EFTA01505583.pdf

JPMorgan Chase Bank 01 2003 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 29 of 39 FINANCIAL TRUST COMPANY INC January 01, 2003 - January 31, 2003 U S Dollar Activity by Date continued Settlement Date type Quantity Demeription Amount USD Jan 10 Spot FX 34,440,000 SPOT CURRENCY TRANSACTION - BUY - 5,000,000.00 BUY NOK SELL USD SPOT RATE : 6.888000000 TRADE 1/08/03 VALUE 1/10/03 NORWEGIAN KRONE U S DOLLAR Jan 10 Spot FX - 34,440,000 SPOT CURRENCY TRANSACTION - SALE 4,984.081 04 BUY USD SELL NOK SPOT RATE : 6.910000000 TRADE 1/08/03 VALUE 1/10/03 U S DOLLAR NORWEGIAN KRONE Jan 10 Buy-Back Opt 60,165,000 ZAR PUT USD CALL - 44.520.00 FX EUROPEAN STYLE OPTION JAN 08, 2003 Q 8.595 REPURCHASE OF WRITTEN FX OPTION TRADE DATE 01/08/03 Jan 15 Write Option - 44,000,000 ZAR PUT USD CALL 195,000.00 FX EUROPEAN STYLE OPTION APR 11, 2003 Q 8.8 WRITTEN FX OPTION PUT 44,000,000.00 ZAR CALL 5,000,000.00 USD TRADE DATE 01/13/03 Jan 15 Write Option - 86,200,000 ZAR PUT USD CALL 21,000 00 FX EUROPEAN STYLE OPTION JAN 14. 2003 Q 8.62 WRITTEN FX OPTION PUT 86,200,000.00 ZAR CALL 10.000.000.00 USD TRADE DATE 01/13/03 Confidential Treatment Requested by JPMorgan JPM-SDNY-00030565 Chase CONFIDENTIAL SDNY_GM_00299763 EFTA01505583