EFTA01505912.pdf

07 2003 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 II3JPMorgan Private Bank Account Number Asset Account Portfolio Page 9 of 65 FINANCIAL TRU July 01, 2003 - July 31, 2003 Structured Investments in Alphabetical Order continued Marker Value USD unteeltzed Estimated Annual Description Currency Owners Unit Cost PricteUnit Tax Cost Accrued Income USD Daint sea USD Income USD Yield % 1 MONTH FX BULLISH NZD DEPOSIT NZD 17,000,000 100.00 99.9999 10,115,000.01 9,855,070.00 - 259,930.01 N/A 100% PRINCIPAL PROTECTED IN NZD DOLLARS JP MORGAN CHASE LONDON MATURITY DATE 8/4/2003 619998-9D-1 Bearer 17,000,000 are liened 4 MONTH FX BULLISH EUROS DEPOSIT EUR 10,000,000 100.00 99.7462 11,526,000.02 11,227,000.00 - 299,000.02 N/A 100% PRINCIPAL PROTECTED IN EUROS DOLLARS JP MORGAN CHASE LONDON MATURITY DATE 11/14/2003 619998-9E-9 Bearer 10.000.000 are liened Total Other 174,250,000 58,181,000.03 57,295,520.00 - 885,480.03 Confidential Treatment Requested by JPMorgan JPM-SDNY-00030897 Chase CONFIDENTIAL SDNY_GM_00300095 EFTA01505912