EFTA01507394

07 INN Account Number: FINANCIAL TRUST COMPANY INC July 01, 2004 - July 31, 2004 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Asset Account Portfolio Page 13 of 65 Deserspoon Cupp Amount Counter Currency Counter Premium Amount Currency Premium Local Premium USD Current Market Value USD Unrealized Saint oat USD 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 @ .77 KNOCK IN § TRIGGERED @ 755 KNOCK OUT @ .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 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 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 @ 32.75 XTWDCA-AB-Z Total Foreign Exchange - 592,759.31 - 2,548,415.32 - 1,955,656.00 Preitenodlated cottons we waled usmg market picas at tie cktse S busans for statement date 0ver.The-Counkw (O7C)optons so valued 1 AWN afloat °Mess cthawsse agreed See: ltnportAnt Information about Pacing and Vahatiens. Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032429 SDNY_GM_00301627 EFTA01507394