EFTA01506429.pdf

12 2003 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 16 of 44 FINANCIAL TRUST COMPANY INC December 01, 2003 - December 31, 2003 Trade Settlement ReaIlzed Dale Date We Detonation Gummy Quantity PriedUnit Market CostProceeds Tax Cost GekirLoss USD Settled continued Dec 3 Dec 3 Expired Opt EUR PUT USD CALL EUR 40,000.000 0.00 759,580.00 759,580.00 S FX EUROPEAN STYLE OPTION JUL 22, 2004 02 1.165 KNOCK IN TRIGGERED @ 1.16 KNOCK OUT O 1.2093 Issued in USD Dec 5 Dec 5 Expired Opt NOK PUT USD CALL NOK 34,250,000 0.00 100,045.00 100,045.00 S FX EUROPEAN STYLE OPTION MAR 03.2004 O 6.85 KNOCK IN FX OPTION TRIGGERED 7.00 KNOCK OUT O 6.65 Issued in USD Dec 11 Dec 11 Expired Opt CHF CALL USD PUT USD - 12,000,000 0.00 - 107,300.00 - 107,300.00 S FX EUROPEAN STYLE OPTION DEC 11, 2003 O 1.2 Dec 11 Dec 11 Expired Opt CHF CALL USD PUT USD - 12,000,000 0.00 - 106,200.00 - 106,200.00 S FX EUROPEAN STYLE OPTION DEC 11, 2003 O 1.2 Dec 17 Dec 17 Expired Opt HUF PUT USD CALL HUF 3,255,000,000 0.00 337,500.00 337,500.00 S FX EUROPEAN STYLE OPTION MAY 19, 2004 @ 217 KNOCK IN TRIGGERED O 225 KNOCK OUT O 213 Issued in USD Trade Statement Counter Counter Revaluation Contracted' Revalued Realized One One Currency AMOUR. Currency ARKINIf Contract Ram Ram Base Amount USD Amount USD Gainless USD Settled Foreign Exchange Contracts SPECULATIVE AUSTRALIA DOLLAR - U S DOLLAR Jun 3 03 Dec 5 03 AUD 20,000,000.00 USD - 13,040,000.00 0.652000 1.360550 - 13,040,000.00 14,699,937.52 1,659,937.52 Oct 22 03 Dec 5 03 AUD 5,000,000.00 USD - 3,510,000.00 0.702000 1.360550 - 3,510,000.00 3,674,984.38 164,984.38 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031417 Chase CONFIDENTIAL SDNY_GM_00300615 EFTA01506429