EFTA01507279

06 12004 Account Number: 0 30171.00.5 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 19 of 72 Trade Activity Realized Gain/Loss Summary Short Term Gain/Loss Long Term Gam/Loss Note: S ineicates Short Term Realized Gain/Loss L indicates Long Term Realized Gain/Loss Capital gains and losses on sales with missing or incomplete tax cost are identified with N/A Amami USD - 1,998,174.47 0.00 Dade Owe Settlement Date TYPO DeectIptien Cunency Ouantny PricoVnli Mallon CosvPreceeds Tax Cost Realized OtentLese USD Settled Jun 1 Jun 3 Write Option CHF PUT EUR CALL USD - 15,350,000 0.265 32,383.00 FX EUROPEAN STYLE OPTION JUN 25, 2004 6 1.535 KNOCK IN 1.54 Jun 1 Jun 3 Buy-Back Opt EUR PUT CHF CALL USD 7,262,295 - 33,057.10 31,765.08 - 1,292.02 S FX EUROPEAN STYLE OPTION JUN 25, 2004 41? 1.525 KNOCK IN 6 1.52 Jun 1 Jun 3 Buy-Back Opt EUR PUT CHF CALL USD 10,262,295 - 46,713.90 42,394.00 - 4,319.90 S FX EUROPEAN STYLE OPTION JUN 25, 2004 6 1.525 KNOCK IN 6 1.52 Jun 4 Jun 8 Purchase Opt EUR PUT USD CALL USD 20,000,000 0.44 - 96,800.00 FX EUROPEAN STYLE OPTION DEC 06, 2004 O 1.1 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032298 SDNY_GM_00301496 EFTA01507279