09 JPMorgan Chase Bank 2004 345 Park Avenue, New York, NY 10154-1002 Account Number: FINANCIAL TRUST COMPANY INC Trace Settlement Date Date Type Description Asset Account Portfolio September 01, 2004 - September 30, 2004 Settled continued Sep 8 Sep 10 Write Option Sep 9 Sep 13 Buy-Back Opt Sep 10 Sep 14 Sep 14 Sep 16 Sep 14 Sep 16 Sep 15 Sep 17 Write Option Buy-Back Opt Buy-Back Opt Write Option Sep 22 Sep 24 Write Option Sep 22 Sep 24 Purchase Opt NZO PUT USD CALL FX EUROPEAN STYLE OPTION MAR 08.2005 @ .64 KNOCK IN Q 0.625 KNOCK OUT @ 0.6725 JPY PUT USD CALL FX EUROPEAN STYLE OPTION NOV 04, 2004 @ 111. KNOCK IN TRIGGERED @ 112.5 KNOCK OUT @ 106.25 ZAR CALL USD PUT FX EUROPEAN STYLE OPTION OCT 14. 2004 @ 6.45 NZO PUT USD CALL FX EUROPEAN STYLE OPTION NOV 22, 2004 @ .68 KNOCK IN TRIGGERED @ .6625 NW PUT USD CALL FX EUROPEAN STYLE OPTION NOV 22. 2004 @ .68 KNOCK IN TRIGGERED @ .6625 MXN PUT USD CALL FX EUROPEAN STYLE OPTION MAR 17.2005 @ 11.55 KNOCK IN Q 11.62 BARRIER EXP 9/23/2004 WTI SHORT CALL OPTION USD PUT OPTION STRIKE 50 EXPIRING 12/15/2004 WTI LONG PUT OPTION USD CALL OPTION STRIKE 44 EXPIRING 12/15/2004 JPMorgan Private Bank Page 21 of 62 Currency °Landry Priconnit MaMer CostProceeds Tax Con Realatil Gannon USD USD - 13,000,000 3.55 295,360.00 USD 1,110,000,000 - 85,000.00 138,000.00 53,000.00 S USD - 83,850,000 0.90 117,000.00 USD 1,986,500 - 65,649.85 61,192.17 - 4,457.68 S USD 3,013,500 - 99,590.15 85,040.97 - 14,549.18 S USD - 115,500,000 1.80 180,000.00 USD - 250 525,000.00 USD 250 - 545,000 00 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032660 SDNY_GM_00301858 EFTA01507602