EFTA01506995

04 12004 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 15 of 82 Description Cupp Amount Counter Currency Counter Premium Amount Currency Premium Local Premium USD Current Markel Value USD Unrealized 0•1410,36 USD Foreign Exchange continued P AUD CALL USD PUT AUD 0 USD 0.00 USD 0.00 0.00 FX EUROPEAN STYLE OPTION APR 30, 2004 @ .7181 XAUDCA-BX-Z P NZO CALL USD PUT NZD 0 USD 0.00 USD 0.00 0.00 FX EUROPEAN STYLE OPTION APR 30, 2004 O .6225 XNZDCA-CE-Z JPY PUT USD CALL JPY -1,110,000,000 USD - 10,000,000.00 USD - 138,000.00 - 138,000.00 0.00 138,000.00 FX EUROPEAN STYLE OPTION NOV 04, 2004 @ 111. KNOCK IN O 112.5 KNOCK OUT O 106.25 XJPYPA•JNFZ HKD PUT USD CALL HKD 156,660,000 USD 20,000,000.00 USD 312,280.00 312,280.00 13,455.53 - 298,824.47 FX EUROPEAN STYLE OPTION SEP 23. 2004 O 7.833 XHKOPA•AH•Z EUR CALL USD PUT EUR 5,000,000 USD 6,250,000.00 USD 49,186.20 49,186.20 350,075.40 300,889.20 FX EUROPEAN STYLE OPTION NOV 01, 2004 O 1.25 KNOCK OUT O 1.1375 KNOCK OUT @ 1.21 BARRIER EXP 12/1/03 XEURCA-TP-Z EUR CALL USD PUT EUR 10,000,000 USD 13,000,000.00 USD 56,447.00 56,447.00 84,792.90 28.345 90 FX EUROPEAN STYLE OPTION NOV 01. 2034 @ 1.3 KNOCK OUT Q 1.1375 KNOCK OUT O 1.21 BARRIER EXP 12/1/03 XEURCA-TO-Z Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031984 SDNY_GM_00301182 EFTA01506995