06 JPMorgan Chase Bank, N.A. 2006 34.5 Park Avenue, New York, NY 10154-1002 Account Number Asset Account Portfolio FINANCIAL TRUST COMPANY INC June 01, 2006 -June 30, 2006 Options JPMorgan Private Bank Page 10 of 23 Doscnotton Curap Amount Countor Counter Premium Currency Amount Currency Prernrum Local Pretwum USD Current Market Valve USD Untroalrzed Gain:Loss USD Foreign Exchange ZAR PUT USD CALL ZAR 37,944,250 USD 6,271,776.86 USD 180.000 00 180,000 00 0 00 - 180,000.00 FX EUROPEAN STYLE OPTION JUL 20, 2006 6.05 MXN CALL HUF PUT MXN 59,772,358 HUF 1,168.549,598 90 USD 200.000 00 200,000.00 87,573.08 - 112,426.92 FX EUROPEAN STYLE OPTION OCT 19, 2006 • 19.55 CALL 59,772,358 MXN 1.1.598.90 HUF Total Foreign Exchange 380,000.00 87,573.08 - 292,426.92 chengwAsted oprrows are verued using market moos at the close of busoness t statement date Oww.Tnetountc. (OTC) Wrens ere valued a? McIA4eu Se) uniess offrenviee agreed See: Important Informerion about Pricing end VelusDonS. Important Infommeen abe1R Pacing end Val version Rotes. some Of **PI WO mended by Antony seri rises Or other Wade vrtsth we deem reAlble. are riot yoerenleed kr eateley free reelable valuers Vatusbons doe -the-count. dentive tansoctons, matey pram denvetwes-netafecl &weal pnwfscfs. have teen prepared on a mthmarket ease Dune vetoer:As we macaw values as dew closed busyness a tne date at less statement and excess: es a Minya* agreed in tinting Pose vaAratrons do not represent In. Jackal Owns at which fransectiotuce securdwrs =AI be bought ce sold cc new treasectons cowl! be sowed sWo. or In* *duel lams on Wroth *many PaAusctens securities =AI be boudated as cr f the date or this :women! We do not warrant Cher conch:dorms or *canary Thee velvet:2ns ere dewed from proprietary rrodeAs based upon are tecorreed fauna/ panaples and we have. "ten re:pessary so astute the present rake a' tuna ash Iows mode reasonable astrnwes abase forwent Mite tracker condrtrons Velveteens based on arbitrate's or clfrerent assumptions mirywell (Afferent resues Mayan erns& dadiems any responstalty fOr WOW elanCY MO mOdOIS r egenatis used in dawn] the TAnarbont (2) any ono ce omissions in COMPang ce dossantuAng the naluanans, end (3) any uses b which the volustalS S. Pig VaknMv arw pOidOb Wormanon Proposes cory and we intenrkel solely la our own use Reese tar kr the Pad. con& nwrbon fro dere& cinch Inensecbon Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00033460 SDNY_GM_00302658 EFTA01508255