EFTA01506113.pdf

09 2003 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 II3 JPMorgan Private Bank Account Numbe Asset Account Portfolio Page 10 of 72 FINANCIAL TRUST COMPANY INC September 01, 2003 - September 30, 2003 Description Counter Coumer Ptemium Premium Premium Current Maraca Unrealized Ciao; Amount Currency Amount Currency Local USD Vale USD Gamboa. USD Foreign Exchange continued EUR CALL CHF PUT EUR -10,000,000 CHF - 14,950,000.00 USD - 55,011.50 - 55,011.50 - 266,352.10 - 211,340.60 FX EUROPEAN STYLE OPTION OCT 20, 2003 O 1.495 XEURCA-QM-Z NOK PUT USD CALL NOK - 34,250,000 USD - 5,000,000.00 USD - 100,045.00 - 100,045.00 - 230,433.66 - 130,388.66 FX EUROPEAN STYLE OPTION MAR 03, 2004 6.85 KNOCK IN FX OPTION TRIGGERED a 7.00 KNOCK OUT O 6.65 XNOKPA-EE-Z P EUR CALL USD PUT EUR 0 USD 0.00 USD 0.00 0.00 FX EUROPEAN STYLE OPTION OCT 01. 2003 @1.16 XEURCA•RU•Z GBP PUT USD CALL GBP - 4,000,000 USD - 6,500,000.00 USD - 123,500.00 - 123,500.00 - 32,049.24 91,450.76 FX EUROPEAN STYLE OPTION NOV 06, 2003 Q 1.625 KNOCK IN TRIGGERED IN 1.6150 XGBPPA-FS-Z EUR PUT USD CALL EUR - 19,000,000 USD - 20,520,000.00 USD - 188,784.00 - 188,784.00 - 13,266.75 175,517.25 FX EUROPEAN STYLE OPTION NOV 14, 2003 Q 1.08 XEURPA-KE-Z P EUR PUT USD CALL EUR 0 USD 0.00 USD 0.00 0.00 FX EUROPEAN STYLE OPTION OCT 02.2003 @ 1.09 XEURPA-10(-Z NW CALL USD PUT NZD - 5,000,000 USD - 2,950,000.00 USD - 38,940.00 - 38,940.00 - 59,888.10 - 20,948.10 FX EUROPEAN STYLE OPTION DEC 11.2003 @ .59 XNZDCA-BJ-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00031099 Chase CONFIDENTIAL SDNY_GM_00300297 EFTA01506113