EFTA01506685

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 II3JPMorgan Private Bank Asset Account Portfolio Page 21 of 58 Dm* Settlement Date Date Type Deteriptien Canonry Quantity Prienttnit Settled continued Feb 17 Feb 17 Expired Opt EUR PUT USD CALL FX EUROPEAN STYLE OPTION OCT 29, 2004 4 1.21 KNOCK IN 4 1.1995 KNOCK OUT Q 1.2875 Issued in USD EUR 10,000.000 Feb 18 Feb 20 Write Option EUR CALL USD PUT USD - 13,000,000 1.65 FX EUROPEAN STYLE OPTION MAY 04, 2004 4 1.29 KNOCK IN 4 1.33 Feb 19 Feb 23 Write Option EUR PUT USD CALL USD - 10,400,000 1.21 FX EUROPEAN STYLE OPTION AUG 19, 2004 4 1.255 KNOCK IN TRIGGERED 4 1.24 KNOCK OUT @ 1.2940 Feb 20 Feb 24 Write Option AUD PUT USD CALL USD - 9,300,000 2.04 FX EUROPEAN STYLE OPTION NOV 22, 2004 4 .77 KNOCK IN Q .755 KNOCK OUT Q .7965 Feb 20 Feb 24 Write Option GBP PUT USD CALL USD - 11,666,666.66 3.24 FX EUROPEAN STYLE OPTION AUG 20. 2004 4 1.875 KNOCK IN 4 1.8375 Feb 20 Feb 24 Write Option GBP PUT USD CALL USD - 11,666,666 4.08 FX EUROPEAN STYLE OPTION NOV 22, 2004 4 1.865 KNOCK IN 4 1.8285 Feb 20 Feb 24 Write Option JPY PUT USD CALL USD - 987,350,000 1.02 FX EUROPEAN STYLE OPTION NOV 19, 2004 4 108.5 KNOCK IN 0 110.75 KNOCK OUT 4 105.35 Rea red Marker Cosentemeds Tax Cott GeIntLese USD 0.00 248,655.00 248,655.00 S 276,705.00 157,929.00 146,084.00 708,750.00 887,740.00 92,820.00 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031674 SDNY_GM_00300872 EFTA01506685