EFTA01505734.pdf

06 12003 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 9 of 51 FINANCIAL TRUST COMPANY INC June 01, 2003 - June 30, 2003 Options Descreaten Counter Counter Premium Premium Premium Current Aimee( Unrealized Cusip Amount Currency Amount Currency LOW USD Vidue USD °Sint On USD Foreign Exchange HKD PUT USD CALL HKD 156,660,000 USD 20,000,000.00 USD 312,280.00 312,280.00 101,072.33 - 211,207.67 FX EUROPEAN STYLE OPTION SEP 23. 2004 Q 7.833 XHKDPA-AH•Z NOK CALL USD PUT NOK 41,100,000 USD 6,000,000.00 USD 120.600.00 120.600.00 34,838.42 - 85,761.58 FX EUROPEAN STYLE OPTION SEP 26. 2003 Q 6.85 XNOKCA-BJ-Z P JPY CALL USD PUT JPY 0 USD act° USD 0.00 0.00 FX EUROPEAN STYLE OPTION JUL 02. 2003 Q 110 XJPYCA-DA-Z NOK CALL USD PUT NOK 67,500,000 USD 10,000,000.00 USD 146,000.00 146,000.00 132.30 - 145,867.70 FX EUROPEAN STYLE OPTION JUL 11, 2003 Q 6.75 XNOKCA-BP-Z MXN PUT USD CALL MXN - 113,000,000 USD - 10,000,000.00 USD - 487,000.00 - 487,000.00 - 42,889.15 444,110.85 FX EUROPEAN STYLE OPTION SEP 08. 2003 fa 11 3 XMXNPA-AP-Z CHF CALL USD PUT CHF 12,000,000 USD 10,000,000.00 USD 107,300.00 107,300.00 28,577.28 - 78,722.72 FX EUROPEAN STYLE OPTION DEC 11, 2003 Q 1.2 XCHFCA-CQ-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00030717 Chase CONFIDENTIAL SDNY_GM_00299915 EFTA01505734