EFTA01506051.pdf

09 2003 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 20 of 72 FINANCIAL TRUST COMPANY INC September 01, 2003 - September 30, 2003 Treat Statement Realatil Date Otte TYPO Deteription Canonry Quantity Prieettret AMMO Ces0Pmeteds Tax Ceti Gainless USD Settled continued Sep 11 Sep 15 Buy-Back Opt EUR CALL USD PUT USD 5,000,000 - 180,675.00 93,622.50 - 87,052.50 S FX EUROPEAN STYLE OPTION DEC 15, 2003 @ 1.095 Sep 11 Sep 15 Write Option EUR PUT USD CALL USD - 5,500,000 2.81 172,323.00 FX EUROPEAN STYLE OPTION JUN 11, 2004 @ 1.115 KNOCK OUT it 1.1785 Sep 12 Sep 16 Buy-Back Opt EUR CALL USD PUT USD 5,000,000 - 220,095.00 93,622.50 - 126,472.50 S FX EUROPEAN STYLE OPTION DEC 15, 2003 @ 1.005 Sep 12 Sep 16 Buy-Back Opt EUR CALL USD PUT USD 17,500,000 - 470,251.00 197,076.00 - 273,175.00 S FX EUROPEAN STYLE OPTION NOV 06, 2003 @ 1.115 KNOCK IN TRIGGERED @ 1.13 Sep 12 Sep 16 Buy-Back Opt EUR CALL USD PUT USD 20,000,000 - 670,440.00 337,440.00 - 333,000.00 S FX EUROPEAN STYLE OPTION DEC 05. 2003 @ 1.11 KNOCK IN TRIGGERED @ 1.1250 Sep 12 Sep 16 Sell Option EUR PUT USD CALL USD - 75,000,000 39,375.00 - 236,250.00 - 196,875.00 S FX EUROPEAN STYLE OPTION OCT 31.2003 @ 1.05 Sep 12 Sep 16 Sell Option EUR PUT USD CALL USD - 23,000,000 86,802.00 - 306,360.00 - 219,558.00 S FX EUROPEAN STYLE OPTION OCT 02, 2003 @ 1.11 Sep 12 Sep 16 Write Option EUR PUT USD CALL USD - 40,000,000 2.42 1,079,320.00 FX EUROPEAN STYLE OPTION JUN 11, 2004 @ 1.115 KNOCK OUT g 1.1785 Sep 16 Sep 18 Buy-Back Opt ZAR CALL USD PUT USD 43,500,000 - 27,000.00 73,560.00 46,560.00 S FX EUROPEAN STYLE OPTION OCT 02, 2003 @ 7.25 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031037 Chase CONFIDENTIAL SDNY_GM_00300235 EFTA01506051