01 12004 Account Number: 0 30171.00.5 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 11 of 53 Description Cuslp Amount Counter Currency Counter Premium Amount Currency Premium LOCO, Premium USD Current Market Value USD Unrealized Wont oss USD Foreign Exchange continued EUR CALL USD PUT EUR 10,000,000 USD 12,500,000.00 USD 98,372.40 98,372.40 114,873.60 16,501.20 FX EUROPEAN STYLE OPTION NOV 01, 2004 @ 1.25 KNOCK OUT @ 1.1375 KNOCK OUT C 1.21 BARRIER EXP 12/1/03 XEURCA-TP-Z EUR CALL USD PUT EUR 50,000,000 USD 65,000,000.00 USD 282,235.00 282,235.00 56,778.50 - 225,456.50 FX EUROPEAN STYLE OPTION NOV 01, 2034 G 1.3 KNOCK OUT O 1.1375 KNOCK OUT Q 1.21 BARRIER EXP 12/1/03 XEURCA-TO-Z NW PUT USD CALL NZD - 10,000,000 USD - 6,750,000.00 USD - 188,325.00 - 188,325.00 - 308,562.50 - 120,237.50 FX EUROPEAN STYLE OPTION OCT 11.2004 C .675 KNOCK IN TRIGGERED @ .6685 KNOCK OUT @ .7020 XNZ DPA-CM-Z AUD PUT USD CALL AUD - 10,000,000 USD - 7,775,000.00 USD - 266,683.00 - 266,683.00 - 424,972.20 - 158,289.20 FX EUROPEAN STYLE OPTION OCT 11.2004 @ .7775 KNOCK IN TRIGGERED @ .7565 KNOCK OUT @ .8020 XAUDPA-CQ-Z AUD PUT USD CALL AUD - 16,666,666.66 USD - 12,749,999.99 USD - 303,450.00 - 303,450.00 - 477,747.00 - 174,297.00 FX EUROPEAN STYLE OPTION JUL 14, 2004 .765 KNOCK IN G .75 KNOCK OUT C .7975 XAUDPA-CS-Z Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031553 SDNY_GM_00300751 EFTA01506565