EFTA01585336

Confidential Treatment Requested by JPMorgan Chase 96Z99000-ANCIS-lnldf A Ba V4 ~man Chair emu. ri 12006 143, Ptak A•cpapc, New Yotk. NY 10134-1042 Accovni Numhcr RNA Ng^ I TRUST COMPANY 1NC Options Asset Account Portfolio April 01, 2006 -Apol 30. 2006 JPMorgan 0 Private Bank 13a,ge 10 4( 26 Offieus amar as Sias a.ea.. en* &Mar ak Mon Canny fremat &emery tar 41/0 re. 140 &Slam SO Forrogn Exchange ZAS4 PUT USITCAU. ZAR 42.140278 05 USE) 6 948 641 00 I.ND Ø,0O000 200,000 00 2041 261 37 291 33 FX EUROPEAN STYLE OPTION JUL 20 2006 e 603 XZARPA AN Z MXN C A LL NIX PUT MXN 59.772 358 II UF 1368,549.398 90 USE, 200 00000 200 000 00 I 045 850 07 049.950 07 FX EUROPEAN STYLE OPTION OCT 19 2006 • ISM ~MCA Al Tout Forego Twhatqto 400 000 00 1249.111 39 $49,111 29 Waad.$ • wed $n• • ea.. r al, • $. la< nu tri tre. want 0•11.4 r1(4.4~1:7 $ OTC) Lida w ~dad s$ ds. a~ ~win 4~ 3•• inontaltfribewillneeit hielweet ~av. a~ed andaw~d4~1~~~~ ht." lg....1 , we ~19,11b• pan% ine r•IN . $ a., d u. alta~ gia• ‘dratån fry Stewp•Mr• dim* dadma .L4.4.6~~ ~wed et tans 4traw arnlana 1~ ~ante* and ~ter lung dan• a ~wan era ~awn Own et no ~a ad NMI". clwr dam t I and war ~awn» nand dwdang Ma • a~~ Si« ~nee <es want ~mu *an fl aunt«. "Nat ~Li be tad. *Si 1:6 ~a name anal be ~I ~nil. wad ~Li se ~ad •Saah*Olit•Ckal“). ~Wan ~LI br lapses« ail cc an • sin bseerson, lr• ters wet. eenserecn er .rtren fl at • den«. an~ al don ~Iry non. it~rd *dawn , wand 4~~ pedann and at in ~1 ~Law 04.~ fi r na~4~ 64. dad aLdaz f.fikti•~1~~Nikril~ ^Srfle? f•t*W~‘CI gust!~ %,....inneltetnitørr &In. al» «p.m e.e ysid ørtcyrf me% fireen~elv him ngsens~n. lefieleeddLinnwarn< wean» na da~ end a ~ads na ibr.y awn adannwen• ~nand as alawal de Wawa* aana,4 an on a. •4~1114~~rea ~pm 4~~ *re ~Wed 4 Wand P~Sant~ Ind re air, gal. to sr ~a 141) Near 'am isderraeor ~Co seas tipe *ma *toe imeiet•••• EFTA01585336