05 12004 Account Number: FINANCIAL TRUST COMPANY INC May 01, 2004 - May 31, 2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 fl JPMorgan Private Bank Asset Account Portfolio Page 15 of 78 DeScrestron Counter Coop Amount Currency Counter Premium Amount Currency Premium Premium Current Marker Unrealized Lotreal USD Valve USO %lilt C48 (ISO Foreign Exchange continued GBP CALL USD PUT GBP - 5,000,000 USD - 9,150,000.00 USD - 91,500.00 - 91,500.00 - 82,247 05 9,252.95 FX EUROPEAN STYLE OPTION JUN 15, 2004 @ 1.83 KNOCK IN TRIGGERED ig 1.86 XGBPCA4.11AAZ Total Foreign Exchange - 1,586,179.06 - 5,467,207.26 - 3,881,028.19 E ircharsde4slod options we ~red using ~fret peses at de cØd busssess Ay statement dabs OveriTne-CounIce (0 rc) opens ans valued et (4.54(ar).:4 ((Noss oll5cnstio agreed See: Important Information abets( emu, and Valuations. anpOrtan< WOrtntatifel abate Priddyand Valuation* Pores some of which are ~ad by pricing sennue or oter sauces **soh we deem ratable ere not guaranteed for eccurscy or es reerkzeble yokes ttetadOna a Crier 'e -Munter ~warms 2)~(0( 15 ~Mine ~tan trencetereiceteled eepOile pealudt Nev. ONO prilipann On a Md-nbertrel ben Tnate retuebonfene alc)((ve ~es as de* o»()C1 Ittrainele Cil the dare d trut sia(e~ and. incept as morsel* agreed sn "rand, ~Se velvets:oil do ral mama.« the actual *Me at which reinfections 0' åtteuntin CVrsd be boa» Ca acid a new eanaSa ~AI be entered IMO. Cc the *Cruel Wind On nhth eittlinG fraInsachons neurtis Ød be Haut:Wed as Of tne dated the statement We do not necrent thee completeness a «Clingy These vet/Winne Ye dewed lean peCeIletary moos band upon well reCOdneed Mena( printiplet and at nave Mien necessary to <tektite» the ~ant value Of future Cash Ibn made reasonable Adana** atiOut 'Natant future ~Mt COnditittr1,1 ilesisatannit &Mad On oats ~deb or &Wet nitunnetKine May yeti, ariert: ~oh Morgan Pinta* declaims any reopenseddy la (1) the scanty aCYrBCyd the models a ealtnetieS end in derntnid the råkehtni. (1) any «rein a OnalliOna m cotrpohnø cr drepirrnbrIO the sae!~ ard (3) any uses 10 winch me vtAMMOnå år• put VatratiOns are prOnded IC nnicernetiOn purpOnf only and are intended sokery fa )ea own use Reese mite lo tr.) trade °intimation for deteSs of went transaction Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032144 SDNY_GM_00301342 EFTA01507144