EFTA01506826.pdf

03 2004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 16 of 88 FINANCIAL TRUST COMPANY INC March 01, 2004 - March 31, 2004 Description Counter Counter Premium Premium Premium Current Atathet Unrealized Cupp Amount Currency Amount Currency Local USD Value USD Gain Loss USD Foreign Exchange continued P NZD PUT USD CALL NZD 0 USD 0.00 USD 0.00 0.00 FX EUROPEAN STYLE OPTION OCT 27.2004 @ .66 KNOCK IN TRIGGERED © .6475 XNZDPA-CT-Z P AUD PUT USD CALL AUD 0 USD 0.00 USD 0.00 0.00 FX EUROPEAN STYLE OPTION OCT 27.2004 § .76 KNOCK IN TRIGGERED © .7475 XAUDPA-CY•Z EUR CALL USD PUT EUR 20,000,000 USD 27,000,000.00 USD 291,600.00 291,600.00 161,700.20 - 129,899.80 FX EUROPEAN STYLE OPTION JAN 31, 2005 @ 1.35 KNOCK OUT Q 1.1995 BARRIER EXP 4/29;04 XEURCA-UR-Z P EUR CALL USD PUT EUR 0 USD 0.00 USD 0.00 0.00 FX EUROPEAN STYLE OPTION MAY 04, 2004 02 1.29 KNOCK IN 1.33 XEURCA-UZ-Z NZD PUT USD CALL NZD - 20,000,000 USD - 13,600,000.00 USD - 564,400.00 - 564,400.00 - 1,009,175.20 - 444,775.20 FX EUROPEAN STYLE OPTION NOV 22.2004 @ .68 KNOCK IN TRIGGERED © .6625 XNZDPA-DC-Z P NZD PUT USD CALL NZD - 1,986,500 USD - 1,350,820.00 USD - 61,192.17 - 61,192.17 - 261,008.99 - 199,816.82 FX EUROPEAN STYLE OPTION NOV 22.2004 @ .68 KNOCK IN TRIGGERED @ .6625 XNZDPA-DB-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00031815 Chase CONFIDENTIAL SDNY_GM_00301013 EFTA01506826