EFTA01506993

04 INN Account Number: FINANCIAL TRUST COMPANY INC April 01, 2004 - April 30, 2004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Asset Account Portfolio Page 13 of 82 Description Comp Amount Counter Currency Counter Premium Amount Currency Premium Local Premium USD Current Market Moe USD Unrealized Saint oat USD Foreign Exchange continued EUR CALL CHF PUT EUR - 10,000,000 CHF - 15,650,000.00 USD - 38,273.00 - 38,273.00 - 27,907.40 10,365.60 FX EUROPEAN STYLE OPTION JUN 25, 2004 @ 1.565 XEURCA-VS-Z EUR PUT CHF CALL EUR 10,096,774 CHF 15,649,999.70 USD 137,397.00 137,397.00 57,367.95 - 80,029.05 FX EUROPEAN STYLE OPTION JUN 25, 2004 @ 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 - 26,266.04 16,127.96 FX EUROPEAN STYLE OPTION JUN 25, 2004 G 1.525 KNOCK IN e 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 - 27,907.40 8,238.60 FX EUROPEAN STYLE OPTION JUN 25, 2004 @ 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 57,367.95 - 84,323.05 FX EUROPEAN STYLE OPTION JUN 25, 2004 @ 1.55 XEURPA-NS-Z EUR PUT CHF CALL EUR - 7,262,295 CHF - 11,074,999.88 USD - 31,765.08 - 31,765.08 - 26,265.98 5,499.10 FX EUROPEAN STYLE OPTION JUN 25, 2004 G 1.525 KNOCK IN G 1.52 XEURPA-NT-Z EUR PUT USD CALL EUR - 5,500,000 USD - 6,600,000.00 USD - 198,660.00 - 198,660.00 - 219,329.88 - 20,669.88 FX EUROPEAN STYLE OPTION OCT 27, 2004 0 1.2 KNOCK IN TRIGGERED G 1.1885 XEURPA-NX-Z Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031982 SDNY_GM_00301180 EFTA01506993