EFTA01505746.pdf

06 12003 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Numbe Asset Account Portfolio Page 21 of 51 FINANCIAL TRUST COMPANY INC June 01, 2003 - June 30, 2003 Trace Statement Reallzel Date Date Type Description Canonry °wally Priatnil Marker CosePtecteds Tax Cost Gearless USD Settled continued Jun 25 Jun 27 Write Option AUD PUT USD CALL USD - 20,000,000 1.84 246,426.00 FX EUROPEAN STYLE OPTION MAR 25.2004 .67 KNOCK OUT Q .68 Jun 25 Jun 27 Buy-Back Opt EUR PUT USD CALL USD 562,977.10 - 64,900.00 300,000.00 235,100.00 S FX EUROPEAN STYLE OPTION OCT 16, 2003 O 1.048 EUR BINARY ONE-TOUCH Jun 25 Jun 27 Write Option EUR PUT USD CALL USD - 15,000,000 2.25 386,438.00 FX EUROPEAN STYLE OPTION DEC 15.2003 Q 1.145 Jun 25 Jun 27 Buy-Back Opt ZAR PUT USD CALL USD 15,000,000 - 183,000.00 77,800.00 - 105,200.00 S FX EUROPEAN STYLE OPTION FEB 10. 2004 0 7.5 KNOCK OUT 7.03 Jun 27 Jun 27 Expired Opt MXN PUT USD CALL MXN 78,440,000 0.00 154,300.00 154,300.00 S FX EUROPEAN STYLE OPTION MAR 05.2004 O 10.6 KNOCK OUT @ 10.4 Issued in USD Estimated Trade Settlement Realized Elsingross Da ta Data Type Tesscroptean Cummcy Quantity Pearling Marne( Coni:emceed. Tax Cost USD Pending Jul 2 Expired Opt JPY CALL USD PUT USD -2,200,000,000 0.00 0.00 165,000.00 - 165,000.00 S FX EUROPEAN STYLE OPTION JUL 02. 2003 110. Jun 30 Jul 2 Write Option EUR PUT USD CALL USD - 11,739,130.43 1.65 222,750.00 FX EUROPEAN STYLE OPTION MAR 31, 2004 O 1.15 KNOCK OUT Q 1.175 Confidential Treatment Requested by JPMorgan JPM-SDNY-00030729 Chase CONFIDENTIAL SDNY_GM_00299927 EFTA01505746