EFTA01506677

02 Account Number: FINANCIAL TRUST COMPANY INC February 01, 2004 - February 29, 2004 JPMorgan Chase Bank 2004 345 Park Avenue. New York, NY 10154-1002 II3JPMorgan Private Bank Asset Account Portfolio Page 12 of 58 Description Cutup Amount Counter Currency Counter Premium Amount Currency Premium LOCO, Premium USD Current NNW WIWI USD Unrealized GeintLOSe USD Foreign Exchange continued AUD PUT USD CALL AUD - 37,000,000 USD - 28,120,000.00 USD - 1,262,588.00 - 1,262,588.00 - 1,178,454.44 84,133.56 FX EUROPEAN STYLE OPTION OCT 27.2004 .76 KNOCK IN O .7475 XAUDPA-CY-Z EUR CALL USD PUT EUR 20,000,000 USD 27,000,000.00 USD 291,600.00 291,600.00 227,946.20 - 63,653.80 FX EUROPEAN STYLE OPTION JAN 31, 2005 @ 1.35 KNOCK OUT O 1.1995 BARRIER EXP 4/29/04 XEURCA-UR-Z EUR CALL USD PUT EUR - 13,000,000 USD - 16,770,000.00 USD - 276,705.00 - 276,705.00 - 85,808.84 190,896.16 FX EUROPEAN STYLE OPTION MAY 04.2004 @ 1.29 KNOCK IN O 1.33 XEURCA-UZ-Z EUR PUT USD CALL EUR - 10,400,000 USD - 13,052,000.00 USD - 157,929.00 - 157,929,00 - 384,621.43 - 226,692.43 FX EUROPEAN STYLE OPTION AUG 19, 2004 @ 1.255 KNOCK IN TRIGGERED @ 1.24 KNOCK OUT @ 1.2940 XEURPA-MV-Z NZD PUT USD CALL NZD - 30,000,000 USD - 20,400,000.00 USD - 846,600.00 - 846,600.00 - 1,062,605.40 - 216,005.40 FX EUROPEAN STYLE OPTION NOV 22.2004 O .68 KNOCK IN @ .6625 XNZDPA-DC-Z NW PUT USD CALL NW - 19,200,000 USD - 13,056,000.00 USD - 591,437.00 - 591,437.00 - 680,067.46 - 88,630.46 FX EUROPEAN STYLE OPTION NOV 22.2004 @ .68 KNOCK IN O .6625 XNZDPA-DB-Z Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031665 SDNY_GM_00300863 EFTA01506677