EFTA01506840

03 JPMurgan Chase Bank 2004 345 Park Avenue. New York, NY 10154-1002 Account Number: FINANCIAL TRUST COMPANY INC March 01, 2004 - March 31, 2004 Asset Account Portfolio Trade Settlement Date Date Type Description Currency Cruantify PriceUnit Settled continued Mar 26 Mar 30 FX Opt Asgn'D SPOT CURRENCY TRANSACTION USD - 5,000,000 1.805 SETTLEMENT OF ASSIGNED FX OPTION SELL GBP BUY USD Mar 26 Mar 30 FX Opt Asgn'D SPOT CURRENCY TRANSACTION USD 10,000,000 1.845 SETTLEMENT OF ASSIGNED FX OPTION BUY GBP SELL USD Mar 29 Mar 31 Write Option EUR CALL USD PUT USD - 20,000,000 0.63 FX EUROPEAN STYLE OPTION APR 28, 2004 O 1.23 KNOCK IN O 1.25 Mar 29 Mar 31 Buy-Back Opt EUR PUT USD CALL USD 20,000,000 FX EUROPEAN STYLE OPTION OCT 27, 2004 1.22 KNOCK IN O 1.202 Mar 29 Mar 31 Write Option EUR PUT USD CALL USD - 25,000,000 101 FX EUROPEAN STYLE OPTION OCT 27. 2004 O 1.2 KNOCK IN O 1.1885 Mar 29 Mar 31 Write Option NZO CALL USD PUT USD - 20,000,000 0.22 FX EUROPEAN STYLE OPTION MAR 30, 2004 O .653 Trade Date Estimated Settlement Date Then Description Currency Ouandly JPMorgan Private Bank Market C *scatted* Tart Cost Page 30 of 88 Realized GaINLoss DSO 9,025,000.00 - 18,450,000.00 154,980.00 - 973,560.00 903,000.00 28,732.00 PfiCWUnil Market CostProceeds - 9,225,000.00 - 200,000.00 S 18,450,000.00 685,640.00 - 287,920.00 S Tax Cost GIII14.068 USD Pending Mar 30 Apr 1 Buy-Back Opt EUR CALL USD PUT FX EUROPEAN STYLE OPTION MAY 04, 2004 @ 1.29 KNOCK IN Q 1.33 USD 6,500,000 0.00 - 11,320.00 138,352.50 127,032.50 S Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031829 SDNY_GM_00301027 EFTA01506840