EFTA01506042.pdf

09 2003 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 11 of 72 FINANCIAL TRUST COMPANY INC September 01, 2003 - September 30, 2003 Description Counter coaxer Ptemaum Premium Preimum Current Market Unroelized Cusip Amount Currency Amount Currency Leer) USD Value USD Gestatoss USD Foreign Exchange continued MXN PUT USD CALL MXN - 109,000,000 USD - 10,000,000.00 USD - 390,000.00 - 390,000.00 - 427,904.57 - 37,904.57 FX EUROPEAN STYLE OPTION FEB 19, 2004 (p 10.9 XMXNPA-AS-Z P NOK PUT USD CALL NOK - 38,250,000 USD - 5,000,000.00 USD - 175,500.00 - 175,500.00 - 73,332.14 102,167.86 FX EUROPEAN STYLE OPTION MAR 03, 2004 7.65 KNOCK IN 7.80 XNOKPA-EI-Z AUD PUT USD CALL AUD - 35,000,000 USD - 22,575,000.00 USD - 760,778.00 - 760,778.00 - 321,420.05 439,357.95 FX EUROPEAN STYLE OPTION FEB 25, 2004 @ .645 KNOCK IN TRIGGERED @.63.50 XAUDPA-CD-Z EUR PUT USD CALL EUR - 10,000,000 USD - 10,600,000.00 USD - 222,600.00 - 222,600.00 - 60,060.20 162,539.80 FX EUROPEAN STYLE OPTION MAR 31, 2004 @ 1.06 XEURPA-LC-Z NOK CALL USD PUT NOK - 22,500,000 USD - 3,000,000.00 USD - 36,300.00 - 36,300.00 - 265,267.13 - 228,967.13 FX EUROPEAN STYLE OPTION NOV 28.2003 7.5 XNOKCA-CF-Z NZD PUT USD CALL NZD - 17,777,777.77 USD - 10,000,000.00 USD - 303,000.00 - 303,000.00 - 128,568.53 174,431.47 FX EUROPEAN STYLE OPTION FEB 25, 2004 @ .5625 KNOCK IN fp .54 XNZDPA-CC-Z P GBP PUT USD CALL GBP - 6,000,000 USD - 9,480,000.00 USD - 152,628.00 - 152,628.00 - 32,820.00 119.808.00 FX EUROPEAN STYLE OPTION DEC 15.2003 @ 1.58 XGBPPA-FW-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00031028 Chase CONFIDENTIAL SDNY_GM_00300226 EFTA01506042