EFTA01506827

03 Account Number: FINANCIAL TRUST COMPANY INC March 01, 2004 - March 31, 2004 JPMorgan Chase Bank 2004 345 Park Avenue. New York, NY 10154-1002 II3JPMorgan Private Bank Asset Account Portfolio Page 17 of 88 Description Coop Amount Counter Currency Counter Premium Amount Currency Premium LOW Premium USD Current Market Value USD Unrealized Saint ass USD Foreign Exchange continued GBP PUT USD CALL GBP - 5,750,000.66 USD - 10,781,251.24 USD - 349,312.54 - 349,312.54 - 484,561.41 - 135,248.87 FX EUROPEAN STYLE OPTION AUG 20, 2004 @ 1.875 KNOCK IN TRIGGERED @ 1.8375 XGBPPA-GN•Z P AUD PUT USD CALL AUD - 1,500,000 USD - 1,155,000 00 USD - 23,561.94 - 23561.94 - 49,580.23 - 26,018.29 FX EUROPEAN STYLE OPTION NOV 22.2004 @ .77 KNOCK IN @ TRIGGERED @ .755 KNOCK OUT @ .7965 XAUDPA-DH-Z GBP PUT USD CALL GBP - 5.600.000 USD - 10,444,000.00 USD - 426,115.23 - 426,115.23 - 552,220.48 - 126,105.25 FX EUROPEAN STYLE OPTION NOV 22. 2034 @ 1.865 KNOCK IN TRIGGERED @ 1.8285 XGBPPA-GO-Z THB CALL USD PUT THB 2,700,000,000 USD 75,000,000.00 USD 405,000.00 405,000.00 179,064.00 - 225,936.00 FX EUROPEAN STYLE OPTION FEB 23, 2005 @ 36. XTHBCA-AC-Z THB CALL USD PUT THB 351,500,000 USD 9,250,000.00 USD 108,225.00 108,225.00 69,069.75 - 39,155.25 FX EUROPEAN STYLE OPTION FEB 23, 2005 @ 38. XTHBCA-AB-Z TWD CALL USD PUT TWD 327.500,000 USD 10,000000.00 USD 196,000.00 196,000.00 226,774.10 30,774.10 FX EUROPEAN STYLE OPTION MAR 01, 2005 @ 32.75 XTVVDCA-AB-Z Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031816 SDNY_GM_00301014 EFTA01506827