09 JPMorgan Chase Bank 2003 345 Park Avenue, New York, NY 10154-1002 Account Number- FINANCIAL TRUST COMPANY INC Trace Statement Date Date type Description Asset Account Portfolio September 01, 2003 - September 30, 2003 Settled continued Sep 24 Sep 26 Write Option Sep 24 Sep 24 Expired Opt Sep 24 Sep 26 Sep 25 Sep 29 Sep 25 Sep 29 JPY CALL USD PUT FX EUROPEAN STYLE OPTION SEP 25. 2003 O 111.65 NOK PUT USD CALL FX EUROPEAN STYLE OPTION MAR 19.2004 7.35 KNOCK IN Q 7.50 KNOCK OUT O 7.0050 Issued in USD Write Option ZAR CALL USD PUT FX EUROPEAN STYLE OPTION NOV 24, 2003 O 7.1 Assign FX Opt JPY CALL USD PUT FX EUROPEAN STYLE OPTION SEP 25. 2003 111.65 FX Opt Asgn'D SPOT CURRENCY TRANSACTION SETTLEMENT OF ASSIGNED FX OPTION SELL JPY BUY USD Sep 25 Sep 29 Sale Sep 26 Sep 30 Sep 26 Sep 30 Sep 29 Sep 29 Sell Option Buy-Back Opt Expired Opt 6 MONTH FX BULLISH AUD DEPOSIT 100% PRINCIPAL PROTECTION IN AUD JP MORGAN CHASE LONDON MATURITY DATE 12/13/2003 JPY CALL USD PUT FX EUROPEAN STYLE OPTION OCT 22, 2003 111. JPY CALL USD PUT FX EUROPEAN STYLE OPTION OCT 01, 2003 0111.25 JPY PUT USD CALL FX EUROPEAN STYLE OPTION SEP 26, 2003 Q 115. JPMorgan Private Bank Page 23 of 72 Gummy Quantity Once'Unit Market CostProctects Tax Cost Reallzel &Mame MD USD -1,116,500,000 0.28 28,000.00 NOK 73,500,000 0.00 134,000.00 134,000.00 S USD - 46,860,000 1.20 79,200.00 USD 1,116,500,000 0.00 28,000.00 28,000.00 S USD -1,116,500,000 111.65 10,000,000.00 - 9,991,051.45 8,948.55 S AUD - 20,000,000 100.00 19,804,823.46 • 20,000,000.00 538,907.67 S USD - 555,000,000 43,000.00 - 35,000.00 8,000.00 S USD 1,112,500,000 31,000.00 65,000.00 34,000.00 S USD -2,300,000,000 0.00 - 104,000.00 - 104,000.00 S Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031040 SDNY_GM_00300238 EFTA01506054