0 1 INN 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 22 of 53 Est/mated Trade Settlement Date Date Type Description Currency Ouantiry PrRetina Realized Genitors Marne( Cosettroceeds Tax Cost USD Pending Jan 29 Feb 2 Purchase Opt EUR CALL USD PUT USD 20,000,000 1.08 - 291,600 00 FX EUROPEAN STYLE OPTION JAN 31, 2005 e 1.35 KNOCK OUT @ 1.1995 BARRIER EXP 4/29/04 Jan 29 Feb 2 Write Option EUR PUT USD CALL USD - 10,000,000 1.86 225.060 00 FX EUROPEAN STYLE OPTION OCT 29. 2004 @ 1.21 KNOCK IN 0 1.1995 KNOCK OUT O 1.2875 Jan 30 Feb 3 Write Option AUD PUT USD CALL USD - 10,000,000 100 226,500.00 FX EUROPEAN STYLE OPTION NOV 01, 2004 e .755 KNOCK IN .740 KNOCK OUT 0 .783 Jan 30 Feb 3 Write Option EUR PUT USD CALL USD - 10,000,000 2.055 248,655.00 FX EUROPEAN STYLE OPTION OCT 29.2004 1.21 KNOCK IN Q 1.1995 Tattle Settlement Date Date KNOCK OUT t 1.2875 Currency Counter COWIN Amount Gummy Amount Contract Rate RlvMuadon COnerettee Revalued Realized Rate Ban Amount USD Amount USD Dant Oils USD Settled Foreign Exchange Contracts SPECULATIVE AUSTRALIA DOLLAR - U S DOLLAR Nov 18 03 Jan 20 04 AUD 10,000,000.00 USD - 7,204,000.00 0.720400 1.303000 - 7,204,000.00 7,674,597.08 470,597.08 Nov 24 03 Jan 20 04 AUD - 10,000,000.00 USD 7,146,000.00 0.714600 1.303000 7,146,000.00 - 7,674,597.08 - 528,597.08 Oct 23 03 Jan 27 04 AUD 10,000,000.00 USD - 6,936,000.00 0.693600 1.286150 - 6,936,000.00 7,775,142.86 839,142.86 Nov 24 03 Jan 27 04 AUD - 10,000,000.00 USD 7,139,000.00 0.713900 1.286150 7,139,000.00 -7,775,142.86 - 636,142.86 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031511 SDNY_GM_00300709 EFTA01506523