EFTA01506521.pdf

0 1 INN JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 20 of 53 FINANCIAL TRUST COMPANY INC January 01, 2004 - January 31, 2004 Trade Statement Realtzed Date Date TYPO Detestation Gummy Quantity PumaUrst Market CostProceeds Tax Cost Gatraoss USD Settled continued Jan 15 Jan 20 Write Option EUR CALL USD PUT USD - 7,000,000 2.225 197,803.00 FX EUROPEAN STYLE OPTION JUL 16 2004 O 1.27 Jan 15 Jan 20 Write Option GBP PUT USD CALL USD - 7,168,458.74 2.31 301,045.00 FX EUROPEAN STYLE OPTION OCT 18, 2004 O 1.818 KNOCK IN 0 1.815 KNOCK OUT 0 1.8735 Jan 15 Jan 20 Write Option NZO PUT USD CALL USD - 24,691,358.49 2.49 407,315.00 FX EUROPEAN STYLE OPTION OCT 18.2004 Q .6625 KNOCK IN 652 KNOCK OUT 6985 Jan 16 Jan 20 Write Option EUR PUT USD CALL USD - 17,333,333.60 1.962 415,003.00 FX EUROPEAN STYLE OPTION JUL 16, 2004 O 1.22 Jan 20 Jan 21 Write Option AUD PUT USD CALL USD - 6,750,000 2.06 101,507.00 FX EUROPEAN STYLE OPTION OCT 19, 2004 73 KNOCK IN 7200 KNOCK OUT 0 .7775 Jan 20 Jan 22 Buy-Back Opt EUR CALL USD PUT USD 18,000,000 - 599,040.00 608,256.00 9,216.00 S FX EUROPEAN STYLE OPTION NOV 01, 2004 01.28 Jan 20 Jan 22 Buy-Back Opt EUR CALL USD PUT USD 7,000,000 - 196,469.00 197,803.00 1,334.00 S FX EUROPEAN STYLE OPTION JUL 16, 2004 @ 1.27 Jan 20 Jan 22 Write Option EUR PUT USD CALL USD - 10,000,000 2.31 284,130.00 FX EUROPEAN STYLE OPTION JUL 20. 2004 O 1.23 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031509 Chase CONFIDENTIAL SDNY_GM_00300707 EFTA01506521