EFTA01506676

02 2004 Account Number:0 30171.00.5 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 11 of 58 Description Cusip Amount Counter Currency Counter Premium Amount Currency Premium LOCSI Premium USD Current Market MOO USD Unrealized Grunt oss USD Foreign Exchange continued AUD PUT USD CALL AUD - 10,000,000 USD - 7,775,000.00 USD - 266,683.00 - 266,683.00 - 310,603.60 - 43,920.60 FX EUROPEAN STYLE OPTION OCT 11.2004 .7775 KNOCK IN TRIGGERED 0 .7565 KNOCK OUT O .8020 XAUDPA-CO-Z EUR PUT USD CALL EUR - 17,333,333.60 USD - 21,146,666.99 USD - 415,003.00 - 415,003.00 - 426,468.82 - 11,465.82 FX EUROPEAN STYLE OPTION JUL 16, 2004 01.22 XEURPA-LZ-Z NZD PUT USD CALL NZD - 12,000,000 USD - 7,560,000.00 USD - 233,226.00 - 233,226.00 - 130,301.40 102,924.60 FX EUROPEAN STYLE OPTION OCT 19.2004 @ .63 XNZDPA-CS-Z EUR PUT USD CALL EUR - 10,000,000 USD - 12,300,000.00 USD - 284,130.00 - 284,130.00 - 294,529.20 - 10,399.20 FX EUROPEAN STYLE OPTION JUL 20. 2004 O 1.23 XEURPA-MB-Z EUR PUT USD CALL EUR - 25,000,000 USD - 30,500,000.00 USD - 857,050.00 - 857,050.00 - 866,164.75 - 9,114.75 FX EUROPEAN STYLE OPTION OCT 27.2004 0 1.22 KNOCK IN fp 1.202 XEURPA-MG-Z NZD PUT USD CALL NZD - 39,000,000 USD - 25,740,000.00 USD - 1,132,560.00 - 1,132,560.00 - 873,816.45 258,743.55 FX EUROPEAN STYLE OPTION OCT 27.2004 O .66 KNOCK IN Q .6475 XNZDPA-CT-Z Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031664 SDNY_GM_00300862 EFTA01506676