EFTA01506675

02 2004 Account Number: FINANCIAL TRUST COMPANY INC February 01, 2004 - February 29, 2004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Asset Account Portfolio Page 10 of 58 Options DOSCrellOn Cuero Amount Counter Currency Counter Premium Amount Currency Premium Local Premium USD Conant Market Value USD Unrealized Gainless USD Foreign Exchange HKD PUT USD CALL HKD 156,660,000 USD 20,000,000.00 USD 312,280.00 312,280.00 19,961.62 - 292,318.38 FX EUROPEAN STYLE OPTION SEP 23. 2004 @ 7.833 XHKOPA•AH•Z CHF CALL USD PUT CHF 80,500,000 USD 70,000,000.00 USD 543,848.00 543,848.00 51.52 - 543,796.48 FX EUROPEAN STYLE OPTION MAR 15.2004 @ 1.15 XCHFCA-CX-Z CHF CALL USD PUT CHF 58,750,000 USD 50,000,000.00 USD 420,690.00 420,690.00 1,167.36 - 419,522.64 FX EUROPEAN STYLE OPTION MAR 16, 2004 @ 1.175 XCHFCA-DC-Z EUR CALL USD PUT EUR 5,000,000 USD 6,250,000.00 USD 49,186.20 49,186.20 186,483.45 137,297.25 FX EUROPEAN STYLE OPTION NOV 01. 2034 @ 1.25 KNOCK OUT @ 1.1375 KNOCK OUT @ 1.21 BARRIER EXP 12/1/03 XEURCA-TP-Z EUR CALL USD PUT EUR 10,000,000 USD 13,000,000.00 USD 56,447.00 56,447.00 208,064.70 151,617.70 FX EUROPEAN STYLE OPTION NOV 01, 2004 @1.3 KNOCK OUT @ 1.1375 KNOCK OUT O 1.21 BARRIER EXP 12/1/03 XEURCA-TO-Z Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031663 SDNY_GM_00300861 EFTA01506675