EFTA01505914.pdf

07 12003 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Numbe Asset Account Portfolio Page 11 of 65 FINANCIAL TRUST COMPANY INC July 01, 2003 • July 31, 2003 Description Counter Coumer premium Premium Premium Current Admket Unrealized Cusip Amocmt Currency Amount Currency Local USD Wiltre USD Gamboa. USD Foreign Exchange continued CHF CALL USD PUT CHF 58,750,000 USD 50,000,000.00 USD 420,690.00 420,690.00 103,588.00 - 317,102.00 FX EUROPEAN STYLE OPTION MAR 16.2004 O 1.175 XCHFCA-DC-Z EUR PUT USD CALL EUR 50,000,000 USD 50,000,000.00 USD 300,000.00 300,000.00 5,752.00 - 294,248.00 FX EUROPEAN STYLE OPTION OCT 16.2003 Q 1. XEURPA-ID-Z EUR CALL CHF PUT EUR - 20,000,000 CHF - 29,900,000.00 USD - 110,023.00 - 110,023.00 - 668,701.80 - 558,678.80 FX EUROPEAN STYLE OPTION OCT 20.2003 @ 1.495 XEURCA-QM-Z NOK PUT USD CALL NOK - 65,594,995.20 USD - 9,110,416.00 USD - 265,958.00 - 265,958.00 - 191,991.96 73,966.04 FX EUROPEAN STYLE OPTION OCT 24.2003 0 7.2 KNOCK IN O 7.60 XNOKPA-DU-Z NOK PUT USD CALL NOK - 56,800,000 USD • 8,000,000.00 USD - 262,200.00 - 262,200.00 - 236,278.34 25,921.66 FX EUROPEAN STYLE OPTION OCT 30.2003 @ 7.1 KNOCK-IN (2? 7.55 XNOKPA-DX-Z NOK PUT USD CALL NOK - 35,500,000 USD - 5,000,000.00 USD - 164,775.00 - 164,775.00 - 147,673.97 17,101.03 FX EUROPEAN STYLE OPTION OCT 30, 2003 @ 7.1 KNOCK-IN I0 7.55 XNOKPA-DW-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00030899 Chase CONFIDENTIAL SDNY_GM_00300097 EFTA01505914