EFTA01507072

05 12004 Account Number: 0 30171.00.5 FINANCIAL TRUST COMPANY INC May 01, 2004 - May 31, 2004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Asset Account Portfolio Page 11 of 78 Options DOSCrellOn Cuero Amount Counter Currency Counter Premium Amount Currency Prawn Load Premium USD Conant Maker Value USD Unrealized Dan toss USD Foreign Exchange HUF PUT USD CALL HUF -1,002,250,000 USD - 4,750,000.00 USD - 277,875.00 - 277,875.00 - 147,531.20 130,343.80 FX EUROPEAN STYLE OPTION SEP 16. 2004 O 211. KNOCK IN O 220 XHUFPA-A1-2 HUF PUT USD CALL HUF -1,696,000,000 USD - 8,000,000.00 USD - 424,000.00 - 424,000.00 - 235,082.56 188,917.44 FX EUROPEAN STYLE OPTION SEP 16, 2004 O 212. KNOCK IN @ 220 XHUFPA-AJ-Z EUR CALL CHF PUT EUR - 10,000,000 CHF - 15,650,000.00 USD - 38,273.00 - 38,273.00 - 1,213.80 37,059.20 FX EUROPEAN STYLE OPTION JUN 25, 2004 O 1.565 XEURCA-VS-Z EUR PUT CHF CALL EUR - 10,262,295 CHF - 15,649,999.88 USD - 42,394.00 - 42,394.00 - 32,684.08 9,709.92 FX EUROPEAN STYLE OPTION JUN 25, 2004 § 1.525 KNOCK IN O 1.52 XEURPA-NW-Z EUR PUT CHF CALL EUR - 7,262,295 CHF - 11,074,999.88 USD - 31,765.08 - 31,765.08 - 32,684.10 - 919.02 FX EUROPEAN STYLE OPTION JUN 25, 2004 0 1.525 KNOCK IN 0 1.52 XEURPA-NT-Z Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032062 SDNY_GM_00301260 EFTA01507072