EFTA01507211

06 INN Account Number: FINANCIAL TRUST COMPANY INC June 01, 2004 - June 30, 2004 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Asset Account Portfolio Page 13 of 72 Description Cutup Amount Counter Currency Counter Premium Amount Currency Premium LOCSI Premium USD Current hisMet Value USD Unrealized GelnILOSe USD Foreign Exchange continued P CHF PUT USD CALL CHF - 19,050,000 USD - 15,000,000.00 USD - 181,500.00 - 181,500.00 0.00 181,500.00 FX EUROPEAN STYLE OPTION SEP 30, 2004 e 1.27 KNOCK INC 129 KNOCK OUT C 1.2360 XCHFPA-DR-Z P CHF CALL USD PUT CHF 11,340,000 USD 9,000,000.00 USD 157,500.00 157,500.00 0.00 - 157,500.00 FX EUROPEAN STYLE OPTION OCT 29.2004 a 1.26 KNOCK OUT @ 1.23 KNOCK OUT Q 1.31 BARRIER EXP 7/14/04 XCHFCA-DP-Z HKD PUT USD CALL HKD 156,660,000 USD 20,000,000.00 USD 312,280.00 312,280.00 1,400.54 - 310,879.46 FX EUROPEAN STYLE OPTION SEP 23. 2004 0 7.833 XHKOPA-AH-Z EUR CALL USD PUT EUR 5,000,000 USD 6,250,000.00 USD 49,186.20 49,186.20 855,162.45 805,976.25 FX EUROPEAN STYLE OPTION NOV 01, 2004 01.25 KNOCK OUT @ 1.1375 KNOCK OUT O 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 56,447.00 300,314.40 243,867.40 FX EUROPEAN STYLE OPTION NOV 01, 2004 0 1.3 KNOCK OUT @ 1.1375 KNOCK OUT Q 1.21 BARRIER EXP 12/1/03 XEURCA-TO-Z Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032220 SDNY_GM_00301418 EFTA01507211