EFTA01506994

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 14 of 82 Deserspoon Cairo Amount Counter Currency Counter Premium Amount Currency Premium Local Premium USD Current Madtet Value USD Unrealized Gelntoss USD Foreign Exchange continued GBP CALL USD PUT GBP - 2,200,000 USD - 4,070,000.00 USD - 45,584.00 - 45,584.00 - 3,065.70 42,518.30 FX EUROPEAN STYLE OPTION MAY 24, 2004 @ 1.85 KNOCK IN O 1.87 XGBPCA-IB-Z AUD PUT USD CALL AUD - 14,000,000 USD - 10,220,000.00 USD - 347,480.00 - 347,480.00 - 471,587.34 - 124,107.34 FX EUROPEAN STYLE OPTION OCT 14.2004 0 .73 KNOCK IN @ .71 KNOCK OUT @ .7695 XAUDPA-DJ-Z NW PUT USD CALL NZD - 10,000,000 USD - 6,250,000.00 USD - 191,875.00 - 191,875.00 - 217,494.20 - 25,619.20 FX EUROPEAN STYLE OPTION OCT 21.2004 0 .625 KNOCK IN Q .6090 KNOCK OUT 0 .6500 XNZDPA-DP-Z AUD PUT USD CALL AUD - 10,000,000 USD - 7,275,000.00 USD - 246,623.00 - 246,623.00 - 315,605.90 - 68,982.90 FX EUROPEAN STYLE OPTION OCT 25.2004 @ .7275 KNOCK IN O .72 KNOCK OUT .7625 XAUDPA-DL-Z ZAR PUT USD CALL ZAR - 70,000,000 USD - 10,000,000.00 USD - 246,000.00 - 246,000.00 - 309,341.90 - 63,341.90 FX EUROPEAN STYLE OPTION JUN 03, 2004 7. KNOCK IN 0 7.15 XZARPA-AJ-Z P NZD CALL USD PUT NZD 0 USD 0.00 USD 0.00 0.00 FX EUROPEAN STYLE OPTION APR 30, 2004 0 .615 XNZDCA-CF-Z Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031983 SDNY_GM_00301181 EFTA01506994