0 1 2005 Account Number FINANCIAL TRUST COMPANY INC January 01, 2005- January 31, 2005 JPMorgan Chase Bank, N.A. 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Asset Account Portfolio Page 10 of 29 Options DOSCrellOn Cuero Amount Counter Currency Counter Premium Amount Currency Premium Load Premium USD Conant Maker Value USD Unrealized awnless USD Foreign Exchange EUR CALL CHF PUT EUR - 23,000,000 CHF - 35,408,500.00 USD - 169,326.00 - 169,326.00 - 150,447.60 18,878.40 FX EUROPEAN STYLE OPTION FEB 09. 2005 6 1.5395 KNOCK IN TRIGGERED 0 1.5525 KNOCK OUT Q 1.5045 XEURCA-XL-Z JPY PUT USD CALL JPY 2,300,000,000 USD 20,000,000.00 USD 190,000.00 190,000.00 0.00 - 190,000.00 FX EUROPEAN STYLE OPTION FEB09, 2005 @115. XJPYPA-KB-Z GBP PUT JPY CALL GBP - 16,130,000 JPY3,096,960,000.00 USD - 1,011,092.00 - 1,011,092.00 - 413,721.76 597,370.24 FX EUROPEAN STYLE OPTION JUL 14, 2005 6 192. KNOCK IN O 185 XGBPPA-IA-Z THB CALL USD PUT THB 2,700,000,000 USD 75,000,000.00 USD 405,000.00 405,000.00 243.00 - 404,757.00 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 21,177.88 - 87,047.12 FX EUROPEAN STYLE OPTION FEB 23, 2005 38. XTHBCA-A8-2 Total Foreign Exchange - 477,193.00 - 542,748.48 - 65,555.48 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00033141 SDNY_GM_00302339 EFTA01508011