EFTA01505991.pdf

07 12003 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 23 of 64 FINANCIAL TRUST COMPANY INC July 01, 2003 - July 31, 2003 Trade Settlement Realized Date Dare TYPE Description Currency Quantity Pricollnit Marker CestProceeds Tax Cost GeinRoss USD Settled continued Jul 29 Jul 31 Buy-Back Opt AUD CALL USD PUT USD 35,000,000 - 168,221 00 274,152.00 105,931.00 S FX EUROPEAN STYLE OPTION DEC 16, 2003 e .695 Estimated TIEN satnamenz Realized GairVLoss one Date TWA Description Comm.'? Quantify PrOctUMr Marker CostProceeds Tax Cots MI) Pending Jul 30 Aug 1 Purchase Opt AUD CALL USD PUT USD 15,000,000 2.05 - 201,413.00 FX EUROPEAN STYLE OPTION JAN 29, 2004 O .655 Jul 30 Aug 1 Write Option AUD PUT USD CALL USD - 15,000,000 2.15 211,238.00 FX EUROPEAN STYLE OPTION OCT 30, 2003 O .655 KNOCK IN Q .6325 Trade Setdemem Counter Counter Revaluation Contracted SINSIUS0 Reliant Dare Dare Currency AMOUSI Currency Amount Contract Rare Rare Base Amount USD Amount U..O Gaintoss USD Settled Foreign Exchange Contracts SPECULATIVE AUSTRALIA DOLLAR - U S DOLLAR May 1 03 Jul 10 03 AUD 20,000,000.00 USD - 12,384,312.69 0.619216 1.523600 - 12,384,312.69 13,126,804.93 742,492.24 May 8 03 Jul 10 03 AUD 20,000,000.00 USD - 12,619,445.26 0.630972 1.523600 - 12,619,445.26 13,126,804.93 507,359.67 Jun 4 03 Jul 10 03 AUD - 40,000,000.00 USD 26,043,920.65 0.651098 1.523600 26,043,920.65 - 26,253,609.87 - 209,689.22 Jun 25 03 Jul 28 03 AUD - 20,000,000.00 USD 13,294,000.00 0.664700 1.502750 13,294,000.00 - 13,308,933.62 - 14,933.62 Jul 8 03 Jul 28 03 AUD 20,000,000.00 USD - 13,218,000.00 0.660900 1.502750 - 13,218,000.00 13,308,933.62 90,933.62 CANADIAN DOLLAR - U S DOLLAR Apr 30 03 Jul 10 03 CAD 14,510,000.00 USD - 9,963,835.80 1.456267 1.384450 - 9,963,835.80 10,480,696.30 516,860.50 Confidential Treatment Requested by JPMorgan JPM-SDNY-00030976 Chase CONFIDENTIAL SDNY_GM_00300174 EFTA01505991