EFTA01506686

02 JPMorgan Chase Bank 2004 345 Park Avenue, New York, NY 10154-1002 Account Number: FINANCIAL TRUST COMPANY INC Asset Account Portfolio February 01, 2004 - February 29, 2004 Trede Statement Date Date Type Description Cunene, Quantity Priestenif Settled continued Feb 20 Feb 24 Write Option NZO PUT USD CALL USD - 19,200,000 4.53 FX EUROPEAN STYLE OPTION NOV 22, 2004 Q .68 KNOCK IN Q .6625 Feb 20 Feb 24 Write Option NW PUT USD CALL USD - 30,000,000 4.15 FX EUROPEAN STYLE OPTION NOV 22, 2004 Q .68 KNOCK IN Q .6625 Feb 20 Feb 20 Sale 3 MONTH HUF BULLISH FX DEPOSIT HUF -1,083,000,000 100.00 100% PRINCIPAL PROTECTED IN HUF JP MORGAN CHASE LONDON MATURITY 02/20/2004 Feb 23 Feb 25 Purchase Opt THB CALL USD PUT USD 351,500,000 1.17 FX EUROPEAN STYLE OPTION FEB 23, 2005 Q 38. Feb 23 Feb 25 Purchase Opt THB CALL USD PUT USD 2,700,000,000 0.54 FX EUROPEAN STYLE OPTION FEB 23. 2005 Q 36. Trade Dare Settlement Date Currency Counter Amount Currency Counter Amount Contract Rate Revaluabon Rate JPMorgan Private Bank Market Costlaroceeds Tax Cost Page 22 of 58 Realdecl Gainless L150 591,437.00 846,600.00 1,083,000,000.09 1,083,000,000.00 582,991 .00 S - 108,225.00 - 405,000.00 Contracted, Base Amount 1150 Revalued Amount LISO Realised Gaömtoss 1150 Settled Foreign Exchange Contracts SPECULATIVE AUSTRALIA DOLLAR - U S DOLLAR Jan 9 04 Jan 15 04 Jan 20 04 Feb 13 04 Feb 13 04 Feb 13 04 Feb 11 04 Feb 13 04 EURO CURRENCY - Feb 604 Feb 10 04 AUD 5,000,000.00 USD - 3,876,000.00 0.775200 1.265950 - 3,876,000.00 3,949,603.06 73,603.06 AUD - 5,000,000.00 USD 3,835,500.00 0.767100 1.265950 3,835,500.00 - 3,949,603.06 - 114,103.06 AUD 10,000,000.00 USD - 7,678,000.00 0.767800 1.265950 - 7,678,000.00 7,899,206.12 221,206.12 AUD - 10,000,000.00 USD 7,783,000.00 0.778300 0.789921 7,783,000.00 - 7,899,206.12 - 116,206.12 U S DOLLAR EUR - 15,000,000.00 USD 19,042,500.00 1.269500 1.269800 19,042,500.00 - 19,047,000.00 - 4,500.00 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031675 SDNY_GM_00300873 EFTA01506686