07 12004 Account Numbe FINANCIAL TRUST COMPANY INC July 01, 2004 - July 31, 2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Asset Account Portfolio Page 21 of 65 Trade Date Statement Date TYPO Deteription awning Quantity PriedUnit Market CesePteeteds Tax Cost Realized Galnactse LISO Settled continued Jul 6 Jul 8 Buy-Back Opt NZO CALL USD PUT USD 10,000.000 - 221,440.00 136,960.00 - 84,480.00 S FX EUROPEAN STYLE OPTION DEC 23, 2004 e .64 KNOCK IN TRIGGERED Q .6515 Jul 6 Jul 8 Write Option NW PUT USD CALL USD - 10,000,000 3.76 244,400.00 FX EUROPEAN STYLE OPTION DEC 23, 2004 .65 KNOCK IN TRIGGERED Q .635 KNOCK OUT Q .68 Jul 7 Jul 9 Write Option AUD PUT USD CALL USD - 10,000,000 0.297 21,494.00 FX EUROPEAN STYLE OPTION JUL 08, 2004 Q .7225 Jul 8 Jul 12 Buy-Back Opt AUD PUT USD CALL USD 4,000,000 - 38,088.00 91,908.00 53,820.00 S FX EUROPEAN STYLE OPTION OCT 11, 2004 Q .69 KNOCK IN Q .67 Jul 8 Jul 12 FX Option Assi AUD PUT USD CALL USD 10,000.000 0.00 21,494.00 21,494.00 S FX EUROPEAN STYLE OPTION JUL 08, 2004 Q .7225 Jul 8 Jul 12 Buy-Back Opt HUF PUT USD CALL USD 1,002,250,000 - 72,200.00 277,875.00 205,675.00 S FX EUROPEAN STYLE OPTION SEP 16. 2004 ft 211. KNOCK INC 220 Jul 8 Jul 12 Buy-Back Opt NW PUT USD CALL USD 15,000,000 - 134,400.00 233,280.00 98,880.00 S FX EUROPEAN STYLE OPTION APR 04, 2005 Q .64 KNOCK OUT 02 .6635 Jul 8 Jul 12 FX Opt Asgn'D SPOT CURRENCY TRANSACTION USD 10,000,000 1.384 - 7,225,000.00 7,225,000.00 SETTLEMENT OF ASSIGNED FX OPTION BUY AUD SELL USD Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032372 SDNY_GM_00301570 EFTA01507342