06 12003 Account Numbe FINANCIAL TRUST COMPANY INC June 01, 2003 - June 30, 2003 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Asset Account Portfolio Page 21 of 51 Trace Statement Date Date Type Description Settled continued Jun 25 Jun 27 Write Option AUD PUT USD CALL FX EUROPEAN STYLE OPTION MAR 25.2004 .67 KNOCK OUT Q .68 Jun 25 Jun 27 Buy-Back Opt EUR PUT USD CALL FX EUROPEAN STYLE OPTION OCT 16, 2003 O 1.048 EUR BINARY ONE-TOUCH Jun 25 Jun 27 Write Option EUR PUT USD CALL FX EUROPEAN STYLE OPTION DEC 15.2003 Q 1.145 Jun 25 Jun 27 Buy-Back Opt ZAR PUT USD CALL FX EUROPEAN STYLE OPTION FEB 10. 2004 0 7.5 KNOCK OUT 7.03 Jun 27 Jun 27 Expired Opt MXN PUT USD CALL FX EUROPEAN STYLE OPTION MAR 05.2004 O 10.6 KNOCK OUT @ 10.4 Issued in USD Estimated Trade Settlement Data Data Type Tesscroptean Canonry °wally Priatnil Marker CosePtecteds Tax Cost Reallzel Gearless USD USD - 20,000,000 1.84 246,426.00 USD 562,977.10 - 64,900.00 300,000.00 235,100.00 S USD - 15,000,000 2.25 386,438.00 USD 15,000,000 - 183,000.00 77,800.00 - 105,200.00 S MXN 78,440,000 0.00 154,300.00 154,300.00 S Cummcy Realized Elsingross Quantity Pearling Marne( Coni:emceed. Tax Cost USD Pending Jul 2 Expired Opt JPY CALL USD PUT FX EUROPEAN STYLE OPTION JUL 02. 2003 110. Jun 30 Jul 2 Write Option EUR PUT USD CALL FX EUROPEAN STYLE OPTION MAR 31, 2004 O 1.15 KNOCK OUT Q 1.175 USD -2,200,000,000 0.00 0.00 165,000.00 - 165,000.00 S USD - 11,739,130.43 1.65 222,750.00 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00030729 SDNY_GM_00299927 EFTA01505746