EFTA01505981.pdf

07 12003 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Numbe Asset Account Portfolio Page 13 of 64 FINANCIAL TRUST COMPANY INC July 01, 2003 - July 31, 2003 Description Counter Coaxer Premium Premium Premnim Curren:Wilier Unreelized Cusip Amount Currency Amount Currency Local USD Value USD Gaintoss USD Foreign Exchange continued EUR PUT USD CALL EUR - 11,739,130.43 USD - 13,499,999.99 USD - 222,750.00 - 222,750.00 - 396,054.20 - 173,304.20 FX EUROPEAN STYLE OPTION 07/22/03 MAR 31, 2004 O 1.15 KNOCK OUT @ 1.175 XEURPA-JV-Z EUR PUT USD CALL EUR - 14,000,000 USD - 16,100,000.00 USD - 243,110.00 - 243,110.00 - 410,800.74 - 167,690.74 FX EUROPEAN STYLE OPTION 07/22/03 OCT 01.2003 @ 1.15 KNOCK IN TRIGGERED @ 1.14 XEURPA-JW-Z EUR CALL USD PUT EUR 14,000,000 USD 16,240,000.00 USD 302,064.00 302,064.00 134,899.94 - 167,164.06 FX EUROPEAN STYLE OPTION 07/22/03 OCT 01. 2033 @ 1.16 XEURCA-RU-Z NW CALL USD PUT NZD 20,000,000 USD 11,900,000.00 USD 217,770.00 217,770.00 58,308.80 - 159,461.20 FX EUROPEAN STYLE OPTION 07/22/03 OCT 01. 2003 0 .595 XNZDCA-AV-Z AUD PUT USD CALL AUD - 35,000,000 USD - 23,450,000.00 USD - 639,341 00 - 639,341 00 - 1,187,082.75 - 547,741 75 FX EUROPEAN STYLE OPTION 07/22/03 DEC 16.2003 @ .67 KNOCK IN 0.6550 XAUDPA-BR-Z AUD PUT USD CALL AUD - 10,000,000 USD - 6,600,000.00 USD - 181,500.00 - 181,500.00 - 286,753.10 - 105,253.10 FX EUROPEAN STYLE OPTION 07/22/03 APR 08, 2004 fp .66 KNOCK OUT @ .680 XAUDPA-BV-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00030966 Chase CONFIDENTIAL SDNY_GM_00300164 EFTA01505981