EFTA01507210

06 INN Account Number: FINANCIAL TRUST COMPANY INC June 01, 2004 - June 30, 2004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Asset Account Portfolio Page 12 of 72 Description Cupp Amount Counter Currency Counter Premium Amount Currency Premium Local Premium USD Curtest: Market Value USD Unrealized Gant/LOU USD Foreign Exchange continued HUF PUT USD CALL HUF -2,580,000,000 USD - 12,000,000.00 USD - 451,200.00 - 451,200.00 - 253,639.80 197,560.20 FX EUROPEAN STYLE OPTION DEC 20.2004 (0 215. KNOCK IN § 225 KNOCK OUT C 202 XHUFPA-AL-Z NZO CALL USD PUT NZD - 10,000,000 USD - 6,250,000.00 USD - 163,750.00 - 163,750.00 - 219,778.00 - 56,028.00 FX EUROPEAN STYLE OPTION DEC 23.2004 C .625 KNOCK IN .6450 XNZDCA-CM-Z AUD CALL USD PUT AUD - 10,000,000 USD - 6,900,000.00 USD - 124,890.00 - 124,890.00 - 182,261.10 - 57,371.10 FX EUROPEAN STYLE OPTION DEC 23.2004 .69 KNOCK IN (fp .7250 KNOCK OUT fp .65 XAUDCA-CD-Z NZD CALL USD PUT NZD - 22,000,000 USD - 13,750,000.00 USD - 398.750.00 - 398,750.00 - 483,511.60 - 84,761.60 FX EUROPEAN STYLE OPTION DEC 23.2004 .625 KNOCK IN O .6450 XNZDCA-CN-Z NW CALL USD PUT NZD - 27,000,000 USD - 17,280,000.00 USD - 369,792.00 - 369,792.00 - 424,900.89 - 55,108.89 FX EUROPEAN STYLE OPTION DEC 23.2004 a .64 KNOCK IN .6515 XNZDCA-CO-Z P ZAR CALL USD PUT ZAR - 61,800,000 USD - 10,000,000.00 USD - 164,000.00 - 164,000.00 0.00 164,000.00 FX EUROPEAN STYLE OPTION JUL 30. 2004 {2 6.18 KNOCK IN 0 5.95 XZARCA-AI-Z Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032219 SDNY_GM_00301417 EFTA01507210