0 1 12004 Account Number: FINANCIAL TRUST COMPANY INC January 01, 2004 - January 31, 2004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Asset Account Portfolio Page 19 of 53 Trace Settlement Date Date TYPO Description Settled continued Jan 9 Jan 13 Write Option NZO PUT USD CALL FX EUROPEAN STYLE OPTION OCT 1 I , 2004 Q .675 KNOCK IN e .6685 KNOCK OUT O .7020 Jan 12 Jan 14 Sell Option EUR CALL USD PUT FX EUROPEAN STYLE OPTION NOV 01, 2004 O 1.25 KNOCK OUT O 1.1375 KNOCK OUT Q 1.21 BARRIER EXP 12/1/03 Jan 14 Jan 16 Write Option AUD PUT USD CALL FX EUROPEAN STYLE OPTION JUL 14, 2004 O .785 KNOCK IN Q .75 KNOCK OUT O .7975 Jan 14 Jan 16 Write Option GBP PUT USD CALL FX EUROPEAN STYLE OPTION JUL 16, 2004 @ 1.63 KNOCK IN Q 1.8165 KNOCK OUT Q 1.8793 Jan 15 Jan 20 Write Option AUD PUT USD CALL FX EUROPEAN STYLE OPTION OCT 18.2004 @ 7725 KNOCK IN Q .7525 KNOCK OUT O .7973 Jan 15 Jan 20 Sell Option EUR CALL USD PUT FX EUROPEAN STYLE OPTION NOV 01, 2004 O 1.25 KNOCK OUT O 1.1375 KNOCK OUT O 1.21 BARRIER EXP 12/1/03 Jan 15 Jan 20 Write Option EUR CALL USD PUT FX EUROPEAN STYLE OPTION NOV 01. 2004 @1.28 Currency Orlando, PramsUrn Market CostProceeds Tax Cost Realized GaINLoss USC USD - 10,000,000 2.79 188,325.00 USD - 5,000,000 286,250.00 - 49,186.20 237,063.80 S USD - 16,666,666.66 2.38 303,450.00 USD - 12,500,000 1.94 443,775.00 USD - 22,471,910.67 3.02 524,258.00 USD - 5,000,000 230,313.00 - 49,186.20 181,126.80 S USD - 18,000,000 2.64 608,256.00 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031608 SDNY_GM_00300706 EFTA01506520