EFTA01505524.pdf

JPMorgan Chase Bank 01 2003 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 9 of 39 FINANCIAL TRUST COMPANY INC January 01, 2003 - January 31, 2003 Options I Description Counter Coumer Premium Premium Premium Curren: Mallet Unrealized Cusip Amount Currency Amount Currency Local USD Value USD Gain/Lase USD Foreign Exchange HKD PUT USD CALL HKD 156,660,000 USD 20,000,000.00 USD 312,280.00 312,280.00 176,732.85 - 135,547.15 FX EUROPEAN STYLE OPTION SEP 23. 2004 Q 7.833 XHKOPA-AH•Z HKD CALL USD PUT HKD - 156,000,000 USD - 20,000,000.00 USD - 127,575.00 - 127,575.00 - 99,003.84 28,571.16 FX EUROPEAN STYLE OPTION SEP 23. 2004 O 7.8 XHKOCA-AC-Z P BRL CALL USD PUT BRL 0 USD 0.00 USD 0.00 0.00 N/A 0.00 FX EUROPEAN STYLE OPTION FEB 03. 2003 0 3.5 XBRLCA-AA-Z BRL PUT USD CALL BRL 21,250,000 USD 5,000,000.00 USD 141,000.00 141,000.00 19,560.41 - 121,439.59 FX EUROPEAN STYLE OPTION MAR 12, 2003 0 4.25 XBRLPA-AA-Z NOK CALL USD PUT NOK 52,500,000 USD 7,500,000.00 USD 108,923.00 108,923.00 213,717.53 104,794.53 FX EUROPEAN STYLE OPTION DEC 11.2003 0 7. XNOKCA-BI-Z USD PUT BRL CALL USD - 5,000,000 BRL - 18,250,000.00 USD - 203,000.00 - 203,000.00 - 251,586.65 - 48,586.65 FX EUROPEAN STYLE OPTION MAR 12.2003 O 3.65 XUSOPA-AE-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00030506 Chase CONFIDENTIAL SDNY_GM_00299704 EFTA01505524