD - 132,460.00 - 132,460.00 - 72,246.90 60,213.10 FX EUROPEAN STYLE OPTION APR 28, 2004 Q 1.79 KNOCK IN @ 137 XGBPPA-GW-Z GBP CALL USD PUT GBP - 10,000,000 USD - 18,450,000.00 USD - 110,700.00 - 110,700.00 - 171,023.70 - 60,323.70 FX EUROPEAN STYLE OPTION APR 28. 2004 irg 1.845 KNOCK IN 01 1.8650 XGBPCA-HZ-Z EUR PUT USD CALL EUR - 25,000,000 USD - 30,000,000.00 USD - 903,000.00 - 903,000.00 - 763,124.50 139,875.50 FX EUROPEAN STYLE OPTION OCT 27. 2004 O 1.2 KNOCK IN @ 1.1885 XEURPA-NX-Z EUR CALL USD PUT EUR - 20,000,000 USD - 24,600,000.00 USD - 154,980.00 - 154,980.00 - 294,370.80 - 139,390.80 FX EUROPEAN STYLE OPTION APR 28, 2004 O 1.23 KNOCK IN O 1.25 XEURCA-VV-Z P NZO CALL USD PUT NZD 0 USD 0.00 USD 0.00 0.00 FX EUROPEAN STYLE OPTION MAR 30, 2004 653 XNZDCA-CA-Z P GBP CALL USD PUT GBP - 5,000,000 USD - 9,250,000.00 USD - 103,600.00 - 103,600.00 0.00 103,600.00 FX EUROPEAN STYLE OPTION MAY 24.2004 O 1.85 KNOCK IN O 1.87 XGBPCA-IB-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00031813 Chase CONFIDENTIAL SDNY_GM_00301011 EFTA01506824