11 L04 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 13 of 35 Description Coale Amount Counter Currency Counter Premium Amount Currency Premium Local Premium USD Current Markel Value USD Unrealized Saint oas USD Foreign Exchange continued EUR PUT USD CALL EUR - 10,500,000 USD - 13,177,500.00 USD - 322,848.75 - 322,848.75 - 83,724.48 239,124.27 FX EUROPEAN STYLE OPTION APR 20, 2005 01.255 XEURPA-PO-Z GBP PUT JPY CALL GBP - 10,000,000 JPY 1,930,000,000.00 USD - 462,137.00 - 462,137.00 0.00 462,137.00 FX EUROPEAN STYLE OPTION AUG 24, 2005 @ 193 KNOCK IN @ 192 KNOCK OUT O 197 XGBPPA-HR-Z THB CALL USD PUT THB 2,700,000,000 USD 75,000,000.00 USD 405,000.00 405,000.00 23,220.00 - 381,780.00 FX EUROPEAN STYLE OPTION FEB 23. 2005 0 36. XTHBCA-AC-Z THB CALL USD PUT THB 351,500,000 USD 9,250,000.00 USD 108,225.00 108,225.00 33,512.01 - 74,712.99 FX EUROPEAN STYLE OPTION FEB 23. 2005 @ 38. XTHBCA-AB-Z TWD CALL USD PUT TWD 327,500,000 USD 10,000,000.00 USD 196,000.00 196,000.00 248,005.93 52,005.93 FX EUROPEAN STYLE OPTION MAR 01. 2005 @ 32.75 XTWDCA-AB-Z Total Foreign Exchange - 711,411.75 - 659,654.66 51,757.09 EaChelf9C, A3SC4 optnns we varect using market prices at the cbse busans kw statement date Over- Tne-Counfer (OTC)oplons are valued el Mgt Market torie.s4 othervesse agreed Set Important/Normal/On about Pricing and Value:lent Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032959 SDNY_GM_00302157 EFTA01507870