EFTA01505989.pdf

07 I2003 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 21 of 64 FINANCIAL TRUST COMPANY INC July 01, 2003 - July 31, 2003 Trade Settlement Realtzect Date Date Type Detterlptien Currency Quantity Pricollnit Marker CesoPteceeds Tax Con GmteLoss USO Settled continued Jul 7 Jul 9 Sell Option AUD CALL USD PUT USD - 35,000,000 488,931.00 - 501,851.00 - 1Z920.00 S FX EUROPEAN STYLE OPTION DEC 16, 2003 e .6775 Jul 7 Jul 9 Buy-Back Opt CHF PUT USD CALL USD 6,975,000 - 36,236.00 91,092.00 54,856.00 S FX EUROPEAN STYLE OPTION OCT 06, 2003 e 1.42 Jul 7 Jul 9 Buy-Back Opt EUR CALL USD PUT USD 14,000,000 - 105,345.00 200,690.00 95,345.00 S FX EUROPEAN STYLE OPTION OCT 01. 2003 e 1.175 Jul 7 Jul 9 Buy-Back Opt MXN PUT USD CALL USD 113,000,000 - 45,600.00 487,000.00 441,400.00 S FX EUROPEAN STYLE OPTION SEP 08. 2003 11.3 Jul 7 Jul 9 Buy-Back Opt NOK PUT USD CALL USD 73,300,000 - 56,900.00 227,000.00 170,100.00 S FX EUROPEAN STYLE OPTION JUL 14, 2003 e 7.33 Jul 7 Jul 9 Buy-Back Opt NZO PUT USD CALL USD 10,000,000 - 41,509.00 278,298.00 236,789.00 S FX EUROPEAN STYLE OPTION DEC 23.2003 e .5515 KNOCK IN e .5200 Jul 7 Jul 9 Buy-Back Opt NW PUT USD CALL USD 20,000,000 - 74,848.00 319,200.00 244,352.00 S FX EUROPEAN STYLE OPTION NOV 06, 2003 e .56 KNOCK IN e .53 Jul 8 Jul 10 Write Opbon AUD PUT USD CALL USD - 10,000,000 2.75 181,500.00 FX EUROPEAN STYLE OPTION APR 08, 2004 e .66 KNOCK OUT e .680 Jul 8 Jul 10 Buy-Back Opt GBP CALL USD PUT USD 5,000,000 - 303,188.00 136,238.00 - 166,950.00 S FX EUROPEAN STYLE OPTION DEC 11. 2003 e 1.575 Confidential Treatment Requested by JPMorgan JPM-SDNY-00030974 Chase CONFIDENTIAL SDNY_GM_00300172 EFTA01505989