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 12 of 53 Description Comp Amount Cwnw Currency Counter Premium Amount Currency Premium LOW Premium USD Current, arket Value USD Unrealized 011ItELOSS USD Foreign Exchange continued NZD PUT USD CALL NZD - 24,691,358.49 USD - 16,358,025.00 USD - 407,315.00 - 407,315.00 - 599,601.49 - 192,286.49 FX EUROPEAN STYLE OPTION OCT 18.2004 0 .6625 KNOCK IN O .652 KNOCK OUT @ 6985 XNZDPA-CP-Z AUD PUT USD CALL AUD - 22,471,910.67 USD - 17,359,550.99 USD - 524,258.00 - 524,258.00 - 1,980,453.08 - 1,456,195.08 FX EUROPEAN STYLE OPTION OCT 18.2004 a .7725 KNOCK IN .7525 KNOCK OUT Q .7973 XAUDPA-CV-Z GBP PUT USD CALL GBP - 7,168,458.74 USD - 13,032,257.99 USD - 301,045.00 - 301,045.00 - 367,167.52 - 66,122.52 FX EUROPEAN STYLE OPTION OCT 18. 2004 0 1.818 KNOCK IN TRIGGERED 0 1.815 KNOCK OUT Q 1.8735 XGBPPA-GI-Z GBP PUT USD CALL GBP - 12,500,000 USD - 22,875,000.00 USD - 443,775.00 - 443,775.00 - 638,368.88 - 194,593.88 FX EUROPEAN STYLE OPTION JUL 16, 2004 C 1.83 KNOCK IN TRIGGERED 0 1.8165 KNOCK OUT O 1.8793 XGBPPA-GF-Z EUR PUT USD CALL EUR - 17,333,333.60 USD - 21,146,666.99 USD - 415,003.00 - 415,003.00 - 484,159.01 - 69,156.01 FX EUROPEAN STYLE OPTION JUL 16, 2004 O 1.22 XEURPA42-2 NW PUT USD CALL NZD - 12,000,000 USD - 7,560,000.00 USD - 233,226.00 - 233,226.00 - 204,192.36 29,033.64 FX EUROPEAN STYLE OPTION OCT 19.2004 0 .63 XNZDPA-CS-Z Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031554 SDNY_GM_00300752 EFTA01506566