EFTA01506023.pdf

07 12003 JP51organ Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 56 of 64 FINANCIAL TRUST COMPANY INC July 01, 2003 - July 31, 2003 U S Dollar Activity by Date continued Settlement Date TYR< Quantity Deacription amount USD Jul 17 Spot FX 20,000,000 SPOT CURRENCY TRANSACTION - BUY - 22,380,000 00 BUY EUR SELL USD SPOT RATE : 1.119000000 TRADE 7/15103 VALUE 7/17/03 EURO PRINCIPAL CURRENCY U S DOLLAR Jul 17 Spot FX - 20,000,000 SPOT CURRENCY TRANSACTION - SALE 22,398,000 00 BUY USD SELL EUR SPOT RATE : 1.119800000 TRADE 7/15103 VALUE 7/17/03 U S DOLLAR EURO PRINCIPAL CURRENCY Jul 17 Purchase Opt 84,000,000 EUR PUT USD CALL - 282,240 00 FX EUROPEAN STYLE OPTION OCT 15, 2003 O 1.05 PURCHASED FX OPTION PUT 84,000,000.00 EUR CALL 88.200.000.00 USD TRADE DATE 07/15/03 Jul 17 Buy-Back Opt 20,000,000 NW PUT USD CALL - 381,875.00 FX EUROPEAN STYLE OPTION OCT 01.2003 al .5875 KNOCK IN TRIGGERED 0.5775 REPURCHASE OF WRITTEN FX OPTION TRADE DATE 07/15/03 Jul 17 Write Option - 20,000,000 NZO PUT USD CALL 336,400.00 FX EUROPEAN STYLE OPTION NOV 03. 2003 @ .58 WRITTEN FX OPTION PUT 20,000,000.00 NZD CALL 11,600,000.00 USD TRADE DATE 07/15/03 Confidential Treatment Requested by JPMorgan JPM-SDNY-00031009 Chase CONFIDENTIAL SDNY_GM_00300207 EFTA01506023