06 2004 Account Number FINANCIAL TRUST COMPANY INC June 01, 2004 - June 30, 2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 O JPNlorgan Private Bank Asset Account Portfolio Page 1 c 12 Options scfpnon Cusp Amount Counter Currency Counter Premium Amount Currency Pramnim Local Premium USD Current Market Value USD Unrealized Gamlen USD Foreign Exchange HUF PUT USD CALL HUF -1,002,250,000 USD - 4,750,000.00 USD - 277,875.00 - 277,875.00 - 111,790.97 166,084.03 FX EUROPEAN STYLE OPTION SEP 16. 2004 0 211. KNOCK IN O 220 XHUFPA-A1-2 HUF PUT USD CALL HUF -1,696,000,000 USD - 8,000,000.00 USD - 424,000.00 - 424,000.00 - 177,147.20 246,852.80 FX EUROPEAN STYLE OPTION SEP 16. 2004 O 212. KNOCK IN O 220 XHUFPA-AJ-Z JPY PUT USD CALL JPY -1,110,000,000 USD - 10,000,000.00 USD - 138,000.00 - 138,000.00 - 97,191.60 40,808.40 FX EUROPEAN STYLE OPTION NOV 04.2004 O 111. KNOCK IN TRIGGERED 0 112.5 KNOCK OUT 106.25 XJPYPA-JW.Z AUD PUT USD CALL AUD - 4,000,000 USD - 2,760,000.00 USD - 91,908.00 - 91,908.00 - 76,307.88 15,600.12 FX EUROPEAN STYLE OPTION OCT 11.2004 0 .69 KNOCK IN 67 XAUDPA-DN-Z EUR PUT USD CALL EUR 20,000,000 USD 22,000,000.00 USD 96,800.00 96,800.00 66,956.20 - 29,843.80 FX EUROPEAN STYLE OPTION DEC 06.2004 0 1.1 XEURPA-OP-Z Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPN1-SDNY-00032218 SDNY_GM_00301416 EFTA01507209