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 II3JPMorgan Private Bank Asset Account Portfolio Page 11 of 48 Description Cupp Amount Counter Currency Counter Premium Amount Currency Premium LOW Premium USD Current Market Value USD Unrealised Want oss USD Foreign Exchange continued JPY PUT USD CALL JPY 2,300,000,000 USD 20,000,000.00 USD 190,000.00 190,000.00 126,753.00 - 63,247.00 FX EUROPEAN STYLE OPTION FEB09, 2005 02 115. XJPYPA-KB-Z ZAR PUT USD CALL ZAR - 46,080,000 USD - 7,200,000.00 USD - 194,400.00 - 194,400.00 - 404,588.85 - 210,188.85 FX EUROPEAN STYLE OPTION OCT 14, 2004 @ 6.4 KNOCK IN TRIGGERED C6.7 XZARPA-AL-Z HKD PUT USD CALL HKD 156,660,000 USD 20,000,000.00 USD 312,280.00 312,280.00 396.35 - 311,883.65 FX EUROPEAN STYLE OPTION SEP 23. 2004 02 7.833 XHKDPA-AH-Z EUR CALL USD PUT EUR 10,000,000 USD 13,000,000.00 USD 56,447.00 56,447.00 14,644.40 - 41,802.60 FX EUROPEAN STYLE OPTION NOV 01, 2004 @1.3 KNOCK OUT @ 1.1375 KNOCK OUT @ 1.21 BARRIER EXP 12/1/03 XEURCA-TO-Z AUD PUT USD CALL AUD - 4,000,000 USD - 3,110,000.00 USD - 106,673.20 - 106,673.20 - 296,258.92 - 189,585.72 FX EUROPEAN STYLE OPTION OCT 11, 2004 @ .7775 KNOCK IN TRIGGERED@ .7565 KNOCK OUT Q .8020 XAUDPA-CO-Z NZD PUT USD CALL NZD - 3,013,500 USD - 2,049,180.00 USD - 85,040.97 - 85,040.97 - 111,790.39 - 26,749.42 FX EUROPEAN STYLE OPTION NOV 22.2004 @ .68 KNOCK IN TRIGGERED @ .6625 XNZDPA-DC-Z Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032540 SDNY_GM_00301738 EFTA01507491