EFTA01505533.pdf

JPMorgan Chase Bank 01 12003 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 18 of 39 FINANCIAL TRUST COMPANY INC January 01, 2003 - January 31, 2003 Trace Settlement Restate Date Date TYPO Oeseriptien Gummy Quantify PriesSind Warner CestProceeds Tax Cost Gamines USD Settled continued Jan 13 Jan 15 Write Option ZAR PUT USD CALL USD - 44,000,000 3.90 195,000.00 FX EUROPEAN STYLE OPTION APR 11, 2003 Q 8.8 Jan 13 Jan 15 Write Option ZAR PUT USD CALL USD - 86,200,000 0.21 21,000.00 FX EUROPEAN STYLE OPTION JAN 14, 2003 O 8.62 Jan 14 Jan 16 Buy-Back Opt BRL CALL USD PUT USD 17,500,000 - 370,000.00 263,000.00 - 107,000.00 S FX EUROPEAN STYLE OPTION FEB 03. 2003 0 3.5 Jan 14 Jan 16 Buy-Back Opt BRL CALL USD PUT USD 17,500,000 - 374,500.00 263,000.00 - 111,500.00 S FX EUROPEAN STYLE OPTION FEB 03, 2003 0 3.5 Jan 14 Jan 16 Assign FX Opt ZAR PUT USD CALL USD 86,200,000 0.00 21,000.00 21,000.00 S FX EUROPEAN STYLE OPTION JAN 14, 2003 O 8.62 Jan 14 Jan 16 FX Opt Asgn'D SPOT CURRENCY TRANSACTION USD 86,200,000 8.62 - 10,000,000.00 10,000,000.00 SETTLEMENT OF ASSIGNED FX OPTION BUY ZAR SELL USD Jan 15 Jan 15 Expired Opt CHF PUT USD CALL USD 20,000,000 0.00 69,000.00 69,000.00 S FX EUROPEAN STYLE OPTION JAN 14, 2003 O 1.4 Jan 15 Jan 17 Exerc FX Opt NOK CALL USD PUT USD - 175,000,000 0.00 - 319,697.00 - 319,697.00 S FX AMERICAN STYLE OPTION JAN 15, 2003 @ 7. Jan 15 Jan 17 FX Opt Exerc SPOT CURRENCY TRANSACTION USD 175,000,000 7.00 - 25,000,000.00 25,000,000.00 SETTLEMENT OF EXERCISED FX OPTION BUY NOK SELL USD Jan 16 Jan 16 Expired Opt NOK CALL USD PUT USD 172,500,000 0.00 92,500.00 92,500.00 S FX EUROPEAN STYLE OPTION JAN 15. 2003 Q 6.9 Confidential Treatment Requested by JPMorgan JPM-SDNY-00030515 Chase CONFIDENTIAL SDNY_GM_00299713 EFTA01505533