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 24 of 88 Omit Settlement Date Date *Po Deternatien Canonry Quantity Pries'Unit Marker tenanted. Tax Cost Realized GaIntLess USD Settled continued Mar 2 Mar 4 Buy-Back Opt JPY PUT USD CALL FX EUROPEAN STYLE OPTION NOV 19, 2004 O 108.5 KNOCK IN Q 110.75 KNOCK OUT O 105.35 USD 987,350,000 - 208,390.00 92,820.00 - 115,570.00 S Mar 5 Mar 9 Buy-Back Opt EUR CALL USD PUT USD 6,500,000 - 45,279.00 138,352.50 93,073.50 S FX EUROPEAN STYLE OPTION MAY 04, 2004 @ 1.29 KNOCK IN O 1.33 Mar 5 Mar 9 Write Option JPY PUT USD CALL USD -1,120,00Q000 1.50 150,000.00 FX EUROPEAN STYLE OPTION SEP 07, 2004 @ 112. KNOCK IN O 113 KNOCK OUT O 106 Mar 10 Mar 12 Buy-Back Opt NZD PUT USD CALL USD 13,513,500 - 673,567.00 416,269.99 - 257,297.01 S FX EUROPEAN STYLE OPTION NOV 22. 2004 Q .68 KNOCK IN TRIGGERED Q .6625 Mar 11 Mar 15 Write Option EUR CALL USD PUT USD - 5,625,000 1.93 134,618.00 FX EUROPEAN STYLE OPTION JUL 20, 2004 O 1.24 KNOCK IN O 1.26 Mar 11 Mar 15 Buy-Back Opt EUR PUT USD CALL USD 5,000,000 - 184,808.00 142,065.00 - 42,743.00 S FX EUROPEAN STYLE OPTION JUL 20, 2004 O 1.23 Mar 11 Mar 15 Purchase Opt NW CALL USD PUT USD 20,000,000 0.98 - 129,360.00 FX EUROPEAN STYLE OPTION DEC 13, 2004 Q .66 KNOCK OUT .62 KNOCK OUT @ .68 BARRIER EXP 4/13/04 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031823 SDNY_GM_00301021 EFTA01506834