EFTA01506054.pdf

09 2003 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number- Asset Account Portfolio Page 23 of 72 FINANCIAL TRUST COMPANY INC September 01, 2003 - September 30, 2003 Trace Statement Reallzel Date Date type Description Gummy Quantity Once'Unit Market CostProctects Tax Cost &Mame MD Settled continued Sep 24 Sep 26 Write Option JPY CALL USD PUT USD -1,116,500,000 0.28 28,000.00 FX EUROPEAN STYLE OPTION SEP 25. 2003 O 111.65 Sep 24 Sep 24 Expired Opt NOK PUT USD CALL NOK 73,500,000 0.00 134,000.00 134,000.00 S FX EUROPEAN STYLE OPTION MAR 19.2004 7.35 KNOCK IN Q 7.50 KNOCK OUT O 7.0050 Issued in USD Sep 24 Sep 26 Write Option ZAR CALL USD PUT USD - 46,860,000 1.20 79,200.00 FX EUROPEAN STYLE OPTION NOV 24, 2003 O 7.1 Sep 25 Sep 29 Assign FX Opt JPY CALL USD PUT USD 1,116,500,000 0.00 28,000.00 28,000.00 S FX EUROPEAN STYLE OPTION SEP 25. 2003 111.65 Sep 25 Sep 29 FX Opt Asgn'D SPOT CURRENCY TRANSACTION USD -1,116,500,000 111.65 10,000,000.00 - 9,991,051.45 8,948.55 S SETTLEMENT OF ASSIGNED FX OPTION SELL JPY BUY USD Sep 25 Sep 29 Sale 6 MONTH FX BULLISH AUD DEPOSIT AUD - 20,000,000 100.00 19,804,823.46 • 20,000,000.00 538,907.67 S 100% PRINCIPAL PROTECTION IN AUD JP MORGAN CHASE LONDON MATURITY DATE 12/13/2003 Sep 26 Sep 30 Sell Option JPY CALL USD PUT USD - 555,000,000 43,000.00 - 35,000.00 8,000.00 S FX EUROPEAN STYLE OPTION OCT 22, 2003 111. Sep 26 Sep 30 Buy-Back Opt JPY CALL USD PUT USD 1,112,500,000 31,000.00 65,000.00 34,000.00 S FX EUROPEAN STYLE OPTION OCT 01, 2003 0111.25 Sep 29 Sep 29 Expired Opt JPY PUT USD CALL USD -2,300,000,000 0.00 - 104,000.00 - 104,000.00 S FX EUROPEAN STYLE OPTION SEP 26, 2003 Q 115. Confidential Treatment Requested by JPMorgan JPM-SDNY-00031040 Chase CONFIDENTIAL SDNY_GM_00300238 EFTA01506054