EFTA01506993.pdf

04 INN JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 13 of 82 FINANCIAL TRUST COMPANY INC April 01, 2004 - April 30, 2004 Description Counter Counter Premium Premium Premium Current Market Unrealized Comp Amount Currency Amount Currency Local USD Moe USD Saint oat USD Foreign Exchange continued EUR CALL CHF PUT EUR - 10,000,000 CHF - 15,650,000.00 USD - 38,273.00 - 38,273.00 - 27,907.40 10,365.60 FX EUROPEAN STYLE OPTION JUN 25, 2004 @ 1.565 XEURCA-VS-Z EUR PUT CHF CALL EUR 10,096,774 CHF 15,649,999.70 USD 137,397.00 137,397.00 57,367.95 - 80,029.05 FX EUROPEAN STYLE OPTION JUN 25, 2004 @ 1.55 XEURPA-NV-Z JUN 25, 2004 G EUR PUT CHF CALL FX EUROPEAN STYLE OPTION 1.525 KNOCK IN e 1.52 XEURPA-NW-Z EUR - 10,262,295 CHF - 15,649,999.88 USD - 42,394.00 - 42,394.00 - 26,266.04 16,127.96 EUR CALL CHF PUT EUR - 10,000,000 CHF - 15,650,000.00 USD - 36,146.00 - 36,146.00 - 27,907.40 8,238.60 FX EUROPEAN STYLE OPTION JUN 25, 2004 @ 1.565 XEURCA-VR-Z EUR PUT CHF CALL EUR 10,096,774 CHF 15,649,999.70 USD 141,691.00 141,691.00 57,367.95 - 84,323.05 FX EUROPEAN STYLE OPTION JUN 25, 2004 @ 1.55 XEURPA-NS-Z GG EUR PUT CHF CALL EUR - 7,262,295 CHF - 11,074,999.88 USD - 31,765.08 - 31,765.08 - 26,265.98 5,499.10 FX EUROPEAN STYLE OPTION JUN 25, 2004 1.525 KNOCK IN 1.52 XEURPA-NT-Z OCT 27, 2004 0 G EUR PUT USD CALL FX EUROPEAN STYLE OPTION 1.2 KNOCK IN TRIGGERED 1.1885 XEURPA-NX-Z EUR - 5,500,000 USD - 6,600,000.00 USD - 198,660.00 - 198,660.00 - 219,329.88 - 20,669.88 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031982 Chase CONFIDENTIAL SDNY_GM_00301180 EFTA01506993