EFTA01507282

06 IMO,' Account Number: FINANCIAL TRUST COMPANY INC JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 Asset Account Portfolio June 01, 2004 - June 30, 2004 JPMorgan Private Bank Page 23 of 72 Treat Statement Date Otte Type Description Canines OuerWly Pricealnit Marker CoseProcteds Tax Cost Realized Gainless USD Settled continued Jun 23 Jun 25 Write Option ZAR CALL USD PUT USD - 62,675,000 0.30 30,000.00 FX EUROPEAN STYLE OPTION JUN 24, 2004 @ 6.2675 Jun 24 Jun 28 Write Option NW CALL USD PUT USD - 22,000,000 2.90 398,750.00 FX EUROPEAN STYLE OPTION DEC 23, 2004 e .625 KNOCK IN e .6450 Jun 24 Jun 28 Write Option NW CALL USD PUT USD - 27,000,000 2.14 369,792.00 FX EUROPEAN STYLE OPTION DEC 23, 2004 e .64 KNOCK IN @ .6515 Jun 24 Jun 28 FX Option Assi ZAR CALL USD PUT USD 12,535,000 0.00 6,000 00 6,000.00 S FX EUROPEAN STYLE OPTION JUN 24. 2004 @ 6.2675 Jun 24 Jun 28 FX Opt Asgn'D SPOT CURRENCY TRANSACTION USD - 12,535,000 6.267 2,000,000.00 - 1,998,405.74 1,594.26 S SETTLEMENT OF ASSIGNED FX OPTION SELL ZAR BUY USD Jun 25 Jun 28 Buy-Back Opt NZD PUT USD CALL USD 2,200,000 - 138,380.00 62,084.00 - 76,296.00 S FX EUROPEAN STYLE OPTION NOV 22. 2004 @ .68 KNOCK IN TRIGGERED e .6625 Jun 25 Jun 28 Buy-Back Opt NZO PUT USD CALL USD 5,000,000 - 95,287.50 90,720.00 - 4,567.50 S FX EUROPEAN STYLE OPTION SEP 13, 2004 e .63 KNOCK IN TRIGGERED @ .60 Jun 28 Jun 28 Expired Opt NZD PUT USD CALL NZD 10,000,000 0.00 193,725.33 193,725.33 S FX EUROPEAN STYLE OPTION NOV 10, 2004 @ .615 KNOCK IN TRIGGERED e .60 KNOCK OUT @ .642 Issued in USD Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032302 SDNY_GM_00301500 EFTA01507282