EFTA01505915.pdf

07 2003 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 II3 JPMorgan Private Bank Account Nana Asset Account Portfolio Page 12 of 65 FINANCIAL TRUST COMPANY INC July 01, 2003 - July 31, 2003 Descripoon Counter Counter Premium Premium Prenuum Curren:UMW UnreelizeO Cupp Amount Currency Amount Currency Local USD value USD Grunion USD Foreign Exchange continued ZAR PUT USD CALL ZAR -12,750,000 USD - 1,700,000.00 USD - 66,130.00 - 66,130.00 - 85,877.24 - 19,747.24 FX EUROPEAN STYLE OPTION FEB 10, 2004 @ 7.5 KNOCK OUT @ 7.03 XZARPA-AF-Z JPY PUT USD CALL JPY -1,160,000,000 USD - 10,000,000.00 USD - 162,750.00 - 162,750.00 - 419,908.40 - 257,158.40 FX EUROPEAN STYLE OPTION FEB 13. 2004 (2 116 KNOCK OUT @ 112 XJPYPA-JD-Z JPY PUT USD CALL JPY -1,218,000,000 USD - 10,500,000.00 USD - 139,104.00 - 139,104.00 - 429,917.46 - 290,813.46 FX EUROPEAN STYLE OPTION FEB 17. 2004 @ 116 KNOCK OUT @ 113 XJPYPA-JH-Z NOK PUT USD CALL NOK - 68,500,000 USD - 10,000,000.00 USD - 200,090.00 - 200,090.00 - 714,420.75 - 514,330.75 FX EUROPEAN STYLE OPTION MAR 03.2004 @ 6.85 KNOCK IN FX OPTION TRIGGERED fh 7.00 KNOCK OUT @ 6.65 XNOKPA-EE-Z EUR PUT USD CALL EUR - 15,000,000 USD - 17,175,000.00 USD - 386,438.00 - 386,438.00 - 610,112.85 - 223,674.85 FX EUROPEAN STYLE OPTION DEC 15.2003 @ 1.145 XEURPA-JS-Z EUR PUT USD CALL EUR - 11,739,130.43 USD - 13,499,999.99 USD - 222,750.00 - 222,750.00 - 494,103.52 - 271,353.52 FX EUROPEAN STYLE OPTION MAR 31, 2004 Q 1.15 KNOCK OUT @ 1.175 XEURPA-JV-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00030900 Chase CONFIDENTIAL SDNY_GM_00300098 EFTA01505915