09 Account Number: FINANCIAL TRUST COMPANY INC September 01, 2004 - September 30, 2004 JPMorgan Chase Bank 2004 345 Park Avenue. New York. NY 10154-1002 II3 JPMorgan Private Bank Asset Account Portfolio Page 14 of 62 Description Casio Amount Counter Currency Courser Premium Amount Currency Premium LOW Premium USD Current Kama Value USD UnItallied Galn/Lese USD Foreign Exchange continued AUD PUT USD CALL AUD - 4,000.000 USD - 3,110,000.00 USD - 106,673.20 - 106,673.20 - 213,817.68 - 107,144.48 FX EUROPEAN STYLE OPTION OCT 11.2004 .7775 KNOCK IN TRIGGERED @ .7565 KNOCK OUT @ 8020 XAUDPA-CO-Z AUD PUT USD CALL AUD - 1,500,000 USD - 1,155,000.00 USD - 23,561.94 - 23,561.94 - 74,303.22 - 50,741.28 FX EUROPEAN STYLE OPTION NOV 22, 2004 @ .77 KNOCK IN TRIGGERED @ .755 KNOCK OUT Q .7965 XAUDPA-DH-Z 1148 CALL USD PUT THB 2,700,000,000 USD 75,000,000.00 USD 405,000.00 405,000.00 0.00 - 405,000.00 FX EUROPEAN STYLE OPTION FEB 23. 2005 Q 36 XTHBCA-AC-Z THB CALL USD PUT THB 351,500,000 USD 9,250,000.00 USD 108,225.00 108,225.00 541.31 - 107,683.69 FX EUROPEAN STYLE OPTION FEB 23, 2005 @ 38. XTHBCA-AB-Z TWD CALL USD PUT TWO 327,500,000 USD 10,000,000.00 USD 196,000.00 196,000.00 18,231.93 - 177,768.07 FX EUROPEAN STYLE OPTION MAR 01, 2005 @ 32.75 XTWDCA-AB-Z Total Foreign Exchange - 1,003,538.14 - 1,350,162.39 - 346,824.25 Eichertypasted options we vatted use; mein p.a.* at t ,e dosed busyness to stilton:in dote OvaiTro-Counter tO TC)opoons po valued et IASI, prof untessOthenvite ogieed See: linpOrtantiniOnnatiOn about Pricing and Valuation. Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032715 SDNY_GM_00301913 EFTA01507650