EFTA01505925.pdf

07 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 22 of 65 FINANCIAL TRUST COMPANY INC July 01, 2003 - July 31, 2003 Trade Statement Realized Date Date Type Description Currency Quantity PricoVnit Market CostProceeds Tax Cost &WA oss Settled continued Jul 8 Jul 10 Write Option AUD PUT USD CALL USD - 10,000,000 2.75 181,500.00 FX EUROPEAN STYLE OPTION APR 08, 2004 § .66 KNOCK OUT 680 Jul 8 Jul 10 Buy-Back Opt GBP CALL USD PUT USD 5,000,000 - 303,188.00 136,238.00 • 166,950.00 S FX EUROPEAN STYLE OPTION DEC 11, 2003 § 1.575 Jul 8 Jul 10 Write Option GBP PUT USD CALL USD - 8,000,000 1.90 247,000.00 FX EUROPEAN STYLE OPTION NOV 06, 2003 § 1.625 KNOCK IN § 1.6150 Jul 11 Jul 11 Expired Opt NOK CALL USD PUT USD - 67,500,000 0.00 - 146,000.00 - 146,000.00 S FX EUROPEAN STYLE OPTION JUL 11, 2003 § 6.75 Jul 15 Jul 17 Purchase Opt EUR PUT USD CALL USD 84,000,000 0.32 - 282,240.00 FX EUROPEAN STYLE OPTION OCT 15.2003 § 1.05 Jul 15 Jul 17 Buy-Back Opt NW PUT USD CALL USD 20,000,000 - 381,875.00 213,850.00 - 168,025.00 S FX EUROPEAN STYLE OPTION OCT 01.2003 § .5875 KNOCK IN TRIGGERED §.5775 Jul 15 Jul 17 Write Option NZO PUT USD CALL USD - 20,000,000 2.90 336,400.00 FX EUROPEAN STYLE OPTION NOV 03, 2003 § .58 Jul 16 Jul 18 Purchase Opt EUR PUT USD CALL USD 50,000,000 1.59 - 874,500.00 FX EUROPEAN STYLE OPTION NOV 14, 2003 ft 1.1 Jul 16 Jul 18 Write Option EUR PUT USD CALL USD - 50,000,000 0.92 496,800.00 FX EUROPEAN STYLE OPTION NOV 14. 2003 § 1.08 Confidential Treatment Requested by JPMorgan JPM-SDNY-00030910 Chase CONFIDENTIAL SDNY_GM_00300108 EFTA01505925