09 2004 Account Number: CLI FINANCIAL TRUST COMPANY INC September 01, 2004 - September 30, 2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Asset Account Portfolio Page 13 of 62 Description Casio Amount Counter Currency CO WIN Premium Amount Currency Premium LOCSI Premium USD Current kismet Value USD Unrealized Saint oat USD Foreign Exchange continued GBP PUT USD CALL GBP - 7,000,000 USD - 12,390,000.00 USD - 324,618.00 - 324,618.00 - 142,452.59 182,165.41 FX EUROPEAN STYLE OPTION MAR 07, 2005 Q 1.77 KNOCK IN @ 1.775 KNOCK OUT @ 1.84 XGBPPA-HP-Z P ZAR CALL USD PUT ZAR - 41,925,000 USD - 6,500,000.00 USD - 58,500.00 - 58,500.00 - 110,570.48 - 52,070.48 FX EUROPEAN STYLE OPTION OCT 14, 2004 a 6.45 XZARCA-AK-Z P AUD PUT USD CALL AUD - 20,000,000 USD - 14,300,000.00 USD - 215,930.00 - 215,930.00 0.00 215,930.00 FX EUROPEAN STYLE OPTION APR 01, 2005 a .715 KNOCK IN TRIGGERED @ .7193 BARRIER EXP 10/7/2004 XAUDPA-DX-Z P NZD PUT USD CALL NZD - 10,000,000 USD - 6,650,000.00 USD - 99,750.00 - 99,750.00 0.00 99,750.00 FX EUROPEAN STYLE OPTION MAR 31, 2005 @ .665 KNOCK IN TRIGGERED @ .67 BARRIER EXP 10/7/2004 XNZDPA-EH-Z EUR CALL USD PUT EUR 10,000,000 USD 13,000,000.00 USD 56,447.00 56,447.00 9,811.40 - 46,635.60 FX EUROPEAN STYLE OPTION NOV 01, 2C•34 @ 1.3 KNOCK OUT @ 1.1375 KNOCK OUT it 1.21 BARRIER EXP 12/1/03 XEURCA-TO-Z Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032714 SDNY_GM_00301912 EFTA01507649