EFTA01506472.pdf

12 2003 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 II3JPMorgan Private Bank Account Number: Asset Account Portfolio Page 15 of 44 FINANCIAL TRUST COMPANY INC December 01, 2003 - December 31, 2003 Trade Settlement Realized Dale Date Type Description Caney Openers Pricotnit Marker Cosolateceeds Tax Cost GeincLoss USD Settled continued Dec 1 Dec 1 Expired Opt NZO PUT USD CALL USD 32,786,885.24 0.00 142,000.00 142,000.00 S FX EUROPEAN STYLE OPTION DEC 01, 2003 @ .61 KNOCK IN Q .59 Dec 1 Dec 1 Expired Opt ZAR PUT USD CALL USD 42,300,000 0.00 98,400.00 98,400.00 S FX EUROPEAN STYLE OPTION DEC 01, 2003 7.05 Dec 1 Dec 3 FX Opt Asgn'D SPOT CURRENCY TRANSACTION USD - 28,449,502.13 1.422 20,000,000.00 - 20,926,445.09 - 926,445.09 S SETTLEMENT OF ASSIGNED FX OPTION SELL AUD BUY USD Dec 2 Dec 2 Expired Opt AUD PUT USD CALL AUD 20,000,000 0.00 435,400.00 435,400.00 S FX EUROPEAN STYLE OPTION JUL 22, 2004 O .7 KNOCK INQ .688 KNOCK OUT @ .7293 Issued in USD Dec 3 Dec 5 Buy-Back Opt AUD PUT USD CALL USD 30,000,000 - 13,598.00 543,900.00 530,302.00 S FX EUROPEAN STYLE OPTION FEB 25, 2004 @ .6475 KNOCK IN Q .6375 Dec 3 Dec 5 Sell Option EUR CALL USD PUT USD - 20,000,000 625,000.00 - 196,744.80 428,255.20 S FX EUROPEAN STYLE OPTION NOV 01, 2004 @ 1.25 KNOCK OUT @ 1.1375 KNOCK OUT @ 1.21 BARRIER EXP 12/1/03 Dec 3 Dec 5 Sell Option EUR CALL USD PUT USD - 10,000,000 316,250.00 - 98,372.40 217,877.60 S FX EUROPEAN STYLE OPTION NOV 01, 2004 Q 1.25 KNOCK OUT @ 1.1375 KNOCK OUT @ 1.21 BARRIER EXP 12/1/03 Dec 3 Dec 5 Buy-Back Opt EUR PUT USD CALL USD 10,000,000 - 11,660.00 222,600.00 210,940.00 S FX EUROPEAN STYLE OPTION MAR 31, 2004 C 1.06 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031460 Chase CONFIDENTIAL SDNY_GM_00300658 EFTA01506472