EFTA01507334

07 12004 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 11 of 65 Options DOSCrellOn Cuero Amount Counter Currency Counter Premium Amount Currency Pram Load Premium USD Current Merkel Value USD Unrealized awnless USD Foreign Exchange HUF PUT USD CALL HUF -1,060,000,000 USD - 5,000,000.00 USD - 265,000.00 - 265,000.00 - 59,635.60 205,364.40 FX EUROPEAN STYLE OPTION SEP 16. 2004 Q 212. KNOCK IN O 220 XHUFPA-AJ-Z JPY PUT USD CALL JPY -1,110,000,000 USD - 10,000,000.00 USD - 138,000.00 - 138,000.00 - 179,464.80 - 41,464.80 FX EUROPEAN STYLE OPTION NOV 04.2004 @ 111. KNOCK IN TRIGGERED Q 112.5 KNOCK OUT Q 106.25 XJPYPA-JW'Z EUR PUT USD CALL EUR 20,000,000 USD 22,000,000.00 USD 96,800.00 96,800.00 55,612.40 - 41,187.60 FX EUROPEAN STYLE OPTION DEC 06.2004 @ 1.1 XEURPA-OP-Z AUD CALL USD PUT AUD - 5,000,000 USD - 3,450,000.00 USD - 62,445.00 - 62,445.00 - 101,026.20 - 38,581.20 FX EUROPEAN STYLE OPTION DEC 23.2004 @ .69 KNOCK IN TRIGGERED @ .7250 KNOCK OUT @ .65 XAUDCA-CD-Z AUD PUT USD CALL AUD - 20,000,000 USD - 14,150,000.00 USD - 458,460.00 - 458,460.00 - 649,078.00 - 190,618.00 FX EUROPEAN STYLE OPTION APR O4. 2005 421 .7075 KNOCK OUT Q .7365 XAUDPA-DS-Z Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00032362 SDNY_GM_00301560 EFTA01507334