11 IMO Account Number: FINANCIAL TRUST COMPANY INC November 01, 2003 - November 30, 2003 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Asset Account Portfolio Page 12 of 61 Description Coop Foreign Exchange continued AUD PUT USD CALL FX EUROPEAN STYLE OPTION APR 23, 2004 @ .695 KNOCK IN O .685 XAUDPA-CJ•Z EUR CALL USD PUT FX EUROPEAN STYLE OPTION NOV 01. 2034 @ 1.25 KNOCK OUT @ 1.1375 KNOCK OUT @ 1.21 BARRIER EXP 12/1/03 XEURCA-TP-Z EUR CALL USD PUT FX EUROPEAN STYLE OPTION NOV 01. 2004 @1.3 KNOCK OUT @ 1.1375 KNOCK OUT @ 1.21 BARRIER EXP 12/1/03 XEURCA-TO-Z AUD CALL USD PUT FX EUROPEAN STYLE OPTION DEC 01.2003 @ .703 KNOCK IN TRIGGERED @ .72 XAUDCA-BO-Z P NZO PUT USD CALL FX EUROPEAN STYLE OPTION DEC 01.2003 @ .61 KNOCK IN @ .59 XNZDPA-CL-Z P EUR PUT USD CALL FX EUROPEAN STYLE OPTION DEC 01.2003 @ 1.1375 XEURPA-LR-Z Amount Counter Ctmency Counter Premium Amount Currency Premium LOW Premium USD Current Market Value USD Unrealized Saint oss USD AUD - 10,000,000 USD - 6,950,000.00 USD - 251,590.00 - 251,590.00 - 109,131.30 142,458.70 EUR 50,000,000 USD 62,500,000.00 USD 491,862.00 491,862.00 1,069,260.00 577,398.00 EUR 50,000,000 USD 65,000,000.00 USD 282,235.00 282,235.00 595,276.00 313,041.00 AUD - 28,449,502.13 USD - 20,000,000.00 USD - 170,000.00 - 170,000.00 - 605,006.54 - 435,006.54 NZD 0 USD 0.00 USD 0.00 0.00 EUR 0 USD 0.00 USD 0.00 0.00 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031173 SDNY_GM_00300371 EFTA01506187