EFTA01505988.pdf

07 12003 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 20 of 64 FINANCIAL TRUST COMPANY INC July 01, 2003 - July 31, 2003 Tittle Statement Restate Date Date Type Decantation Currency Quantity Prase/nit Marker CosePteeteds Tax Cost Gatraoss USD Settled continued Jul 1 Jul 3 Purchase Opt EUR CALL USD PUT USD 14,000,000 1.86 - 302,064.00 FX EUROPEAN STYLE OPTION OCT 01, 2003 @ 1.16 Jul 1 Jul 3 Write Option EUR CALL USD PUT USD - 14,000,000 1.22 200,690.00 FX EUROPEAN STYLE OPTION OCT 01, 2003 @ 1.175 Jul 1 Jul 3 Write Option EUR PUT USD CALL USD - 14,000,000 1.51 243,110.00 FX EUROPEAN STYLE OPTION OCT 01. 2003 (22 1.15 KNOCK IN O 1.14 Jul 1 Jul 3 Purchase Opt NZO CALL USD PUT USD 20,000,000 1.83 - 217,770.00 FX EUROPEAN STYLE OPTION OCT 01, 2003 @ .595 Jul 1 Jul 3 Write Option NZO CALL USD PUT USD - 20,000,000 1.01 122,210.00 FX EUROPEAN STYLE OPTION OCT 01, 2003 @ .605 Jul 1 Jul 3 Write Option NW PUT USD CALL USD - 20,000,000 1.82 213,850.00 FX EUROPEAN STYLE OPTION OCT 01, 2003 @ .5875 KNOCK IN ,5775 Jul 1 Jul 3 Purchase 1 MONTH FX BULLISH NZD DEPOSIT NZD 17,000,000 100.00 - 17,000,000.00 0.01 S 100% PRINCIPAL PROTECTED IN NZD DOLLARS JP MORGAN CHASE LONDON MATURITY DATE 8/4/2003 Jul 1 Jul 3 Purchase 4 MONTH FX BULLISH EUROS DEPOSIT EUR 10,000,000 100.00 - 10,000,000.00 0.02 S 100% PRINCIPAL PROTECTED IN EUROS DOLLARS JP MORGAN CHASE LONDON MATURITY DATE 11/14/2003 Jul 2 Jul 2 Expired Opt JPY CALL USD PUT USD -2,200,000,000 0.00 - 165,000.00 - 165,000.00 S FX EUROPEAN STYLE OPTION JUL 02. 2003 @ 110. Confidential Treatment Requested by JPMorgan JPM-SDNY-00030973 Chase CONFIDENTIAL SDNY_GM_00300171 EFTA01505988