EFTA01505916.pdf

07 12003 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 13 of 65 FINANCIAL TRUST COMPANY INC July 01, 2003 - July 31, 2003 DescrIpoon Courser Counter Premium Premium Premum Current Market Unrealized Cusip Amount Currency Amount Currency Local USD Value USD Gainless USD Foreign Exchange continued EUR PUT USD CALL EUR - 14,000,000 USD - 16,100,000.00 USD - 243,110.00 - 243,110.00 - 483,348.74 - 240,238.74 FX EUROPEAN STYLE OPTION OCT 01, 2003 a 1.15 KNOCK IN TRIGGERED a 1.14 XEURPA-JVV-Z EUR CALL USD PUT EUR 14,000,000 USD 16,240,000.00 USD 302,064.00 302,064.00 82,832.40 - 219,231.60 FX EUROPEAN STYLE OPTION OCT 01. 2003 a 1.16 XEURCA-RU-Z NZD CALL USD PUT NZD 20,000,000 USD 11,900,000.00 USD 217,770.00 217,770.00 70,995.80 - 146,774.20 FX EUROPEAN STYLE OPTION OCT 01, 2003 a .595 XNZDCA-AV-Z AUD PUT USD CALL AUD - 35,000,000 USD - 23,450,000.00 USD - 639,341.00 - 639,341.00 - 1,257,981.20 - 618,640.20 FX EUROPEAN STYLE OPTION DEC 16.2003 a .67 KNOCK IN O.6550 XAUDPA-BR•Z AUD PUT USD CALL AUD - 10,000,000 USD - 6,600,000.00 USD - 181,500.00 - 181,500.00 - 315,986.30 - 134,486.30 FX EUROPEAN STYLE OPTION APR 08, 2004 a .66 KNOCK OUT @ .680 XAUDPA-BV-Z GBP PUT USD CALL GBP - 8,000,000 USD - 13,000,000.00 USD - 247,000.00 - 247,000.00 - 351,331.60 - 104,331.60 FX EUROPEAN STYLE OPTION NOV 06, 2003 a 1.625 KNOCK IN TRIGGERED a 1.6150 XGBPPA-FS-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00030901 Chase CONFIDENTIAL SDNY_GM_00300099 EFTA01505916