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 10 of 61 Options DOSCrellOn Cuero Amount Counter Currency Counter Premium Amount Currency Premium Local Premium USD Current Merkel Value USD Unrealized Gainless USD Foreign Exchange HKD PUT USD CALL HKD 156,660,000 USD 20,000,000.00 USD 312,280.00 312,280.00 29,776.37 - 282,503.63 FX EUROPEAN STYLE OPTION SEP 23. 2004 Q 7.833 XHKOPA-AH-Z CHF CALL USD PUT CHF 12,000,000 USD 10,000,000.00 USD 107,300.00 107,300.00 197.04 - 107,102.96 FX EUROPEAN STYLE OPTION DEC 11.2003 a 1.2 XCHFCA-CQ-Z CHF CALL USD PUT CHF 12,000,000 USD 10,000,000.00 USD 106,200.00 106,200.00 197.04 - 106,002.96 FX EUROPEAN STYLE OPTION DEC 11.2003 § 1.2 XCHFCA-CR-Z CHF CALL USD PUT CHF 80,500,000 USD 70,000,000.00 USD 543,848.00 543,848.00 124,983.50 - 418,864.50 FX EUROPEAN STYLE OPTION MAR 15.2004 § 1.15 XCHFCA-CX-Z CHF CALL USD PUT CHF 58,750,000 USD 50,000,000.00 USD 420,690.00 420,690.00 163,213.38 - 257,476.62 FX EUROPEAN STYLE OPTION MAR 16, 2004 Q 1.175 XCHFCA-DC-Z NOK PUT USD CALL NOK - 34,250,000 USD - 5,000,000.00 USD - 100,045.00 - 100,045.00 - 86,835.40 13,209.60 FX EUROPEAN STYLE OPTION MAR 03, 2004 Q 6.85 KNOCK IN FX OPTION TRIGGERED § 7.00 KNOCK OUT Q 6.65 XNOKPA-EE-Z Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031350 SDNY_GM_00300548 EFTA01506362