05 12004 Account Number: FINANCIAL TRUST COMPANY INC Trade Se Women( One Date type Description JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 Asset Account Portfolio May 01, 2004 - May 31, 2004 Settled continued May 12May 13 Buy-Back Opt May 12May 14 Buy-Back Opt May 12May 14 Write Option May 12May 14 May 12May 14 May 12May 14 Buy-Back Opt Sell Option Write Option TURKISH LIRA KNOCK IN PUT OPTION 10000000 USD ORIGINAL NOTIONAL 14 TRILLION TRL ORIGINAL NOTIONAL MAY 14 2004 it 1,400.000 KNOCK IN TRIGGERED it 1.420,000 AUD PUT USD CALL FX EUROPEAN STYLE OPTION OCT 11, 2004 O .7775 KNOCK IN TRIGGERED .7565 KNOCK OUT @ .8020 AUD PUT USD CALL FX EUROPEAN STYLE OPTION OCT 11.2004 .69 KNOCK IN 67 EUR CALL CHF PUT FX EUROPEAN STYLE OPTION JUN 25.2004 0 1.565 EUR PUT CHF CALL FX EUROPEAN STYLE OPTION JUN 25.2004 01 55 NZD CALL USD PUT FX EUROPEAN STYLE OPTION JUN 10, 2004 62 KNOCK IN it 635 May 12May 14 Buy-Back Opt NZO PUT USD CALL FX EUROPEAN STYLE OPTION OCT 19, 2004 Q .63 May 12May 14 Write Option NW PUT USD CALL FX EUROPEAN STYLE OPTION OCT 19.2004 O .61 KNOCK IN O .58 JPMorgan Private Bank Page 23 of 78 Currency Quantity Pnce'Urn Market CostProceeds Tax Cost Realized Gaunt oat DSO USD 5,000,000 - 390,000.00 82,500.00 - 307.500 00 S USD 4,000,000 - 365,425.00 106,673.20 - 258,751.80 S USD - 4,000,000 133 91,908.00 USD 10,000,000 - 11,017.00 36,146.00 25,129.00 S USD - 10,000,000 141,431.00 - 140,332.94 1,098.06 S USD - 15,000,000 0.98 91,140.00 USD 12,000,000 - 465,696.00 233,226.00 - 232,470.00 S USD - 15,000,000 3.98 364,170.00 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032074 SDNY_GM_00301272 EFTA01507084