EFTA01505982.pdf

O7 2003 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 ilaJPMorgan Private Bank Account Number Asset Account Portfolio Page 14 of 64 FINANCIAL TRUST COMPANY INC July 01, 2003 - July 31, 2003 Description Counter Counter Premium premium Premecm Current Audit, Unreelizof Cusip Amount Currency Amount Currency Local USD Value USD Gainless USD Foreign Exchange continued GBP PUT USD CALL GBP - 8,000,000 USD - 13,000,000.00 USD - 247,000.00 - 247,000.00 - 405,657.92 - 158,657.92 FX EUROPEAN STYLE OPTION 07/22/03 NOV 06.2003 e 1.625 KNOCK IN TRIGGERED § 1.6150 XGBPPA-FS-Z NZD PUT USD CALL NZD - 20,000,000 USD - 11,600,000.00 USD - 336,400.00 - 336,400.00 - 382,792.20 - 46,392.20 FX EUROPEAN STYLE OPTION 07/22/03 NOV 03.2003 4p .58 XNZDPA-BS-Z EUR PUT USD CALL EUR - 50,000,000 USD - 54,000,000.00 USD - 496,800.00 - 496,800.00 - 335,275.50 161,524.50 FX EUROPEAN STYLE OPTION 0702/03 NOV 14, 2003 §1.08 XEURPA-KE-Z P AUD CALL USD PUT AUD 15,000,000 USD 9,825,000.00 USD 201,41100 201,41100 0.00 - 201,413.00 FX EUROPEAN STYLE OPTION JAN 29, 2004 § .655 XAUDCA-BK-Z P AUD PUT USD CALL AUD - 15,000,000 USD - 9,825,000.00 USD - 211,238.00 - 211,238.00 0.00 211,238.00 FX EUROPEAN STYLE OPTION OCT 30.2003 § .655 KNOCK IN fp .6325 XAUDPA-CA-Z Total Foreign Exchange - 2,230,900.00 - 6,984,781.72 - 4,753,881.75 Exclave.Wed options ete valued using mike( mites el Me clue a busbies, by stalemate dote OverThe-Coureer (OTC) options ere Wend el 4144Arket amens oche nee greed Sot knporram Wormodon SOW /Mang and Vaharianit Confidential Treatment Requested by JPMorgan JPM-SDNY-00030967 Chase CONFIDENTIAL SDNY_GM_00300165 EFTA01505982