EFTA01506052.pdf

09 2003 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 21 of 72 FINANCIAL TRUST COMPANY INC September 01, 2003 - September 30, 2003 Tiede Settlement Realized Date Cote TYPO Description Corning Calandra Pries'Unit Marker CosePteceeds Tax Cost Gaintoss USD Settled continued Sep 18 Sep 22 Buy-Back Opt JPY PUT USD CALL USD 638,000,000 - 65,450.00 72,864.00 7,414.00 FX EUROPEAN STYLE OPTION FEB 17, 2004 O 116 KNOCK OUT O 113 Sep 18 Sep 22 Buy-Back Opt ZAR PUT USD CALL USD 12,750,000 - 57,290.00 66,130.00 8,840.00 S FX EUROPEAN STYLE OPTION FEB 10, 2004 0 7.5 KNOCK OUT a 7.03 Sep 19 Sep 23 Buy-Back Opt AUD CALL USD PUT USD 5,000,000 - 108,075.00 54,692.57 - 53,382.43 S FX EUROPEAN STYLE OPTION FEB 25. 2004 a .655 KNOCK IN TRIGGERED O 6650 Sep 19 Sep 24 Purchase Opt JPY CALL USD PUT USD 2,220,000,000 0.70 - 140,000.00 FX EUROPEAN STYLE OPTION OCT 22, 2003 a 111. Sep 19 Sep 24 Purchase Opt JPY CALL USD PUT USD 3,300,000,000 0.54 - 162,000.00 FX EUROPEAN STYLE OPTION OCT 22. 2003 a 110. Sep 19 Sep 24 Purchase Opt JPY PUT USD CALL USD 2,300,000,000 0.52 - 104,000.00 FX EUROPEAN STYLE OPTION SEP 26, 2003 Q 115. Sep 19 Sep 23 Buy-Back Opt NOK CALL USD PUT USD 52,500,000 - 349,200.00 84,700.00 • 264,500.00 S FX EUROPEAN STYLE OPTION NOV 28, 2003 Q 7.5 Sep 19 Sep 23 Write Option NOK PUT USD CALL USD - 73,500,000 1.34 134,000.00 FX EUROPEAN STYLE OPTION MAR 19, 2004 a 735 KNOCK IN a 7.50 KNOCK OUT O 7.0050 Sep 19 Sep 23 Buy-Back Opt NW CALL USD PUT USD 15,000,000 - 168,150.00 116,820.00 - 51,330.00 S FX EUROPEAN STYLE OPTION DEC 11.2003 a .59 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031038 Chase CONFIDENTIAL SDNY_GM_00300236 EFTA01506052