EFTA01506997

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 17 of 82 Description Cons Amount Counter Currency Counter Premium amount Currency Premium Local Premium USD Current Merkel Value USD Unrealized Gain/Loss USD Foreign Exchange continued AUD PUT USD CALL AUD -1,500,000 USD - 1,155,000.00 USD - 23,561.94 - 23,561.94 - 102,187.29 - 78,625.35 FX EUROPEAN STYLE OPTION NOV 22, 2004 Q .77 KNOCK IN O TRIGGERED O 755 KNOCK OUT @ .7965 XAUDPA-DH-Z THB CALL USD PUT THB 2,700,000,000 USD 75,000,000.00 USD 405,000.00 405,000.00 104,895.00 - 300,105.00 FX EUROPEAN STYLE OPTION FEB 23. 2005 0 36. XTHBCA-AC-Z THB CALL USD PUT THB 351,500,000 USD 9,250,000.00 USD 108,225.00 108,225.00 52,130.97 - 56,094.03 FX EUROPEAN STYLE OPTION FEB 23. 2005 0 38. XTHBCA-AB-Z TWD CALL USD PUT TWD 327,500,000 USD 10,000,000.00 USD 196,000.00 196,000.00 141,692.88 - 54,307.12 FX EUROPEAN STYLE OPTION MAR 01.2005 O 32.75 XTWDCA-AB-Z EUR CALL USD PUT EUR - 5,625,000 USD - 6,975,000.00 USD - 134,618.00 - 134,618.00 - 56,525.12 78,092.88 FX EUROPEAN STYLE OPTION JUL 20. 2004 O 1.24 KNOCK INO 1.26 XEURCA-VN-Z NZD PUT USD CALL NZD - 15,000,000 USD - 9,450,000.00 USD - 272,160.00 - 272,160.00 - 422,227.95 - 150,067.95 FX EUROPEAN STYLE OPTION SEP 13. 2004 0 .63 KNOCK IN O .60 XNZDPA-DE-Z Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031986 SDNY_GM_00301184 EFTA01506997