EFTA01506674

02 Account Number: FINANCIAL TRUST COMPANY INC February 01, 2004 • February 29, 2004 JPMorgan Chase Bank 2004 345 Park Avenue. New York, NY 10154-1002 II3 JPMorgan Private Bank Asset Account Portfolio Page 9 of 58 Structured Investments in Alphabetical Order Deseeiption Currency continued Quenelle Unit Cost PrieeVrtil Tax Coal Maser Value USD unteeezed Estimated Annoy Saint es. USD Income USD Yield % Accrued Income USD 3 MONTH HUF BULLISH FX DEPOSIT HUF 2,120,000,000 100.00 101.3366 10,000,000.00 10,399,956.80 399,956.80 N/A 100% PRINCIPAL PROTECTED IN HUF JPMORGAN CHASE LONDON 5/10/2004 630998-9H-7 Bearer 3 MONTH NZD BULLISH FX DEPOSIT NZD 10,000,000 100.00 100.3289 6,775,000.00 6,877,500.00 102,500.00 N/A 100% PRINCIPAL PROTECTED IN NZD JPMORGAN CHASE LONDON 5/10/2004 630998-9T-1 Bearer 3 MONTH EUR BULLISH FX DEPOSIT EUR 15,000,000 100.00 99.9694 18,750,000.00 18,631,800.00 • 118,200.00 N/A 100% PRINCIPAL PROTECTED IN EUR JPMORGAN CHASE LONDON 5/04/2004 630998-9U-8 Bearer Total Other 2,255,500,000 45,525,000.00 48,492,597.02 355,169.05 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031662 SDNY_GM_00300860 EFTA01506674