EFTA01506049.pdf

09 2003 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Numbe Asset Account Portfolio Page 18 of 72 FINANCIAL TRUST COMPANY INC September 01, 2003 - September 30, 2003 Tiede Settlement Realtzed Date Date TYPO Description Gummy Quantity PnceUme Market Cost➢PI-eceols Tax Cost Gamlen USD Settled continued Sep 4 Sep 8 Write Option NZO PUT USD CALL USD - 17,777,777.77 3.03 303,000.00 FX EUROPEAN STYLE OPTION FEB 25, 2004 O .5625 KNOCK IN Q .54 Sep 5 Sep 9 Write Option EUR CALL USD PUT USD - 17,500,000 1.01 197,076.00 FX EUROPEAN STYLE OPTION NOV 06, 2003 0 1.115 KNOCK IN O 1.13 Sep 5 Sep 9 Write Option EUR CALL USD PUT USD - 20,000,000 1.52 337,440.00 FX EUROPEAN STYLE OPTION DEC 05. 2003 Q 1.11 KNOCK IN 01.1250 Sep 5 Sep 9 Buy-Back Opt EUR PUT USD CALL USD 20,000,000 - 231,120.00 198,720.00 - 32,400.00 S FX EUROPEAN STYLE OPTION NOV 14, 2003 Q 1.08 Sep 5 Sep 9 Buy-Back Opt EUR PUT USD CALL USD 17,500,000 - 115,500.00 107,800.00 - 7,700.00 S FX EUROPEAN STYLE OPTION SEP 15, 2003 O 1.1 Sep 5 Sep 9 Buy-Back Opt EUR PUT USD CALL USD 17,500,000 - 179,025.00 107,800.00 - 71,225.00 S FX EUROPEAN STYLE OPTION SEP 15, 2003 O 1.1 Sep 5 Sep 9 Buy-Back Opt EUR PUT USD CALL USD 25,000,000 - 239,800.00 149,875.00 - 89,925.00 S FX EUROPEAN STYLE OPTION OCT 02, 2003 O 1.09 Sep 5 Sep 9 Buy-Back Opt NOK PUT USD CALL USD 170,250,203 20 - 380,299.00 577,082.00 196,783.00 S FX EUROPEAN STYLE OPTION FEB 27, 2004 O 7.7 KNOCK IN O 7.85 KNOCK OUT O 7.20 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031035 Chase CONFIDENTIAL SDNY_GM_00300233 EFTA01506049