12 Account Number FINANCIAL TRUST COMPANY INC December 01, 2004 - December 31, 2004 JPMorgan Chase Bank, N.A. 2004 345 Park Avenue, New York, NY 10154-1002 II3JPMorgan Private Bank Asset Account Portfolio Page 11 of 43 Description Cupp Amount Counter Currency Counter Premium Amount Currency Premium LOCO, Premium USD Current Market Value USD Unrealized OeltirLOSe Leo Foreign Exchange continued AUD PUT USD CALL AUD - 20,000,000 USD - 14,300,000.00 USD - 215,930.00 - 215,930.00 - 59,906.00 156,024.00 FX EUROPEAN STYLE OPTION APR 01, 2005 0.715 KNOCK IN TRIGGERED 0 .7193 BARRIER EXP 10/7/2004 XAUDPA-DX-Z NZD PUT USD CALL NZD - 10,000,000 USD - 6,650,000.00 USD - 99,750.00 - 99,750.00 - 43,713.10 56,036.90 FX EUROPEAN STYLE OPTION MAR 31, 2005 .665 KNOCK IN TRIGGERED e .67 BARRIER EXP 10/7/2004 XNZDPA-EH-Z EUR PUT USD CALL EUR - 10,500,000 USD - 13,177,500.00 USD - 322,848.75 - 322,848.75 - 27,676.32 295,172.43 FX EUROPEAN STYLE OPTION APR 20, 2005 O 1.255 XEURPA-PO-Z TH8 CALL USD PUT THB 2,700,000,000 USD 75,000,000.00 USD 405,000.00 405,000.00 20,412.00 - 384,588.00 FX EUROPEAN STYLE OPTION FEB 23, 2005 (12 36. XTHBCA-AC-Z THB CALL USD PUT THB 351,500,000 USD 9,250,000.00 USD 108,225.00 108,225.00 36,577.09 - 71,647.91 FX EUROPEAN STYLE OPTION FEB 23, 2005 38. XTHBCA-AB-Z TWD CALL USD PUT TWD 327,500,000 USD 10,000,000.00 USD 196,000.00 196,000.00 352,350.70 156,350.70 FX EUROPEAN STYLE OPTION MAR 01, 2005 (V 32.75 XTWDCA-AB-Z Total Foreign Exchange 91,370.25 152,081.65 60,711.40 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00033027 SDNY_GM_00302225 EFTA01507930