06 /005 .Ilnlorgan Chase Bank, N.A. 345 Park As emit`, New York, NY 10154-L002 Account Number Asset Account Portfolio FINANCIAL TRUST COMPANY INC June 01, 2005 - June 30. 2005 Options Desorption Cusp Counter Amount Currency ''JPMorgan Private Bank Paco 9 of f9 Counter Premium Premium Premium Current Market Unecurrei Amount Currency Local USD Valve USD Gun Loss usa Foreign Exchange TRY PUT USD CALL FX EUROPEAN STYLE OPTION DEC 02. 2005 @ 1.345 KNOCK IN @ 1 4350 KNOCK OUT@ 1 3050 XTRYPA-AM-Z TRY - 6,725,000 USD - 5.000.000 00 USD - 202 500 00 - 202 500 00 - 183,861 50 18 63B SC Eschangerisled options ere reared using make aces at Pe close a business fa statement date Oyallse-Counkl (07tioptons are vaka0 at bid Parket pilaw otherwise 07001 Sit Important InfalllanOn about Prang and Virtual/OM Important tnlonnadon about Pnong ansIVeluatiOnS Poses some a w0,41, we prov dad by pima 30n0001 a Offla "'was, eha tie deem terabre are nal gummed fa accuracy a es MVOS value' Wilspions of wesrPorcounter donvatue transactions Muds"; ca -tan denvatues deem' peoduas lave been ;secured on • rndintriel basis These valuabau are Math.o values as of:nodose a business of the dale stns Paternal: end fang es Means* slcbrel rn wan/. OW00 Pau'Otax$ do Mt Privy:rent the *Cruel Isms at *teen trenyeettos a upcureet could t Graph" a sod a new transecliws =PI Oa 0a0/004, 00. a the *Mel hems on nisch ousting nnsethonsa swages could be triudared as a the date a /Ms statement We do not nanani The, completeness a accuracy These sairratsons we domed from 'monetary (nodes based upon weir recognized frnenotal anomie. and ne rpm when necessary to emulate the present value of lutae cash tons. wade niesonable %mune., about Woven' tulle Prairie concilms ValuPons based on any modal a efferent allumpbona row pol d chflotent mots triage expressly &spleens any moans bitty la Minoru-curacy a the models a estrmates used n downy the pruations (2) any 701 a andirons in corrputup a derworontarrip The vaisations and pnany uses to wInt, In. serrations se pa Witrabons we merlon to rnicimenon purposes on.), end are nVenitt solely for yap own use Plum tee' b tne trade confirm's:in for detars of each Vensacfron Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00033344 SDNY_GM_00302542 EFTA01508167