EFTA01506684

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 20 of 58 Trace Settlement Date Cote Type Description Currency Quantity Pries'Unit Marker CosePteceeds Tax Cost Rea red GeINLoss USD Settled continued Feb 12 Feb 17 Sell Option EUR CALL USD PUT USD - 5,000,000 282,500.00 - 49,186.20 233,313.80 FX EUROPEAN STYLE OPTION NOV 01, 2034 O 1.25 KNOCK OUT O 1.1375 KNOCK OUT O 1.21 BARRIER EXP 12/1/03 Feb 12 Feb 17 Sell Option EUR CALL USD PUT USD - 15,000,000 505,050.00 - 84,670.50 420,379.50 S FX EUROPEAN STYLE OPTION NOV 01, 2004 0 1.3 KNOCK OUT @ 1.1375 KNOCK OUT Q 1.21 BARRIER EXP 12/1/03 Feb 13 Feb 13 Expired Opt NZD PUT USD CALL NZD 10,000,000 0.00 188,325.00 188,325.00 S FX EUROPEAN STYLE OPTION OCT 11, 2004 O .675 KNOCK IN TRIGGERED @ .6685 KNOCK OUT O .7020 Issued in USD Feb 17 Feb 17 Expired Opt AUD PUT USD CALL AUD 16,666,666.66 0.00 303,450.00 303,450.00 FX EUROPEAN STYLE OPTION JUL 14, 2004 .765 KNOCK IN Q .75 KNOCK OUT O .7975 Issued in USD Feb 17 Feb 17 Expired Opt AUD PUT USD CALL AUD 22,471,910.67 0.00 524,258.00 524,258.00 FX EUROPEAN STYLE OPTION OCT 18, 2004 O .7725 KNOCK IN @ .7525 KNOCK OUT 02 .7973 Issued in USD Feb 17 Feb 17 Expired Opt EUR PUT USD CALL EUR 10,000,000 0.00 225,060.00 225,060.00 S FX EUROPEAN STYLE OPTION OCT 29, 2004 O 1.21 KNOCK IN 0 1.1995 KNOCK OUT 1.2875 Issued in USD Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031673 SDNY_GM_00300871 EFTA01506684