XNZDPA-CS-Z

JPMorgan

New York

FX EUROPEAN STYLE OPTION

NZD PUT USD

JPM

EUR PUT USD

XAUDPA-CO-Z

NZD

Chase

FINANCIAL TRUST COMPANY INC

JPMorgan Chase Bank

AUD PUT USD

FX EUROPEAN STYLE OPTION NOV

JPMorgan Private Bank

INN JPMorgan Chase Bank

XNZDPA-DC-Z

Description Counter Counter Premium Premium Premium Current Merkel Unrealized Cunt Amount Currency

AUG

FINANCIAL TRUST COMPANY INC March 01, 2004 - March

EUR

FX EUROPEAN STYLE OPTION NOV 01

XNZDPA-D8-Z GBP PUT USD

XEURCA-TP-Z

HKD PUT USD

XNZDPA-CT-Z Confidential Treatment Requested