EFTA01505526.pdf

JPMorgan Chase Bank 01 2003 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 11 of 39 FINANCIAL TRULIMIMC January 01, 2003 - January 31, 2003 Descripoon Counter Coumer Premium Premium Premium Current Iderket UnreelizeO Cu stp Amount Currency Amount Currency Loos: USD Value USD Gontoss USD Foreign Exchange continued NZO PUT USD CALL NZD - 30,000,000 USD - 15,900,000.00 USD - 505,620.00 - 505,620.00 - 241,093.50 264,526.50 FX EUROPEAN STYLE OPTION JUL 07, 2003 Q .53 KNOCK-OUT © .555 XNZDPA-AC-Z NOK CALL USD PUT NOK 67,500,000 USD 10,000,000.00 USD 146,000.00 146,000.00 118,365.98 - 27,634.02 FX EUROPEAN STYLE OPTION JUL 11, 2003 Q 6.75 XNOKCA-BP-Z ZAR PUT USD CALL ZAR - 44,000,000 USD - 5,000,000.00 USD - 195,000.00 - 195,000.00 - 155,024.32 39,975.68 FX EUROPEAN STYLE OPTION APR 11, 2003 • 8.8 XZARPA-AB-Z NZO PUT USD CALL NZD - 30,000,000 USD - 16,200,000.00 USD - 442,260.00 - 442,260.00 - 407,964.30 34,295.70 FX EUROPEAN STYLE OPTION JUL 11, 2003 Q .54 KNOCK-OUT .56 XNZDPA-AH-Z NZD CALL uSD PUT NZD 30,000,000 USD 16,500,000.00 USD 308,550.00 308,550.00 276,206.40 - 32,343.60 FX EUROPEAN STYLE OPTION JUL 11, 2003 Q .55 XNZDCA-AD-Z AUD PUT USD CALL AUD -20,000,000 USD -11,800,000.00 USD - 219,557.00 - 219,557.00 - 330,786.40 - 111,229.40 FX EUROPEAN STYLE OPTION JUL 17, 2003 Q .59 KNOCK-OUT Q .6030 XAUDPA-BH-Z AUD CALL USD PUT AUD 20,000,000 USD 12,000,000.00 USD 193,637.00 193,637.00 136,156.60 - 57,480.40 FX EUROPEAN STYLE OPTION JUL 17. 2003 O .6 XAUDCA-AW-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00030508 Chase CONFIDENTIAL SDNY_GM_00299706 EFTA01505526