EFTA01505614.pdf

05 12003 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: CI Asset Account Portfolio Page 21 of 41 FINANCIAL TRUST COMPANY INC May 01, 2003 - May 31, 2003 Trade Statement Realized Date Cute TYPO Description Currency Quantity Paco'Unit Marker CosePteceeds Tax Cost Gaintoss USD Settled continued May 13May 15 Write Option EUR PUT USD CALL USD - 15,000,000 1.85 319,275.00 FX EUROPEAN STYLE OPTION FEB 13, 2004 @ 1.15 KNOCK IN Q 1.10 KNOCK OUT Q 1.1795 May 14May 16 Write Option JPY PUT USD CALL USD -1,160,000,000 1.63 162,750.00 FX EUROPEAN STYLE OPTION FEB 13, 2004 @ 116 KNOCK OUT @ 112 May 15May 19 Sell Option CHF CALL USD PUT USD - 13,500,000 339,000.00 - 200,000.00 139,000.00 S FX EUROPEAN STYLE OPTION JUN 26, 2003 @ 1.35 May 15May 15 Expired Opt EUR PUT USD CALL USD 32,000,000 0.00 222,932.00 222,932.00 S FX EUROPEAN STYLE OPTION MAY 15 2003 @ 1.0685 May 15May 19 Write Option JPY PUT USD CALL USD -1,218,000,000 1.32 139,104.00 FX EUROPEAN STYLE OPTION FEB 17, 2004 @ 116 KNOCK OUT @ 113 May 15May 15 Expired Opt NW PUT USD CALL USD 10,000,000 0.00 78,789.00 78,789.00 S FX EUROPEAN STYLE OPTION MAY 15, 2003 @ .541 May 16May 16 Expired Opt NOK CALL USD PUT USD 102,000,000 0.00 44,000.00 44,000.00 S FX EUROPEAN STYLE OPTION MAY 15, 2003 @ 6.8 May 16May 16 Expired Opt NOK PUT USD CALL USD 68,700,000 0.00 20,000.00 20,000.00 S FX EUROPEAN STYLE OPTION MAY 15, 2003 @ 6.87 May 19May 19 Expired Opt CHF PUT USD CALL USD - 14,000,000 0.00 - 126,800.00 - 126,800.00 S FX EUROPEAN STYLE OPTION MAY 19, 2003 @ 1.4 Confidential Treatment Requested by JPMorgan JPM-SDNY-00030596 Chase CONFIDENTIAL SDNY_GM_00299794 EFTA01505614