EFTA01506128.pdf

09 12003 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: 0 30171.00.5 Asset Account Portfolio Page 25 of 72 FINANCIAL TRUST COMPANY INC September 01, 2003 - September 30, 2003 Ettamated Trade Settlement Reallzerl Daftness Dare Date Type DeacrOption Currency Ouantny Ritual's'« Weer CouProceeds Tax Cost USD Pending continued Sep 29 Oct 1 Write Option NOK PUT USD CALL USD - 35,750,000 1.60 80,000 00 FX EUROPEAN STYLE OPTION JUN 29, 2004 « 7.15 KNOCK IN 07.20 KNOCK OUT te 648 Sep 30 Oct 2 Sale 4 MONTH FX BULLISH EVROS DEPOSIT EUR - 10,000,000 0.00 9,974,741.74 -10,000,000.00 190,623.86 S 100% PRINCIPAL PROTECTED IN EUROS DOLLARS JP MORGAN CHASE LONDON MATURITY DATE 11/14/2003 Sep 30 Oct 2 Sale 2 MONTH FX BULLISH NZD DEPOSIT NZD - 17,000,000 0.00 16,985,562.27 - 17,000,000.00 165,718.38 S 100% PRINCIPAL PROTECTED IN NZD DOLLARS JPMORGAN CHASE LONDON MATURITY DATE 10,06/2003 Trade Settlement Count- Count« Revaluation coop-woe Revalued Readied Dare Dare CUrrergy Afleutlf CW7enCY Amount Conflate Rate Rate ease Amount USD Amount USD CiaintOSS USO Settled Foreign Exchange Contracts SPECULATIVE AUSTRALIA DOLLAR - U S DOLLAR Aug 26 03 Sep 29 03 AUD - 10,000,000.00 USD 6,460,000.00 0.646000 1.484000 6,460,000.00 6,738,544.47 - 278,544.47 Sep 25 03 Sep 29 03 AUD - 19,804,823.46 USD 13,808,907.67 0.697250 0.689520 13,808,907.67 - 13,655,831.30 153,076.37 Sep 26 03 Sep 29 03 AUD 5,000,000.00 USD - 3,373,000.00 0.674600 0.674600 - 3,373,000.00 3,373,000.00 Sep 26 03 Sep 29 03 AUD 5,000,000.00 USD - 3,370,000.00 0.674000 0.674000 - 3,370,000.00 3,370,000.00 SWISS FRANC U S DOLLAR Aug 22 03 Sep 3 03 CHF - 28,356,000.00 USD 20,000,000.00 1.417800 1.416550 20,000,000.00 -20,017,648.51 - 17,648.51 Sep 3 03 Sep 3 03 CHF 28,356,000.00 USD - 19,969,014.08 1.420000 1.420000 - 19,969,014.08 19,969,014.08 Dec 12 02 Sep 10 03 CHF 7,178,000.00 USD - 4,984,653.98 1.440020 1.385900 - 4,984,653.98 5,179,305.86 194,651.88 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031114 Chase CONFIDENTIAL SDNY_GM_00300312 EFTA01506128