EFTA01505602.pdf

05 2003 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 9 of 41 FINANCIAL TRUST COMPANY INC May 01, 2003 - May 31, 2003 Description Counter Coaxer Premium Premium Premium CurrentAderket Unreelized Cupp Amount Currency Amount Currency Local USD Yaw. USD Sam bees USD Foreign Exchange continued CHF CALL USD PUT CHF 12,000,000 USD 10,000,000.00 USD 106,200.00 106,200.00 90,821.16 - 15,378.84 FX EUROPEAN STYLE OPTION DEC 11, 2003 @ 1.2 XCHFCA-CR-Z CHF CALL USD PUT CHF 80,500,000 USD 70,000,000.00 USD 543,848.00 543.848.00 547,069.95 3,221.95 FX EUROPEAN STYLE OPTION MAR 15, 2004 @ 1.15 XCHFCA-CX-Z CHF PUT USD CALL CHF - 23,712,500 USD - 17,500,000.00 USD - 307,927.00 - 307,927.00 - 6,160.03 301,766.97 FX EUROPEAN STYLE OPTION JUN 13. 2003 @ 1.355 XCHFPA-CX-Z CHF PUT USD CALL CHF - 16,560,000 USD - 12,000,000.00 USD - 281,032.00 - 281,032.00 - 63,064.95 217,967.05 FX EUROPEAN STYLE OPTION SEP 16. 2003 @ 1.38 XCHFPA-DB-Z CHF CALL USD PUT CHF 58,750,000 USD 50,000,000.00 USD 420,690.00 420,690.00 529,583.08 108,893.08 FX EUROPEAN STYLE OPTION MAR 16, 2004 @ 1.175 XCHFCA-DC-Z EUR PUT USD CALL EUR 9,569,377.99 USD - 10,000,000.00 USD - 227,335.00 - 227,335.00 - 6,781.34 220,553.66 FX EUROPEAN STYLE OPTION SEP 17. 2003 @ 1.045 XEURPA-HP-Z NW PUT USD CALL NZD - 10,000,000 USD - 5,515,000.00 USD - 278,298.00 - 278,298.00 - 106,550.00 171,748.00 FX EUROPEAN STYLE OPTION DEC 23.2003 @ 5515 KNOCK IN @ 5200 XNZDPA-AO-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00030584 Chase CONFIDENTIAL SDNY_GM_00299782 EFTA01505602