05 INN Account Number: FINANCIAL TRUST COMPANY INC Trade Settlement Date Date TYPO Description JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 Asset Account Portfolio May 01, 2004 - May 31, 2004 Settled continued May 19May 21 May 20May 24 May 20May 24 May 20May 24 May 20May 24 May 24 May 24 May 24 May 24 May 25May 27 May 25May 27 FX Opt Asgn'D SPOT CURRENCY TRANSACTION SETTLEMENT OF ASSIGNED FX OPTION SELL NZD BUY USD FX Option Assi AUD PUT USD CALL FX EUROPEAN STYLE OPTION MAY 20, 2004 Q .695 FX Option Assi NW CALL USD PUT FX EUROPEAN STYLE OPTION MAY 20, 2004 C .605 FX Opt Asgn'D SPOT CURRENCY TRANSACTION SETTLEMENT OF ASSIGNED FX OPTION BUY AUD SELL USD FX Opt Asgn'D SPOT CURRENCY TRANSACTION SETTLEMENT OF ASSIGNED FX OPTION SELL NW BUY USD Expired Opt AUD CALL USD PUT FX EUROPEAN STYLE OPTION MAY 20, 2004 erg .695 Issued in USD Expired Opt NW PUT USD CALL FX EUROPEAN STYLE OPTION MAY 20, 2004 fp .605 Issued in USD Buy-Back Opt AUD PUT USD CALL FX EUROPEAN STYLE OPTION NOV 10 2004 @ .71 KNOCK IN @ .699 KNOCK OUT @ .74 Buy-Back Opt EUR PUT USD CALL FX EUROPEAN STYLE OPTION OCT 27, 2004 (p 1.22 KNOCK IN 1.202 JPMorgan Private Bank Page 25 of 78 Gummy Quantity PricoVnit Marker cosePtommos Tax Cott Reallzel GeINLoss DSO USD - 10,000,000 1.657 6,033,000.00 -6,059,000.00 - 26,000.00 S USD 10,000,000 0.00 27,453.00 27,453.00 S USD 10,000,000 0.00 22,688.00 22,688.00 S USD 10,000,000 1.438 - 6,950,000.00 6,950,000.00 USD - 10,000,000 1.652 6,050,000.00 - 6,051,333.33 - 1,333.33 S AUD 10,000,000 0.00 24,673.00 24,673.00 S NZD 10,000,000 0.00 25,108.00 25,108.00 S USD 15,000,000 - 379,140.00 430,260.00 51,120.00 S USD 1,100,000 - 46,433.20 37,710.20 - 8,723.00 S Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032076 SDNY_GM_00301274 EFTA01507086