EFTA01506122.pdf

09 2003 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 19 of 72 FINANCIAL TRUST COMPANY INC September 01, 2003 - September 30, 2003 Dade Statement Realized Date Date Type Decantation Cunene), Quantity Prieettnit Marker CesePteeteds Tax Cott Getnaost USD Settled continued Sep 9 Sep 11 Buy-Back Opt AUD CALL USD PUT USD 30,000,000 - 44Q 160.00 328,155.43 - 112,004.57 S FX EUROPEAN STYLE OPTION FEB 25, 2004 O .655 KNOCK IN Q.6650 Sep 9 Sep 11 Write Option AUD PUT USD CALL USD - 30,000,000 2.80 543,900.00 FX EUROPEAN STYLE OPTION FEB 25, 2004 O .6475 KNOCK IN O .6375 Sep 9 Sep 11 Buy-Back Opt GBP CALL USD PUT USD 6,000,000 - 177,276.00 132,720.00 - 44,556.00 S FX EUROPEAN STYLE OPTION DEC 15.2003 O 1.58 Sep 9 Sep 11 Buy-Back Opt GBP CALL USD PUT USD 6,000,000 - 209,124.00 160,140.00 - 48,984.00 S FX EUROPEAN STYLE OPTION DEC 15. 2003 O 1.57 Sep 9 Sep 11 Write Option GBP PUT USD CALL USD - 12,000,000 1.61 305256.00 FX EUROPEAN STYLE OPTION DEC 15.2003 @ 1.58 Sep 9 Sep 11 Buy-Back Opt NW CALL USD PUT USD 17,094,017.09 - 219,000.00 179,000.00 - 40,000.00 S FX EUROPEAN STYLE OPTION FEB 25. 2004 0 .585 KNOCK IN 05950 Sep 9 Sep 11 Buy-Back Opt NZD CALL USD PUT USD 17,241,379.31 - 254,000.00 147,000.00 - 107,000.00 S FX EUROPEAN STYLE OPTION FEB 25, 2004 O .58 KNOCK IN .5925 Sep 9 Sep 11 Buy-Back Opt NZD PUT USD CALL USD 862,068.97 - 9,225.00 14,500.00 5,275.00 S FX EUROPEAN STYLE OPTION NOV 03, 2003 Q .58 Sep 9 Sep 11 Write Option NZD PUT USD CALL USD - 34,482,758.62 3.35 670,000.00 FX EUROPEAN STYLE OPTION FEB 25, 2004 Q .58 KNOCK IN 6 .57 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031108 Chase CONFIDENTIAL SDNY_GM_00300306 EFTA01506122