03 2004 Account Number: FINANCIAL TRUST COMPANY INC March 01, 2004 - March 31, 2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Asset Account Portfolio Page 12 of 88 Options DOSCrellOn Cusrp Amount Counter Currency Counter Premium Amount Currency Prawn Leal Premium USD Current Market Value USD Unrealized Garai-on USD Foreign Exchange HUF PUT USD CALL HUF -1,002.250,000 USD -4,750,00000 USD - 277,875.00 - 277,875.00 - 189,575.59 88,299.41 FX EUROPEAN STYLE OPTION SEP 18, 2004 @211. KNOCK IN @ 220 XHUFPA-AI-Z HUF PUT USD CALL HUF -1,696.000.000 USD - 8.000,000 00 USD - 424.000 00 - 424,000 00 - 305,263 04 118736 96 FX EUROPEAN STYLE OPTION SEP 18, 2004 @ 212. KNOCK IN @ 220 XHUFPA-AJ-Z GBP PUT USD CALL GBP - 15,000,000 USD - 27,600,000.00 USD - 300.840.00 - 300,840.00 - 350,881.50 - 50,041.50 FX EUROPEAN STYLE OPTION APR 22, 2004 @ 1.84 KNOCK IN TRIGGERED CD 1.8250 XGBPPA-GV-Z GBP CALL USD PUT GBP - 5,000,000 USD - 9,250,000 00 USD - 94,350.00 - 94,350.00 - 101,377.65 -7,027.65 FX EUROPEAN STYLE OPTION MAY 24, 2004 @ 1.85 KNOCK IN @ 1.87 XGBPCA-HX-Z EUR CALL CHF PUT EUR - 10,000.000 CHF - 15.650.000 00 USD - 38,273.00 - 38,273.00 - 43,821.50 - 5,548.50 FX EUROPEAN STYLE OPTION JUN 25, 2004 @ 1.5/!5 XEURCA-VS-Z Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031811 SDNY_GM_00301009 EFTA01506822