EFTA01506053.pdf

09 2003 JPMurgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 II3 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 22 of 72 FINANCIAL TRUST COMPANY INC September 01, 2003 - September 30, 2003 Tiede Settlement Realized Date Cote TYPO Description Currency Quantity PriceUnit Maitre CostProceeds Tax Cosi Gainless USD Settled continued Sep 19 Sep 23 Write Option NZO PUT USD CALL USD - 15,000,000 1.80 156,600.00 FX EUROPEAN STYLE OPTION JUN 21, 2004 @ .58 KNOCK IN @ .58 KNOCK OUT @ .6020 Sep 22 Sep 25 Sell Option JPY CALL USD PUT USD -1,110,000,000 120,000.00 - 70,000.00 50,000.00 S FX EUROPEAN STYLE OPTION OCT 22.2003 (fp 111. Sep 22 Sep 25 Sell Option JPY CALL USD PUT USD -1,100,000,000 91,000.00 - 54,000.00 37,000.00 S FX EUROPEAN STYLE OPTION OCT 22. 2003 (8 110. Sep 23 Sep 25 Sell Option JPY CALL USD PUT USD - 555,000,000 61,000.00 - 35,000.00 26,000.00 S FX EUROPEAN STYLE OPTION OCT 22.2003 (t Ill. Sep 23 Sep 25 Sell Option JPY CALL USD PUT USD -2,200,000,000 160,000.00 - 108,000.00 52,000.00 S FX EUROPEAN STYLE OPTION OCT 22. 2003 @ 110. Sep 23 Sep 26 Write Option ZAR CALL USD PUT USD - 50,400,000 1.19 83,300.00 FX EUROPEAN STYLE OPTION OCT 22. 2003 @ 7.2 Sep 24 Sep 26 Buy-Back Opt EUR PUT USD CALL USD 25,000,000 - 454,363.00 674,575.00 220,212.00 S FX EUROPEAN STYLE OPTION JUN 11, 2004 @ 1.115 KNOCK OUT @ 1.1785 Sep 24 Sep 26 Write Option EUR PUT USD CALL USD - 25,000,000 1.33 375725.00 FX EUROPEAN STYLE OPTION JUN 11, 2004 @ 1.13 KNOCK IN a 1.12 KNOCK OUT @ 1.1685 Sep 24 Sep 26 Write Option JPY CALL USD PUT USD -1,112,500,000 0.65 65,000.00 FX EUROPEAN STYLE OPTION OCT 01.2003 @ 111.25 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031039 Chase CONFIDENTIAL SDNY_GM_00300237 EFTA01506053