05 12003 Account Number: FINANCIAL TRUST COMPANY INC May 01, 2003 - May 31, 2003 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Asset Account Portfolio Page 12 of 41 Descripoon Cu stp Amount Counter Currency Coaxer Premium Amount Currency Premium Leal Premium USD Curren:Maker Value USD UnreelizeO Gaintoss USD Foreign Exchange continued NZO PUT USD CALL NZD - 20,000,000 USD - 11,200,000.00 USD - 319,200.00 - 319,200.00 - 216,037.00 103,163.00 FX EUROPEAN STYLE OPTION NOV 06. 2003 .56 KNOCK IN O .53 XNZDPA-BB-Z ZAR PUT USD CALL ZAR - 112,500,000 USD - 15,000,000.00 USD - 583,500.00 - 583,500.00 - 2,092,532.63 - 1,509,032.63 FX EUROPEAN STYLE OPTION FEB 10. 2004 0 7.5 KNOCK OUT O 7.03 XZARPA-AF-Z JPY PUT USD CALL JPY -1,160,000,000 USD - 10,000,000.00 USD - 162,750.00 - 162,750.00 - 376,338.80 - 213,588.80 FX EUROPEAN STYLE OPTION FEB 13. 2004 O 116 KNOCK OUT @ 112 XJPYPA-JD-Z JPY PUT USD CALL JPY -1,218,000,000 USD - 10,500,000.00 USD - 139,104.00 - 139,104.00 - 377,494.74 - 238,390.74 FX EUROPEAN STYLE OPTION FEB 17.2004 0 116 KNOCK OUT O 113 XJPYPA-JH-Z ZAR PUT USD CALL ZAR - 49,800,000 USD - 6,000,000.00 USD - 228,000.00 - 228,000.00 - 250,685.73 - 22,685.73 FX EUROPEAN STYLE OPTION FEB 25, 2004 O 8.3 KNOCK OUT O 7.80 XZARPA-AG-Z P NZD PUT USD CALL NZD - 20,000,000 USD - 11,400,000.00 USD - 192,660.00 - 192,660.00 0.00 192,660.00 FX EUROPEAN STYLE OPTION FEB 27, 2004 0 .57 KNOCK OUT @ .5825 XNZDPA-BK-Z Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00030587 SDNY_GM_00299785 EFTA01505605