09 JPMorgan Chase Bank 2004 345 Park Avenue, New York, NY 10154-1002 Account NumberFINANCIAL TRUST COMPANY INC Asset Account Portfolio September 01, 2004 - September 30, 2004 Esrime red Trade Settlement Date Dare Type DeterOptlon Gummy Quantity PrOcoUnd Pending Sep 29 Oct 1 Buy-Back Opt 2AR CALL USD PUT USD 41,925,000 0.00 FX EUROPEAN STYLE OPTION OCT 14, 2004 0 6.45 Sep 30 Oct 4 Write Option AUD PUT USD CALL USD - 20,000,000 1.51 FX EUROPEAN STYLE OPTION APR 01, 2005 0.715 KNOCK IN TRIGGERED O .7193 BARRIER EXP 10(7/2004 Sep 30 Oct 4 Write Option NZD PUT USD CALL USD - 10,000,000 1.50 FX EUROPEAN STYLE OPTION MAR 31.2005 O .665 KNOCK IN TRIGGERED 67 BARRIER EXP 10/7/2004 Sep 30 Oct 4 Sale 6 MONTH CHF LINKED STRUCTURE CHF - 5,000,000 0.00 100% PRINCIPAL PROTECTED IN CHF JPMORGAN LONDON 12/6/2004 Triad. Dare Statement Date Counter Currency Amount Gunny Counter Amount Contract Rate Revaluation Rate JPMorgan Private Bank Mantel CostProceeds Tax Cost Page 23 of 62 Realized Gaintoss USD - 70,200.00 215,930.00 99,750 00 58,500.00 - 11,700.00 S 5,011,209.24 - 5,000,000.00 23,143.75 S Contracted" Base Amount USO Revalued Amount USD Realized Gainless USD Settled Foreign Exchange Contracts SPECULATIVE AUSTRALIA DOLLAR - U S DOLLAR Jul 7 04 Sep 9 04 AUD - 10,000,000.00 USD 7,166,000.00 0716600 1.456771 7,166,000.00 - 6,864,499.24 301,500.76 Jul 804 Sep 904 AUD 10,000,000.00 USD - 7,180,000.00 0.718000 1.456771 - 7,180,000.00 6,864,499.24 - 315,500.76 Jul 12 04 Sep 14 04 AUD - 13,000,000.00 USD 9,361,300.00 0.720100 1.420556 9,361,300.00 - 9,151,349.59 209,950.41 Sep 10 04 Sep 14 04 AUD 13,000,000.00 USD - 8,983,000 00 0.691000 0691000 - 8,983,000.00 8,983,000.00 SWISS FRANC EURO CURRENCY Aug 16 04 Sep 14 04 CHF 22,953,000.00 EUR - 15,000,000.00 1.530200 1.256700 18,264,502 26 - 18,422,256.54 - 157,754.28 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032662 SDNY_GM_00301860 EFTA01507604