EFTA01506836

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 26 of 88 Trade Settlement One Date TYPO Description Settled continued Mar 16 Mar 18 Buy-Back Opt AUD PUT USD CALL FX EUROPEAN STYLE OPTION NOV 22, 2004 § .77 KNOCK IN Q TRIGGERED Q /55 KNOCK OUT Q .7965 Mar 16 Mar 16 Expired Opt CHF CALL USD PUT FX EUROPEAN STYLE OPTION MAR 15.2004 Q 1.15 Mar 16 Mar 16 Expired Opt CHF CALL USD PUT FX EUROPEAN STYLE OPTION MAR 16.2004 § 1.175 Mar 16 Mar 18 Buy-Back Opt EUR PUT USD CALL FX EUROPEAN STYLE OPTION JUL 16. 2004 § 1.22 Mar 16 Mar 18 Buy-Back Opt G8P PUT USD CALL FX EUROPEAN STYLE OPTION AUG 20. 2004 § 1.875 KNOCK IN TRIGGERED Q 1.8375 Mar 16 Mar 18 Buy-Back Opt GBP PUT USD CALL FX EUROPEAN STYLE OPTION NOV 22, 2004 02 1.865 KNOCK IN TRIGGERED § 1.8285 Mar 16 Mar 18 Write Option HUF PUT USD CALL FX EUROPEAN STYLE OPTION SEP 16. 2004 § 211. KNOCK IN § 220 Mar 16 Mar 18 Buy-Back Opt NW PUT USD CALL FX EUROPEAN STYLE OPTION NOV 22, 2004 § .68 KNOCK IN TRIGGERED § .6625 Cunancy Quantity Price'Unit Mader CosoPieceeds Tax Cost Realized GeincLoss USD USD 2,300,000 - 120,782.00 36,128.30 - 84,653.70 S USD - 80,500,000 0.00 - 543,848.00 - 543,848.00 S USD - 58,750,000 0.00 - 420,690.00 - 420,690.00 S USD 2,333,333 - 73,088.00 55,865.78 - 17,222.22 S USD 1,666,666 - 181,016.00 101,249.96 - 79,766.04 S USD 1,666,666 - 201,109.00 126,819.96 - 74,289.04 S USD -1,002,250,000 5.85 277,875.00 USD 5,000,000 - 294,100.00 141,100.00 - 153,000.00 S Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031825 SDNY_GM_00301023 EFTA01506836