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 13 of 53 Description Coup Amount Counter Currency Counter Premium Amount Currency Premium LOW Premium USD Current Market Value USD Unrealized Gainless USD Foreign Exchange continued EUR PUT USD CALL EUR - 10,000,000 USD - 12,300,000.00 USD - 284,130.00 - 284,130.00 - 329,220.70 - 45,090.70 FX EUROPEAN STYLE OPTION JUL 20, 2004 C 1.23 XEURPA-MB-Z EUR PUT USD CALL EUR - 25,000,000 USD - 30,500,000.00 USD - 857,050.00 - 857,050.00 - 925,516.00 - 68,466.00 FX EUROPEAN STYLE OPTION OCT 27, 2004 @ 1.22 KNOCK IN C 1.202 XEURPA-MG-Z NZD PUT USD CALL NZD - 39,000,000 USD - 25,740,000.00 USD - 1,132,560.00 - 1,132,560.00 - 1,251,848.91 - 119,288.91 FX EUROPEAN STYLE OPTION OCT 27.2004 @ .66 KNOCK IN TRIGGERED @ .6475 XNZDPA-CT-Z AUD PUT USD CALL ALSO - 37,000,000 USD - 28,120,000.00 USD - 1,506,702.53 - 244,114.53 - 1,262,588.00 - 1,262,588.00 FX EUROPEAN STYLE OPTION OCT 27.2004 @ .76 KNOCK IN TRIGGERED @ .7475 XAUDPA-CY-Z P EUR CALL USD PUT EUR 20,000,000 USD 27,000,000.00 USD 291,600.00 291,600.00 0.00 - 291,600.00 FX EUROPEAN STYLE OPTION JAN 31, 2005 @ 1.35 KNOCK OUT @ 1.1995 BARRIER EXP 4/29104 XEURCA-UR-Z P EUR PUT USD CALL EUR - 10,000,000 USD - 12,100,000.00 USD - 225,060.00 - 225,060.00 0.00 225,060.00 FX EUROPEAN STYLE OPTION OCT 29. 2004 C 1.21 KNOCK INC 1.1995 KNOCK OUT @ 1.2875 XEURPA-MH-Z Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031502 SDNY_GM_00300700 EFTA01506514