EFTA01507211.pdf

06 INN JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 13 of 72 FINANCIAL TRUST COMPANY INC June 01, 2004 - June 30, 2004 Description Counter Counter Premium Premium Premium Current hisMet Unrealized Cutup Amount Currency Amount Currency LOCSI USD Value USD GelnILOSe USD Foreign Exchange continued P CHF PUT USD CALL CHF - 19,050,000 USD - 15,000,000.00 USD - 181,500.00 - 181,500.00 0.00 181,500.00 FX EUROPEAN STYLE OPTION KNOCK OUT XCHFPA-DR-Z C SEP 30, 2004 e 1.27 KNOCK INC 129 1.2360 P CHF CALL USD PUT CHF 11,340,000 USD 9,000,000.00 USD 157,500.00 157,500.00 0.00 - 157,500.00 FX EUROPEAN STYLE OPTION OCT 29.2004 a 1.26 KNOCK OUT @ 1.23 KNOCK OUT Q 1.31 BARRIER EXP 7/14/04 XCHFCA-DP-Z 0 HKD PUT USD CALL FX EUROPEAN STYLE OPTION SEP 23. 2004 XHKOPA-AH-Z 7.833 HKD 156,660,000 USD 20,000,000.00 USD 312,280.00 312,280.00 1,400.54 - 310,879.46 EUR CALL USD PUT EUR 5,000,000 USD 6,250,000.00 USD 49,186.20 49,186.20 855,162.45 805,976.25 FX EUROPEAN STYLE OPTION KNOCK OUT XEURCA-TP-Z O NOV 01, 2004 01.25 KNOCK OUT @ 1.1375 1.21 BARRIER EXP 12/1/03 0 EUR CALL USD PUT FX EUROPEAN STYLE OPTION NOV 01, 2004 1.3 KNOCK OUT @ 1.1375 KNOCK OUT Q 1.21 BARRIER EXP 12/1/03 EUR 10,000,000 USD 13,000,000.00 USD 56,447.00 56,447.00 300,314.40 243,867.40 XEURCA-TO-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00032220 Chase CONFIDENTIAL SDNY_GM_00301418 EFTA01507211