EFTA01507336

07 I2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 Account Number: CI Asset Account Portfolio FINANCIAL TRUST COMPANY INC July 01, 2004 - July 31, 2004 JPMorgan Private Bank Page 13 of 65 Description Cute Amount Counter Currency Counter Premium Amount Currency Rebhan Local Premium USD Current &UM« Value USD Unrealized Samtost uso Foreign Exchange continued AUD PUT USD CALL AUD -1,500,000 USD - 1,155,000.00 USD - 23,561.94 - 23,561.94 - 118,035.20 - 94,473.26 FX EUROPEAN STYLE OPTION NOV 22, 2004 Q .77 KNOCK IN § TRIGGERED .755 KNOCK OUT C .7965 XAUDPA-DH-Z THB CALL USD PUT THB 2,700,000,000 USD 75,000,000.00 USD 405,000.00 405,000.00 2,349.00 - 402,651.00 FX EUROPEAN STYLE OPTION FEB 23. 2005 0 36. XTHBCA-AC-Z THB CALL USD PUT THB 351,500,000 USD 9,250,000.00 USD 108,225.00 108,225.00 6,576.57 - 101,648.43 FX EUROPEAN STYLE OPTION FEB 23, 2005 0 38. XTHBCA-AB-Z TWD CALL USD PUT TWD 327,500,000 USD 10,000,000.00 USD 196,000.00 196,000.00 36,201.85 - 159,798.15 FX EUROPEAN STYLE OPTION MAR 01, 2005 O 32.75 XTWDCA-AB-Z Total Foreign Exchange - 592,759.31 - 2,548,415.32 - 1,955,656.00 &elm-gal.:Sod opens are rained using market pima at to> töte business for statement date 0ver.Tne-Counlee (O7C)opZons an> valued I Mete area unites ethenvise agreed See: Importart Information about Pnung and Vahatlens. Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032364 SDNY_GM_00301562 EFTA01507336