EFTA01506305.pdf

11 IMO JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 12 of 59 FINANCIAL TRUST COMPANY INC November 01, 2003 - November 30, 2003 Description Counter Counter Premium Premium Premium Current Market Unrealized Coop Amount Ctmency Amount Currency LOW USD Value USD Saint oss USD Foreign Exchange continued AUD PUT USD CALL AUD - 10,000,000 USD - 6,950,000.00 USD - 251,590.00 - 251,590.00 - 109,131.30 142,458.70 FX EUROPEAN STYLE OPTION APR 23, 2004 @ .695 KNOCK IN O .685 XAUDPA-CJ•Z EUR CALL USD PUT EUR 50,000,000 USD 62,500,000.00 USD 491,862.00 491,862.00 1,069,260.00 577,398.00 FX EUROPEAN STYLE OPTION NOV 01. 2034 @ 1.25 KNOCK OUT @ 1.1375 KNOCK OUT @ 1.21 BARRIER EXP 12/1/03 XEURCA-TP-Z EUR CALL USD PUT EUR 50,000,000 USD 65,000,000.00 USD 282,235.00 282,235.00 595,276.00 313,041.00 FX EUROPEAN STYLE OPTION NOV 01. 2004 @1.3 KNOCK OUT @ 1.1375 KNOCK OUT @ 1.21 BARRIER EXP 12/1/03 XEURCA-TO-Z AUD CALL USD PUT AUD - 28,449,502.13 USD - 20,000,000.00 USD - 170,000.00 - 170,000.00 - 605,006.54 - 435,006.54 FX EUROPEAN STYLE OPTION DEC 01.2003 @ .703 KNOCK IN TRIGGERED @ .72 XAUDCA-BO-Z P NZO PUT USD CALL NZD 0 USD 0.00 USD 0.00 0.00 FX EUROPEAN STYLE OPTION DEC 01.2003 @.61 KNOCK IN @ .59 XNZDPA-CL-Z P EUR PUT USD CALL EUR 0 USD 0.00 USD 0.00 0.00 FX EUROPEAN STYLE OPTION DEC 01.2003 @ 1.1375 XEURPA-LR-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00031293 Chase CONFIDENTIAL SDNY_GM_00300491 EFTA01506305