09 JPMorgan Chase Bank 2004 345 Park Avenue. New York, NY 10154-1002 Account Number FINANCIAL TRUST COMPANY INC aide Settlement Date Date TYPO antiphon Asset Account Portfolio September 01, 2004 - September 30, 2004 Settled continued Sep 23 Sep 27 Sep 23 Sep 27 Sep 23 Sep 23 Sep 24 Sep 28 Write Option Purchase Opt Expired Opt Buy-Back Opt Sep 29 Sep 29 Expired Opt Sep 29 Sep 29 Expired Opt Sep 30 Sep 30 Expired Opt WTI SHORT CALL OPTION USD PUT OPTION STRIKE 50 EXPIRING 12/15/2004 WTI LONG PUT OPTION USD CALL OPTION STRIKE 44 EXPIRING 12/15/2004 HKD PUT USD CALL FX EUROPEAN STYLE OPTION SEP 23.2004 Q 7.833 ZAR PUT USD CALL FX EUROPEAN STYLE OPTION OCT 14, 2004 @ 6.4 KNOCK IN TRIGGERED Q 6.7 GBP PUT JPY CALL FX EUROPEAN STYLE OPTION MAR 08.2005 @ 195. KNOCK IN Q 193 BARRIER EXP 9/29/2004 Issued in USD MXN PUT USD CALL FX EUROPEAN STYLE OPTION MAR 17.2005 @ 11.55 KNOCK IN @ 11.62 BARRIER EXP 9/23/2004 Issued in USD NZD PUT USD CALL FX EUROPEAN STYLE OPTION MAR 08.2005 O .64 KNOCK IN O 0.625 KNOCK OUT @ 0.6725 Issued in USD JPMorgan Private Bank Page 22 of 62 Contrary thwintity Print/nil Market CostProceeds Tax Cost Realatil amass USD USD USD - 100 100 192,000.00 - 180,000.00 USD - 156,660,000 0.00 - 312,280.00 - 312,280.00 S USD 46,080,000 - 102,960.00 194,400.00 91,440.00 S GBP 10,000.000 0.00 444,714.00 444,714.00 5 MXN 115,500,000 0.00 180,000.00 180,000.00 S NZD 13,000,000 0.00 295,360.00 295,360.00 S Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032661 SDNY_GM_00301859 EFTA01507603