09 2004 Account Number FINANCIAL TRUST COMPANY INC September 01, 2004 - September 30, 2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Asset Account Portfolio Page 12 of 62 Description Couto Amount Counter Currency Counter Premium Amount Currency Premium LOCSI Premium USD Current Merkel Value USD Unrealized &Anton USD Foreign Exchange EUR PUT USD CALL EUR 20,000.000 USD 22,000,000.00 USD 96,800.00 96,800.00 555.60 - 96,244.40 FX EUROPEAN STYLE OPTION DEC 06. 2004 1.1 XEURPA-OP-Z AUD CALL USD PUT AUD - 5,000,000 USD - 3,450,000.00 USD - 62,445.00 - 62,445.00 - 168,866.75 - 106,421.75 FX EUROPEAN STYLE OPTION DEC 23, 2004 @ .69 KNOCK IN TRIGGERED 0 .7250 KNOCK OUT .65 XAUDCA-CD•Z EUR CALL CHF PUT EUR - 23,000,000 CHF - 35,408,500.00 USD - 169,326.00 - 169,326.00 - 204,660.44 - 35,334.44 FX EUROPEAN STYLE OPTION FEB09. 2005 01.5395 KNOCK IN TRIGGERED 0 1.5525 KNOCK OUT Q 1.5045 XEURCA-XL-Z EUR PUT USD CALL EUR - 22,000,000 USD - 26,840,000.00 USD - 665,632.00 - 665,632.00 - 418,341.88 247,29012 FX EUROPEAN STYLE OPTION FEB 10, 2005 0 1.22 KNOCK IN O 1.195 XEURPA-PD-Z JPY PUT USD CALL JPY 2,300,000,000 USD 20,000,000.00 USD 190,000.00 190,000.00 96,163.00 - 93,837.00 FX EUROPEAN STYLE OPTION FEB09. 2005 0115. XJPYPA-KB-Z GBP PUT USD CALL GBP - 7,000,000 USD - 12,390,000.00 USD - 329,574.00 - 329,574.00 - 142,452.59 187,121.41 FX EUROPEAN STYLE OPTION MAR 07, 2005 O 1.77 KNOCK IN O 1.775 KNOCK OUT O 1.84 XGBPPA-110-2 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032651 SDNY_GM_00301849 EFTA01507594