08 Account Number: FINANCIAL TRUST COMPANY INC August 01, 2004 - August 31, 2004 JPMorgan Chase Bank 2004 345 Park Avenue. New York, NY 10154-1002 II3 JPMorgan Private Bank Asset Account Portfolio Page 10 of 48 Options DOSCrellOn Cuero Amount Counter Currency Counter Premium Amount Currency Premium Load Premium USD Cument Maker Value USD Unrealized awnless USD Foreign Exchange JPY PUT USD CALL JPY -1,110,000,000 USD - 10,000,000.00 USD - 138,000.00 - 138,000.00 - 85,303.50 52,696.50 FX EUROPEAN STYLE OPTION NOV 04, 2004 (pill. KNOCK IN TRIGGERED Q 112.5 KNOCK OUT Q 106.25 XJPYPA-JW-Z EUR PUT USD CALL EUR 20,000,000 USD 22,000,000.00 USD 96,800.00 96,800.00 20,064.00 - 76,736.00 FX EUROPEAN STYLE OPTION DEC 06. 2004 Q 1.1 XEURPA-OP-Z AUD CALL USD PUT AUD - 5,000,000 USD - 3,450,000.00 USD - 62,445.00 - 62,445.00 - 115,550.00 - 53,105.00 FX EUROPEAN STYLE OPTION DEC 23.2004 Q .69 KNOCK IN TRIGGERED Q .7250 KNOCK OUT Q .65 XAUDCA-CD-Z EUR CALL CHF PUT EUR - 23,000,000 CHF - 35,408,500.00 USD - 169,326.00 - 169,326.00 - 160,941.03 8,384.97 FX EUROPEAN STYLE OPTION FEB 09. 2005 C 1.5395 KNOCK INC 1.5525 KNOCK OUT Q 1.5045 XEURCA-XL-Z EUR PUT USD CALL EUR - 22,000,000 USD - 26,840,000.00 USD - 665,632.00 - 665,632.00 - 795,219.92 - 129,587.92 FX EUROPEAN STYLE OPTION FEB 10.2005 Q 1.22 KNOCK INC 1.195 XEURPA-PD-Z Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032539 SDNY_GM_00301737 EFTA01507490