EFTA01507216

06 12004 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 21 of 72 Trecle Settlement Date Cote TYPO Description Settled continued Jun 10 Jun 15 Write Option AUD PUT USD CALL FX EUROPEAN STYLE OPTION JUN 16,2004 @ .6875 Jun 10 Jun 14 Buy-Back Opt EUR CALL USD PUT FX EUROPEAN STYLE OPTION JUN 15,2004 @ 1.185 KNOCK IN TRIGGERED 1.2 Jun 10 Jun 14 EX Option Assi NW CALL USD PUT FX EUROPEAN STYLE OPTION JUN 10,2004 @ .62 KNOCK IN TRIGGERED (fg .635 Jun 10 Jun 14 Write Option NZD CALL USD PUT FX EUROPEAN STYLE OPTION JUN 17.2004 @.6375 Jun 10 Jun 14 Write Option NZD PUT USD CALL FX EUROPEAN STYLE OPTION JUN 17.2004 @ .6275 Jun 10 Jun 14 FX Opt Aspn'D SPOT CURRENCY TRANSACTION SETTLEMENT OF ASSIGNED FX OPTION SELL NZD BUY USD Jun 14 Jun 16 Buy-Back Opt GBP CALL USD PUT FX EUROPEAN STYLE OPTION JUN 15,2004 @ 1.835 Jun 15 Jun 17 Buy-Back Opt AUD CALL USD PUT FX EUROPEAN STYLE OPTION JUN 16,2004 @ .6975 Jun 15 Jun 15 Expired Opt EUR CALL USD PUT FX EUROPEAN STYLE OPTION JUN 15.2004 @ 1.215 Jun 15 Jun 15 Expired Opt EUR PUT USD CALL FX EUROPEAN STYLE OPTION JUN 15,2004 @ 1.1975 Gummy Quantity PricoVnit Market CosaPteceeds Tax Cost Reallzel GenarLoss USD - 5,000,000 0.16 5,500.00 USD 7,000,000 - 178,135.00 83,281.92 - 94,853.08 S USD 15,000,000 0.00 91,140.00 91,140.00 S USD - 15,000,000 0.44 42,120.00 USD - 15,000,000 0.566 53,310.00 USD - 15,000,000 1.612 9,300,000.00 - 9,475,178.40 - 175,178.40 S USD 5,000,000 - 2,532.00 44,040.00 41,508.00 S USD 5,000,000 - 1,744.00 25,284.00 23,540.00 S USD 10,000,000 0.00 23,693.00 23,693.00 S USD 10,000,000 0.00 23,351.00 23,351.00 S Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032228 SDNY_GM_00301426 EFTA01507216