08 2004 Account Number: FINANCIAL TRUST COMPANY INC August 01, 2004 - August 31, 2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Asset Account Portfolio Page 12 of 48 Description Comp Amount Counter Currency Counter Premium Amount Currency Premium LOW Premium USD Current WM.! Value USD Unttalized &Holt Ose USD Foreign Exchange continued NZD PUT USD CALL NZD - 1,986,500 USD - 1,350,820.00 USD - 61,192.17 - 61,192.17 - 73,692.26 - 12,500.09 FX EUROPEAN STYLE OPTION NOV 22, 2004 @ .88 KNOCK IN TRIGGERED @ .6625 XNZDPA-DB-Z AUD PUT USD CALL AUD - 1,500,000 USD - 1,155,000.00 USD - 23,561.94 - 23561.94 - 105,289.35 - 81,727.41 FX EUROPEAN STYLE OPTION NOV 22.2004 @ .77 KNOCK IN TRIGGERED @ .755 KNOCK OUT @ .7965 XAUDPA-DH-Z THB CALL USD PUT THB 2,700,000,000 USD 75,000,000.00 USD 405,000.00 405,000.00 405.00 - 404,595.00 FX EUROPEAN STYLE OPTION FEB 23. 2005 @ 36. XTHBCA-AC-Z THB CALL USD PUT THB 351,500,000 USD 9,250,000.00 USD 108,225.00 108,225.00 2,488.62 - 105,736.38 FX EUROPEAN STYLE OPTION FEB 23. 2005 @ 38. XTHBCA-AB-Z 7WD CALL USD PUT 7WD 327,500,000 USD 10,000,000.00 USD 196,000.00 196,000.00 21,598.63 - 174,401.37 FX EUROPEAN STYLE OPTION MAR 01, 2005 @ 32.75 XTWDCA-AB-Z Total Foreign Exchange - 141,519.28 - 1,962,284.22 - 1,820,764.90 ExClumpalaled OpeOne me cabal using matter ♦roes SI Me abet of business for statement date Over-The-Cormier (OTC)Optona are valued el Mict.MOikitt. unlesSOnterwin agreed. Sec Important Information about Pricing aria Valuations. Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032493 SDNY_GM_00301691 EFTA01507448