EFTA01505913.pdf

07 12003 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 10 of 65 FINANCIAL TRUST COMPANY INC July 01, 2003 - July 31, 2003 Options Descripaon Counter Counter Premium Premium Premium Current WM.' Unrealized Cusip Amount Currency Amount Currency Local USD Van USD Gelato.* USD Foreign Exchange HKD PUT USD CALL HKD 156,660,000 USD 20,000,000.00 USD 312,280.00 312,280.00 122,309.16 - 189,970.84 FX EUROPEAN STYLE OPTION SEP 23. 2004 Q 7.833 XHIMPA-AH-Z NOK CALL USD PUT NOK 41,100,000 USD 6,000,000.00 USD 120,600.00 120,600.00 77,023.46 - 43,576.54 FX EUROPEAN STYLE OPTION SEP 26. 2003 Q 6.85 XNOKCA-BJ-Z CHF CALL USD PUT CHF 12,000,000 USD 10,000,000.00 USD 107,300.00 107,300.00 9,119.04 - 98,180.96 FX EUROPEAN STYLE OPTION DEC 11.2003 Q 1.2 XCHFCA-CD-Z CHF CALL USD PUT CHF 12,000,000 USD 10,000,000.00 USD 106,200.00 106,200.00 9,119.04 - 97,080.96 FX EUROPEAN STYLE OPTION DEC 11, 2003 Q 1.2 XCHFCA-CR-Z CHF CALL USD PUT CHF 80,500,000 USD 70,000,000.00 USD 543,848.00 543,848.00 85,936.97 - 457,911.03 FX EUROPEAN STYLE OPTION MAR 15, 2004 Q 1.15 XCHFCA-CX-Z CHF PUT USD CALL CHF - 16,560,000 USD - 12,000,000.00 USD - 281,032.00 - 281,032.00 - 139,466.33 141,565.67 FX EUROPEAN STYLE OPTION SEP 16, 2003 O 1.38 XCHFPA-DB-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00030898 Chase CONFIDENTIAL SDNY_GM_00300096 EFTA01505913