EFTA01506822.pdf

03 2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 12 of 88 FINANCIAL TRUST COMPANY INC March 01, 2004 - March 31, 2004 Options DOSCrellOn Counter Counter Premium Prawn Premium Current Market Unrealized Cusrp Amount Currency Amount Currency Leal USD Value USD Garai-on USD Foreign Exchange HUF PUT USD CALL HUF -1,002.250,000 USD -4,750,00000 USD - 277,875.00 - 277,875.00 - 189,575.59 88,299.41 FX EUROPEAN STYLE OPTION SEP 18, 2004 @211. KNOCK IN @ 220 XHUFPA-AI-Z HUF PUT USD CALL HUF -1,696.000.000 USD - 8.000,000 00 USD - 424.000 00 - 424,000 00 - 305,263 04 118736 96 FX EUROPEAN STYLE OPTION SEP 18, 2004 @ 212. KNOCK IN @ 220 XHUFPA-AJ-Z GBP PUT USD CALL GBP - 15,000,000 USD - 27,600,000.00 USD - 300.840.00 - 300,840.00 - 350,881.50 - 50,041.50 FX EUROPEAN STYLE OPTION APR 22, 2004 @ 1.84 KNOCK IN TRIGGERED CD 1.8250 XGBPPA-GV-Z GBP CALL USD PUT GBP - 5,000,000 USD - 9,250,000 00 USD - 94,350.00 - 94,350.00 - 101,377.65 -7,027.65 FX EUROPEAN STYLE OPTION MAY 24, 2004 @ 1.85 KNOCK IN @ 1.87 XGBPCA-HX-Z EUR CALL CHF PUT EUR - 10,000.000 CHF - 15.650.000 00 USD - 38,273.00 - 38,273.00 - 43,821.50 - 5,548.50 FX EUROPEAN STYLE OPTION JUN 25, 2004 @ 1.5/!5 XEURCA-VS-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00031811 Chase CONFIDENTIAL SDNY_GM_00301009 EFTA01506822