EFTA01506996

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 16 of 82 Description Cunt Amount Counter Currency Counter Premium Amount Currency Premium Loos; Premium USD Current Merkel Value USD Unrealized Oeln/LOSe USD Foreign Exchange continued AUD PUT USD CALL AUD - 8,000.000 USD - 6,220,000.00 USD - 213,346.40 - 213,346.40 - 572,851.84 - 359,505.44 FX EUROPEAN STYLE OPTION OCT 11. 2004 .7775 KNOCK IN TRIGGERED 0 .7565 KNOCK OUT @ .8020 XAUDPA-CO-Z NZD PUT USD CALL NZD - 12,000,000 USD - 7,560,000.00 USD - 233,226.00 - 233,226.00 - 387,788.28 - 154,562.28 FX EUROPEAN STYLE OPTION OCT 19, 2004 @ .63 XNZDPA-CS-Z EUR PUT USD CALL EUR - 1,100,000 USD - 1,342,000.00 USD - 37,710.20 - 37,710.20 - 56,613.83 - 18,903.63 FX EUROPEAN STYLE OPTION OCT 27.2004 (p 1.22 KNOCK IN TRIGGERED @ 1.202 XEURPA-MG-Z NW PUT USD CALL NZD - 16,650,000 USD - 11,322,000.00 USD - 469,863.00 - 469,863.00 - 1,234,189.74 - 764,326.74 FX EUROPEAN STYLE OPTION NOV 22.2004 @ .68 KNOCK IN TRIGGERED @ .6625 XNZDPA-DC-Z NZO PUT USD CALL NZD - 1,986,500 USD - 1,350,820.00 USD - 61,192.17 - 61,192.17 - 147,245.32 - 86,053.15 FX EUROPEAN STYLE OPTION NOV 22, 2004 @ .68 KNOCK IN TRIGGERED @ .6625 XNZDPA-D8-Z GBP PUT USD CALL GBP - 5,750,000.66 USD - 10,781,251.24 USD - 349,312.54 - 349,312.54 - 727,672.70 - 378,360.16 FX EUROPEAN STYLE OPTION AUG 20.2004 @ 1.875 KNOCK IN TRIGGERED @ 1.8375 XGBPPA-GN•Z Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031985 SDNY_GM_00301183 EFTA01506996