EFTA01505532.pdf

JPMorgan Chase Bank O 1 2003 345 Park Avenue. New York, NY 10154-1002 II3 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 17 of 39 FINANCIAL TRUST COMPANY INC January 01, 2003 - January 31, 2003 Trace Statement Realized Date Date Type Description Caney Quantity PncitUnit Market CostPtoceeds Tax Cosi Gmntoss USD Settled continued Jan 7 Jan 9 Write Option ZAR PUT USD CALL USD - 60,165,000 0.30 21,000.00 FX EUROPEAN STYLE OPTION JAN 08, 2003 O 8.595 Jan 8 Jan 8 Expired Opt CHF PUT USD CALL USD 7,162,500 0.00 41,100.00 41,100.00 S FX EUROPEAN STYLE OPTION JAN 07, 2003 O 1.4325 Jan 8 Jan 8 Expired Opt GBP PUT USD CALL USD 5,000,000 0.00 43,863.00 43,863.00 S FX EUROPEAN STYLE OPTION JAN 07, 2003 O 1.595 Jan 8 Jan 10 Write Option NOK CALL USD PUT USD - 172,500,000 0.37 92,500.00 FX EUROPEAN STYLE OPTION JAN 15, 2003 O 89 Jan 8 Jan 8 Expired Opt SEK PUT USD CALL USD 44,250,000 0.00 47,000.00 47,000.00 S FX EUROPEAN STYLE OPTION JAN 07, 2003 O 8.85 Jan 8 Jan 10 Buy-Back Opt ZAR PUT USD CALL USD 60,165,000 - 44,520.00 21,000.00 - 23,520.00 S FX EUROPEAN STYLE OPTION JAN 08, 2003 O 8.595 Jan 13 Jan 15 Purchase Opt NOK CALL USD PUT USD 67,500,000 1.46 - 146,000.00 FX EUROPEAN STYLE OPTION JUL 11, 2003 O 6.75 Jan 13 Jan 15 Write Option NOK PUT USD CALL USD - 69,300,000 1.68 168,000.00 FX EUROPEAN STYLE OPTION JUL 11, 2003 6.93 KNOCK-OUT O 6.82 Jan 13 Jan 15 Purchase Opt NW CALL USD PUT USD 30,000,000 1.87 - 308,550.00 FX EUROPEAN STYLE OPTION JUL 11, 2003 O .55 Jan 13 Jan 15 Write Option NZD PUT USD CALL USD - 30,000,000 2.73 442,260.00 FX EUROPEAN STYLE OPTION JUL 11, 2003 O .54 KNOCK-OUT O .56 Confidential Treatment Requested by JPMorgan JPM-SDNY-00030514 Chase CONFIDENTIAL SDNY_GM_00299712 EFTA01505532