EFTA01506056.pdf

09 2003 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 25 of 72 FINANCIAL TRUST COMPANY INC September 01, 2003 - September 30, 2003 Estimated Trade Settlement Realized Gainless Date Date Type DeanWon Cunency Quantity PriceUnit Mee( CostProceeds 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 6.88 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 CodS Counter Revaluation Contracted, Revalued Realized Date Date Curntigy AMOWN cunency Amount Conner Ram Rate One Amount 050 Amount USD Galators US0 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-00031042 Chase CONFIDENTIAL SDNY_GM_00300240 EFTA01506056