0 1 INN Account Number: FINANCIAL TRUST COMPANY INC January 01, 2004 - January 31, 2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Asset Account Portfolio Page 9 of 53 Structured Investments in Alphabetical Order continued Description Currency 3 MONTH MXN BULLISH FX DEPOSIT MXN 100% PRINCIPAL PROTECTED IN MXN JPMORGAN CHASE LONDON 02/20/2004 630998-9Y-0 Bearer 3 MONTH GBP BULLISH FX DEPOSIT GBP 100% PRINCIPAL PROTECTED IN GBP JPMORGAN CHASE LONDON 02/19/2004 630998-9Z-7 Bearer Total Other Opacities Unit Cost PriedUnie Tax Coal Meeker Value USD unreelezed Estimated Annual Gaintress USG Income USG Yield % Accrued Income USC 56,250,000 100.00 97.6399 5,000,000.00 4,982,962.50 - 17,037.50 N/A 3,000,000 100.00 102 1493 5,099,400.00 5,577,870.00 478,470.00 N/A 1,152,250,000 32,079,400.02 32,901,094.59 1,921,395.18 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031498 SDNY_GM_00300696 EFTA01506510