EFTA01505927.pdf

07 2003 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 fl JPMorgan Private Bank Account Number Asset Account Portfolio Page 24 of 65 FINANCIAL TRUST COMPANY INC July 01, 2003 - July 31, 2003 EsUmatel Trade Settlement Realtzed Garnloss Date Date Type Descrlption Cd/Fancy Ouanury ancettnit Manker Costahoceeds Tar Coat USD Pending continued Jul 31 Aug 4 VVrite Option EUR PUT USD CALL USD - 45,000,000 0.56 277,200.00 FX EUROPEAN STYLE OPTION SEP 15, 2003 @ 1.t Jul 31 Aug 4 Purchase Opt EUR PUT USD CALL USD 45,000,000 1.20 - 599,400.00 FX EUROPEAN STYLE OPTION OCT 02.2003 @ 1.11 Jul 31 Aug 4 Write Opton EUR PUT USD CALL USD - 45,000,000 0.55 269,775.00 FX EUROPEAN STYLE OPTION OCT 02, 2003 Q 1.09 7nnde Sortroman Canto, Counter Revaluanon Contractedl Revslue4 Realutid CON Date Cutrency Amene Dummy Amount Contract Rate Rate Gase Amount USD Amount USD Garnloss (ISO Settled Foreign Exchange Contracts SPF.CULATIVE AUSTRALIA DOLLAR - U S DOLLAR May 1 03 Jul 10 03 AUD 20,000,000.00 USD - 12,384,312.69 0,619216 1,523600 • 12,384,312.69 13,126,804.93 742,492.24 May 8 03 Jul 10 03 AUD 20,000,000.00 USD - 12,619,445.26 0.630972 1.523600 - 12,619,445.26 13,126,804.93 507,359.67 Jun 4 03 Jul 10 03 AUD - 40,000,000.00 USD 26,043,920.65 0.651098 1.523600 26,043,920.65 - 26,253,609.87 - 209,689.22 Jun 25 03 Jul 28 03 AUD - 20,000,000.00 USD 13,294,000.00 0.664700 1.502750 13,294,000.00 - 13,308,933.62 - 14,933.62 Jul 8 03 Jul 28 03 AUD 20,000,000.00 USD - 13,218,000.00 0.660900 1.502750 - 13,218,000.00 13,308,933.62 90,933.62 CANADIAN DOLLAR U S DOLLAR Alm 30 03 Jul 10 03 CAD 14,510,000.00 USD - 9,963,835.80 1.456267 1.384450 - 9,963,835.80 10,480,696.30 516,860.50 May 1 03 Jul 10 03 CAD - 14,510,000.00 USD 10,060,311.42 1.442301 1.384450 10,060,311.42 - 10,480,696.30 - 420,384 88 May 5 03 Jul 10 03 CAD 14,510,000.00 USD - 10,076,439.33 1.439993 1.384450 - 10,076,439.33 10,480,696.30 404,256.97 May 5 03 Jul 10 03 CAD - 14,510,000.00 USD 10,075,632.97 1.440108 1.384450 10,075,632.97 - 10,480,696.30 - 405,063.33 EURO CURRENCY U S DOLLAR Jun 25 03 Jul 2 03 EUR 5,000,000.00 USD - 5,760,000.00 1.152000 1.151676 - 5,760,000.00 5,758,378 44 - 1,621.56 Confidential Treatment Requested by JPMorgan JPM-SDNY-00030912 Chase CONFIDENTIAL SDNY_GM_00300110 EFTA01505927