EFTA01505918.pdf

07 I2003 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 15 of 65 FINANCIAL TRUST COMPANY INC July 01, 2003 - July 31, 2003 Descripoon Counter Counter Pemium Pensum Premeum Gurren Meint Unreenzerf Cusep Amenmt Curreney Amount Currency Lotet USD leetue USD Genness USD Foreign Exchange continued P EUR PUT USD CALL EUR 45,000.000 USD 49,950,000.00 USD 599,400.00 599,400.00 0.00 - 599,400.00 FX EUROPEAN STYLE OPTION OCT 02, 2003 0 1.11 XEURPA-KW2 P EUR PUT USD CALL EUR - 45.000.000 USD - 49,050,000.00 USD - 269,775.00 - 269,775.00 0.00 269,775 00 FX EUROPEAN STYLE OPTION OCT 02, 2003 10 1.09 XEURPA-FOK-Z Total Foreign Exchange - 1,035,559.00 - 6,678,400.99 - 5,642,842.06 Erchengotestof optons wo ‚Mied &meng roseer pnces et de etw of Dusoees kt stelement date Over.Tre-Cooner (07C) ocerens we Wehe ey WI Moder Qmm, othonwe eoneect See: Importent Information about Pncenp and WMehont (nenn InfOrmeeen Heul PrICIng end Valuarerett Pneet some of werk/, ete peowded by wend eteyens er Wher sourcee *hoch wie eeentieteble ee nee Geranteed fa ecarecyce es reetedle vakes Vaeuebens of over-the-counter derwebe fransectione inchsee weben Oenyefreeseeleled depose pro:Tuet have been prepared on a meduceenet Nee Tee» yeduebons are endiceehe webte as &de ctfsed beeiess of fiedele orten etefemen! eine exceof Weense agreed *et (hex neeeto»do nol reoreeent ehe actceei ef %Wrede eensacene ex secunreif coull Co beoplet er sott ot nee frensecbens sott» e entered enb. cr eedvel Wes on steh coseng bweecbons oe wettntee °aua be Wudebed os of ehe dee ofInie element We do nett weirent Mee competentea er eccuecy These webebons Eve derteed kom woenein enodels Peste upoe wer recogndeelNennet prinowes sei ne hehe When neeesset lo ceeteee re pennt veNce of futuce <ach rbes Made reesoAallo eseerates about rannt luturo rnigur modern Moetons besed on «her rnoceree er deterent asswretons meyeakl detteront resule Magen expese dedame any reepormbete Ca (I) Mo accurecycd Me renkte cr mengte» gaset en denen) :ha v.eneons (2)enyeerore of onyawora n tonpeng er desernmeang Me Veba:0U *rd (3)eny 14419 eo w nee Mo yeeelons Mo put Vereteons wo prenected Ia telfOrtnaln perpasos eine eng en neresed ade la peu oen uns Pease etw to de Wade caeltmeton tor deetere or ‚ach Densiteen Contidential Treatment Requested by JPMorgan JPM-SDNY-00030903 Chase CONFIDENTIAL SDNY_GM_00300101 EFTA01505918