EFTA01506683

02 Account Number:0 30171.00.5 FINANCIAL TRUST COMPANY INC February 01, 2004 - February 29, 2004 JPMorgan Chase Bank 2004 345 Park Avenue, New York, NY 10154-1002 II3 JPMorgan Private Bank Asset Account Portfolio Page 19 of 58 Dm* Settlement Date Date Type Deteriptien Canonry Quantity PriedUnit Market CosePteeeeds Tax Cost Realized GeIntLese DSO Settled continued Feb 9 Feb 11 Buy-Back Opt EUR PUT USD CALL USD 10,000.000 - 11,650.00 302,900.00 291,250.00 S FX EUROPEAN STYLE OPTION APR 07, 2004 @ 1.165 KNOCK IN TRIGGERED @ 1.15 Feb 10 Feb 10 Expired Opt AUD PUT USD CALL AUD 10,000,000 0.00 226,500.00 226,500.00 S FX EUROPEAN STYLE OPTION NOV 01, 2004 755 KNOCK IN O .740 KNOCK OUT @ .783 Issued in USD Feb 10 Feb 10 Expired Opt NZD PUT USD CALL NZD 24,691,358.49 0.00 407,315.00 407,315.00 S FX EUROPEAN STYLE OPTION OCT 18.2004 @ .6625 KNOCK IN @ .652 KNOCK OUT @ .6985 Issued in USD Feb 11 Feb 13 Sell Option EUR CALL USD PUT USD - 25,000,000 822,250.00 - 141,117.50 681,132.50 FX EUROPEAN STYLE OPTION NOV 01, 2004 @ 1.3 KNOCK OUT @ 1.1375 KNOCK OUT @ 1.21 BARRIER EXP 1211103 Feb 11 Feb 11 Expired Opt GBP PUT USD CALL GBP 12,500,000 0.00 443,775.00 443,775.00 S FX EUROPEAN STYLE OPTION JUL 16, 2004 @ 1.83 KNOCK IN TRIGGERED @ 1.8165 KNOCK OUT @ 1.8793 Issued in USD Feb 11 Feb 11 Expired Opt GBP PUT USD CALL GBP 7,168,458.74 0.00 301,045.00 301,045.00 S FX EUROPEAN STYLE OPTION OCT 18, 2004 @ 1.818 KNOCK IN TRIGGERED @ 1.815 KNOCK OUT @ 1.8735 Issued in USD Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031672 SDNY_GM_00300870 EFTA01506683