11 LIM Account Number: FINANCIAL TRUST COMPANY INC November 01, 2004 - November 30, 2004 JPMorgan Chase Bank, N.A. 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Asset Account Portfolio Page 11 of 35 Option Holdings in Alphabetical Order Desorption Cusip Currency/ Account Type Other continued WTI LONG PUT OPTION USD CALL OPTION STRIKE 44 EXPIRING 12/15/2004 Underlying Asset Price = S46.22 OTCBDP-BB•V WTI SHORT PUT OPTION USD CALL OPTION STRIKE 50.00 EXPIRING 1/14'2005 OTCSDP-BC-F Total Other USD USD continued Quantify Unit Cost Current Markel Prfcetnit Premium USD Cumin: Mufti Unrealized afraVLoss USD Value USD 100 180,000.00 151.2983 180,000.00 15,129.83 - 164,870.17 - 50 195,000.00 3,060.8788 - 97,500.00 - 153,043.94 - 55,543.94 700 71,500.00 - 643,085.60 - 714,585.60 Desorption Counter Cusp Amount Currency Cev*er Premium Amount Currency Premium Premium Current Merkel Unrealized Local USD Value USD GenVLoss USD Foreign Exchange EUR PUT uSD CALL FX EUROPEAN STYLE OPTION DEC 06.2004 1.1 XEURPA-OP-Z AUD CALL USD PUT FX EUROPEAN STYLE OPTION DEC 23, 2004 @ .69 KNOCK IN TRIGGERED @ 3250 KNOCK OUT @ .65 XAUDCA-CD-2 EUR 20,000,000 USD 22,000,000.00 USD 96,800.00 96,800.00 0.00 • 96,800.00 AUD - 5,000,000 USD - 3,450,000.00 USD - 62,445.00 - 62,445.00 - 419,854.10 - 357,409.10 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032957 SDNY_GM_00302155 EFTA01507868