EFTA01507767.pdf

10 2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 11 of 74 FINANCIAL TRUST COMPANY INC October 01, 2004 - October 31, 2004 Option Holdings in Alphabetical Order continued Description Currency, Current Marne? Prenvum Current Market Unrealized CUSip ACCOWl Type Quantity Una Cost PnceUrut USD Value USD Gaintoss USD Other continued VtrIl USD - 250 195.000 00 - 3.462 712 - 487.500 00 - 865,6713.00 - 3713,1713.00 SHORT PUT OPTION USD CALL OPTION STRIKE 50.00 EXPIRING 1/14/2005 OTCBDP-BC-F Total Other 950 - 117,000.00 -1,446,136200 - 1,331,882.00 Descripoon Canter Counter Privnium Prenbum Premium Curren/AIM*/ Unrealized Cuero Amount CarninCy Amount CarrOnCY LOC.), USD Value USD Gain Loss USD Foreign Exchange EUR PUT USD CALL EUR 20,000,000 USD 22,000,000.00 USD 96,800 00 96.800 00 0.60 - 96,799 40 FX EUROPEAN STYLE OPTION DEC 06, 2004 SI 1.1 XEURPA-OP-Z AUD CALL USD PUT AUD - 5,000,000 USD - 3,450,000.00 USD - 62,445.00 - 62,445 00 - 270,001 60 - 207.556 60 FX EUROPEAN STYLE OPTION DEC 23, 2004 Se .69 KNOCK IN TRIGGERED @ .7250 KNOCK OUT .65 XAUDCA-CD-Z EUR CALL CHF PUT EUR - 23,000,000 CHF - 35.408,500 00 USD - 169.326 00 - 169,326 00 - 56,679 59 112,646 41 FX EUROPEAN STYLE OPTION FEB09, 2005 (11.5395 KNOCK IN TRIGGERED St 1.5625 KNOCK OUT @ 1.5045 XEURCA•XL•Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00032848 Chase CONFIDENTIAL SDNY_GM_00302046 EFTA01507767