EFTA01506043.pdf

09 2003 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 12 of 72 FINANCIAL TRUST COMPANY INC September 01, 2003 - September 30, 2003 Oescripoon Counter Coumer Premium Premium Preimum Curren:Market UnreelizeO Cusip Amount Currency Amount Currency Local USD Yoko USD Gainless USD Foreign Exchange continued AUD PUT USD CALL AUD - 30,000,000 USD - 19,425000.00 USD - 543,900.00 - 543,900.00 - 298,522.50 245,377.50 FX EUROPEAN STYLE OPTION FEB 25, 2004 @ 6475 KNOCK IN .6375 XAUDPA-CE-Z NZD PUT USD CALL NZD - 34,482,758.62 USD - 20,000,000.00 USD - 670,000.00 - 670,000.00 - 499,262.07 170,737.93 FX EUROPEAN STYLE OPTION FEB 25, 2004 58 KNOCK IN .57 XNZDPA-CD-Z EUR PUT USD CALL EUR - 5,500,000 USD - 6,132,500.00 USD - 172,323.00 - 172,323.00 - 44,094.22 128,228.78 FX EUROPEAN STYLE OPTION JUN 11. 2004 @ 1.115 KNOCK OUT @ 1.1785 XEURPA-LE-Z EUR PUT USD CALL EUR - 15,000,000 USD - 16,725,000.00 USD - 404,745.00 - 404,745.00 - 120,256.95 284,488.05 FX EUROPEAN STYLE OPTION JUN 11.2004 @ 1.115 KNOCK OUT O 1.1785 XEURPA-LF-Z NZD PUT USD CALL NZD - 15,000,000 USD - 8,700,000.00 USD - 156,600.00 - 156,600.00 - 120,891.45 35,708.55 FX EUROPEAN STYLE OPTION JUN 21, 2004 CO .58 KNOCK IN .58 KNOCK OUT @ .6020 XNZDPA-CF-Z ZAR CALL USD PUT ZAR - 50,400,000 USD - 7,000,000.00 USD - 83,300.00 - 83,300.00 - 289,909.37 - 206,609.37 FX EUROPEAN STYLE OPTION OCT 22. 2003 @ 7.2 XZARCA-AB-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00031029 Chase CONFIDENTIAL SDNY_GM_00300227 EFTA01506043