EFTA01505685.pdf

06 12003 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 10 of 51 FINANCIAL TRUST COMPANY INC June 01, 2003 - June 30, 2003 Description Counter Coaxer Premium Premium Premium Current Market Unrealized Cupp Amount Currency Amount Currency Local USD Yekre USD Gruntoss USD Foreign Exchange continued CHF CALL USD PUT CHF 12,000,000 USD 10,000,000.00 USD 106,200.00 106,200.00 28,577.28 - 77,622.72 FX EUROPEAN STYLE OPTION DEC 11, 2003 0 1.2 XCHFCA-CR-Z CHF CALL USD PUT CHF 80,500,000 USD 70,000,000.00 USD 543,848.00 543.848.00 192.538.29 - 351,309.71 FX EUROPEAN STYLE OPTION MAR 15, 2004 O 1.15 XCHFCA-CX-Z CHF PUT USD CALL CHF - 16,560,000 USD - 12,000,000.00 USD - 281,032.00 - 281,032.00 - 80,574.34 200.457.66 FX EUROPEAN STYLE OPTION SEP 16. 2003 O 1.38 XCHFPA-DB-Z CHF CALL USD PUT CHF 58,750,000 USD 50,000,000.00 USD 420,690.00 420,690.00 211,632.19 - 209,057.81 FX EUROPEAN STYLE OPTION MAR 16.2004 O 1.175 XCHFCA-DC-Z NZD PUT USD CALL NZD - 10,000,000 USD - 5,515,000.00 USD - 278,298.00 - 278,298.00 - 38,997.30 239,300.70 FX EUROPEAN STYLE OPTION DEC 23.2003 Q .5515 KNOCK IN O .5200 XNZDPA-AQ-Z CHF PUT USD CALL CHF - 6,975,000 USD - 4,911,971.83 USD - 91,092.00 - 91,092,00 - 16,440.14 74,651.86 FX EUROPEAN STYLE OPTION OCT 06.2003 @ 1.42 XCHFPA-DN-Z GBP CALL USD PUT GBP - 5,000,000 USD - 7,875,000.00 USD - 136,238.00 - 136,238.00 - 400,196.50 - 263,958.50 FX EUROPEAN STYLE OPTION DEC 11.2003 0 1.575 XGBPCA-HA-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00030667 Chase CONFIDENTIAL SDNY_GM_00299865 EFTA01505685