EFTA01507085

05 INN Account Number: FINANCIAL TRUST COMPANY INC Trade Settlement Date Date TYPO Description JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 Asset Account Portfolio May 01, 2004 - May 31, 2004 Settled continued May 14 May 18 May 14May 17 May 18May 21 May 18May 21 May 18May 20 May 19May 21 May 19May 21 May 19May 21 May 19May 21 May 19May 21 Write Option Write Option Sell Option Sell Option Write Option Write Option Write Option AUD CALL USD PUT FX EUROPEAN STYLE OPTION JUN 16, 2004 @ .69 KNOCK IN Q .71 EUR CALL USD PUT FX EUROPEAN STYLE OPTION JUN 15, 2004 0 1.185 KNOCK IN TRIGGERED @ 1.2 EUR PUT CHF CALL FX EUROPEAN STYLE OPTION JUN 25.2004 152 1.55 EUR PUT CHF CALL FX EUROPEAN STYLE OPTION JUN 25.2004 © 1.55 NZD CALL USD PUT FX EUROPEAN STYLE OPTION MAY 19. 2004 @ .6033 AUD CALL USD PUT FX EUROPEAN STYLE OPTION MAY 20. 2004 @ .695 AUD PUT USD CALL FX EUROPEAN STYLE OPTION MAY 20, 2004 @ .695 FX Option AsN NZD CALL USD PUT FX EUROPEAN STYLE OPTION MAY 19, 20O4 @ .6033 NM CALL USD PUT FX EUROPEAN STYLE OPTION MAY 20, 2004 Q .605 Write Option NW PUT USD CALL FX EUROPEAN STYLE OPTION MAY 20, 2004 @ .605 Write Option JPMorgan Private Bank Page 24 of 78 Currency Quantity PnceUme Market Cost Psvcecds Tax Cost Realrzed Gattatoss USD USD - 5,000,000 1.41 48,645.00 USD - 12,000,000 1.004 142,769.00 USD - 96,774 1,620.70 - 1,358.06 262.64 S USD - 3,429,774 57,439.30 - 46,672.40 10,766.90 S USD - 10,000,000 0.325 19,607,00 USD - 10,000,000 0.355 24,673.00 USD - 10,000,000 0.395 27,453.00 USD 10,000,000 0.00 19,607.00 19,607.00 S USD - 10,000,000 0.375 22,688.00 USD - 10,000,000 0.415 25,108.00 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032075 SDNY_GM_00301273 EFTA01507085