EFTA01506823

03 2004 Account Number: FINANCIAL TRUST COMPANY INC March 01, 2004 - March 31, 2004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Asset Account Portfolio Page 13 of 88 Description Coeds Amount Counter Currency Counter Premium Amount Currency Premium Leal Premium USD Current hairnet Value USD Unrealized Groat on USD Foreign Exchange continued EUR PUT CHF CALL EUR 10,096.774 CHF 15,649,999.70 USD 137,397.00 137,397.00 76,026.08 - 61,370.92 FX EUROPEAN STYLE OPTION JUN 25, 2004 (42 1.55 XEURPA-NV-Z EUR PUT CHF CALL EUR - 10,262,295 CHF - 15,649,999.88 USD - 42,394.00 - 42,394.00 - 26,850.06 15,543.94 FX EUROPEAN STYLE OPTION JUN 25, 2004 Q 1.525 KNOCK INC 1.52 XEURPA-NW-Z EUR CALL CHF PUT EUR - 10,000,000 CHF - 15,650,000.00 USD - 36,146.00 - 36,146.00 - 43,821.50 - 7,675.50 FX EUROPEAN STYLE OPTION JUN 25. 2004 C 1.565 XEURCA-VR-Z EUR PUT CHF CALL EUR 10,096,774 CHF 15,649,999.70 USD 141,691.00 141,691.00 76,026.08 - 65,664.92 FX EUROPEAN STYLE OPTION JUN 25, 2004 Q 1.55 XEURPA-NS-Z EUR PUT CHF CALL EUR - 10,262,295 CHF - 15,649,999.88 USD - 44,887.00 - 44,887.00 - 26,850.06 18,036.94 FX EUROPEAN STYLE OPTION JUN 25, 2004 Q 1.525 KNOCK INC 1.52 XEURPA-NT-Z NOK CALL USD PUT NOK - 102,750,000 USD - 15,000,000.00 USD - 121,500.00 - 121,500.00 - 192,131.20 -70,631.20 FX EUROPEAN STYLE OPTION APR 28, 2004 C 6.85 KNOCK IN Q 6.75 XNOKCA-CG-Z Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031812 SDNY_GM_00301010 EFTA01506823