EFTA01505980.pdf

07 12003 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 12 of 64 FINANCIAL TRUST COMPANY INC July 01, 2003 - July 31, 2003 Descripoon Counter coaxer Premium Premium Premium Current Market Unreel/zed Cusep Amount Currency Amount Currency Local USD Value USD Gamlen USD Foreign Exchange continued ZAR PUT USD CALL ZAR -12,750,000 USD - 1,700,000.00 USD - 66,130.00 - 66,130.00 - 122,461.07 - 56,331.07 FX EUROPEAN STYLE OPTION 07/22/03 FEB 10, 2004 @ 7.5 KNOCK OUT @ 7.03 XZARPA-AF-Z JPY PUT USD CALL JPY -1,160,000,000 USD - 10,000,000.00 USD - 162,750.00 - 162,750.00 - 347,420.00 - 184,670.00 FX EUROPEAN STYLE OPTION 07/22/03 FEB 13. 2004 Q 116 KNOCK OUT @ 112 XJPYPA-JD-Z JPY PUT USD CALL JPY -1,218,000,000 USD - 10,500,000.00 USD - 139,104.00 - 139,104.00 - 350,284.62 - 211,180.62 FX EUROPEAN STYLE OPTION 07/22/03 FEB 17. 2004 @ 116 KNOCK OUT @ 113 XJPYPA-JH-Z NOK PUT USD CALL NOK - 68,500,000 USD - 10,000,000.00 USD - 200,090.00 - 200,090.00 - 849,327.39 - 649,237.39 FX EUROPEAN STYLE OPTION 07/22/03 MAR 03.2004 @ 6.85 KNOCK IN FX OPTION TRIGGERED Q 7.00 KNOCK OUT @ 6.65 XNOKPA-EE-Z EUR PUT USD CALL EUR - 15,000,000 USD - 17,175,000.00 USD - 386,438.00 - 386,438.00 - 534,121.50 - 147,683.50 FX EUROPEAN STYLE OPTION 07/22/03 DEC 15.2003 @ 1.145 XEURPA-JS-Z AUD PUT USD CALL AUD - 20,000,000 USD - 13,400,000.00 USD - 246,426.00 - 246,426.00 - 325,728.60 - 79,302.60 FX EUROPEAN STYLE OPTION 07/08/03 MAR 25, 2004 Q .67 KNOCK OUT @ .68 XAUDPA-BO-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00030965 Chase CONFIDENTIAL SDNY_GM_00300163 EFTA01505980