05 INN Account Number: FINANCIAL TRUST COMPANY INC May 01, 2004 - May 31, 2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Asset Account Portfolio Page 12 of 78 Description Ceara Amount Counter Currency Counter Premium Amount Currency Premium Local Premium USD Current Market Value USD Unrealized Saint oat USD Foreign Exchange continued JPY PUT USD CALL JPY -1,110,000,000 USD - 10,000,000.00 USD - 138,000.00 - 138,000.00 - 174,591.90 - 36,591.90 FX EUROPEAN STYLE OPTION NOV 04, 2004 C 111. KNOCK IN TRIGGERED @ 1125 KNOCK OUT C 106.25 XJPYPA-JVV-Z NZD PUT USD CALL NZD - 10,000,000 USD - 6,150,000.00 USD - 193,725.33 - 193,725.33 - 117,442.70 76,282.63 FX EUROPEAN STYLE OPTION NOV 10.2004 C .615 KNOCK IN TRIGGERED e .60 KNOCK OUT C .642 XNZDPA-DR-Z NZD CALL USD PUT NZD - 15,000,000 USD - 9,300,000.00 USD - 91,140.00 - 91,140.00 - 165,846.30 - 74,706.30 FX EUROPEAN STYLE OPTION JUN 10. 2004 .62 KNOCK IN TRIGGERED C .635 XNZ DCA-CG-Z AUD PUT USD CALL AUD - 4,000,000 USD - 2,760,000.00 USD - 91,908.00 - 91,908.00 - 61,658.96 30,249.04 FX EUROPEAN STYLE OPTION OCT 11, 2004 Ig .69 KNOCK IN Q .67 XAUDPA-DN-Z EUR CALL USD PUT EUR - 12,000,000 USD - 14,220,000.00 USD - 142,769.00 - 142,769.00 - 442,799.88 - 300,030.88 FX EUROPEAN STYLE OPTION JUN 15. 2004 411.165 KNOCK IN TRIGGERED (g 1.2 XEURCA-WK-Z AUD CALL USD PUT AUD - 5,000,000 USD - 3,450,000.00 USD - 48,645.00 - 48,645.00 - 119,709.35 - 71,064.35 FX EUROPEAN STYLE OPTION JUN 16.2004 Ig 69 KNOCK IN TRIGGERED .71 XAUDCA-BY-Z Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032063 SDNY_GM_00301261 EFTA01507073