EFTA01508056.pdf

02 12005 JPMorgan Chase Bank, N.A. 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 9 of 30 FINANCIAL TRUST COMPANY INC February 01, 2005- February 28, 2005 Trade Activity Realized Gain/Loss Summary ♦mount USD Short Term Gain/Loss 361,547.69 Long Term Gain/Loss 0.00 Note: S indicates Short Term Realized Gain/Loss I. indicates Long Term Realized Gain/Loss Capital gains and losses on sales with missing or incomplete tax cost are identified with N/A. Trade Seamen: Raolizett One bale n'Pe CitscrIptlen Cunency Quantity PncoVnil SAMief CosePreceeds Tex Con Gain/Lost VW Settled Feb 4 Feb 8 Buy-Back Opt GBP PUT JPY CALL USD 8,065,000 - 364,437.00 505,546.00 141,109.00 S FX EUROPEAN STYLE OPTION JUL 14, 2005 @ 192. KNOCK IN @ 185 Feb 8 Feb 10 Buy-Back Opt GBP PUT JPY CALL USD 8,065,000 - 331,074.00 505,546.00 174,472.00 S FX EUROPEAN STYLE OPTION JUL 14, 2005 @ 192. KNOCK IN @ 185 Feb 9 Feb 11 FX Option Assi EUR CALL CHF PUT USD 23,000,000 0.00 169,326.00 169,326.00 S FX EUROPEAN STYLE OPTION FEB 09. 2005 @ 1.5395 KNOCK IN TRIGGERED e 1.5525 KNOCK OUT @ 1.5045 Feb 9 Feb 11 FX Opt Asgnt SPOT CURRENCY TRANSACTION USD 35,408,500 1.539 - 29,078,180.18 29,078,180.18 SETTLEMENT OF ASSIGNED FX OPTION BUY CHF SELL EUR Confidential Treatment Requested by JPMorgan JPM-SDNY-00033199 Chase CONFIDENTIAL SDNY_GM_00302397 EFTA01508056