EFTA01507215

06 12004 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 20 of 72 Tattle Date Settlement Date TYPO Description Gummy Quantity PncetIng Settled continued Jun 8 Jun 10 Buy-Back Opt GBP CALL USD PUT USD 5,000,000 FX EUROPEAN STYLE OPTION JUN 15, 2004 @ 1.83 KNOCK IN TRIGGERED 1.86 Jun 8 Jun 10 Write Option GBP CALL USD PUT USD - 5,000,000 0.48 FX EUROPEAN STYLE OPTION JUN 15, 2004 1.835 Jun 8 Jun 10 Write Option GBP PUT USD CALL USD - 5,000,000 0.28 FX EUROPEAN STYLE OPTION JUN 15, 2004 1.825 Jun 9 Jun 11 Buy-Back Opt EUR CALL USD PUT USD 5,000,000 FX EUROPEAN STYLE OPTION JUN 15, 2004 @ 1.185 KNOCK IN TRIGGERED @ 1.2 Jun 9 Jun 11 Write Option EUR CALL USD PUT USD - 10,000,000 0.195 FX EUROPEAN STYLE OPTION JUN 15.2004 @ 1.215 Jun 9 Jun 11 Write Option EUR PUT USD CALL USD - 10,000,000 0.195 FX EUROPEAN STYLE OPTION JUN 15.2004 @ 1.1975 Jun 9 Jun 14 Purchase 6 MONTH CHF BASKET STRUCTURE CHF 10,000,000 100.00 100% PRINCIPAL PROTECTED IN USD JPMORGAN CHASE LONDON EXPIRES 12/15/004 PRICED IN CHF Jun 10 Jun 15 Buy-Back Opt AUD CALL USD PUT USD 5,000,000 FX EUROPEAN STYLE OPTION JUN 16, 2004 .69 KNOCK IN TRIGGERED 1.2; .71 Jun 10 Jun 15 Write Option AUD CALL USD PUT USD - 5,000,000 0.725 FX EUROPEAN STYLE OPTION JUN 16.2004 @ .6975 Realced Market CostProc cols Tax Cost Gamins USD - 59,704.00 91,500.00 31,796.00 S 44,040.00 25,550.00 - 112,575.00 59,487.08 - 53,087.92 S 23,693.00 23,351.00 - 10,000,000.00 - 53,044.00 48,645.00 - 4,399.00 S 25,284.00 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032227 SDNY_GM_00301425 EFTA01507215