EFTA01505926.pdf

07 2003 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 II3JPMorgan Private Bank Account Number FINANCIAL TR ulli lli Asset Account Portfolio July 01, 2003 - July 31, 2003 Page 23 of 65 Trade Statement Realized Owe Date Description annoy QuanSity Pricottnit Market Costatecteds Tax Cost Gainless USD Settled continued Jul 23 Jul 25 Sell Option EUR PUT USD CALL USD - 84,000,000 56,976.00 - 282,240.00 - 225,264.00 S FX EUROPEAN STYLE OPTION OCT 15, 2003 1.05 Jul 23 Jul 25 Sell Option EUR PUT USD CALL USD - 50,000,000 429,850.00 - 874,500.00 - 444,650.00 S FX EUROPEAN STYLE OPTION NOV 14, 2003 O 1.1 Jul 24 Jul 29 Buy-Back Opt NW CALL USD PUT USD 20,000,000 - 66,550.00 122,210.00 55,660.00 S FX EUROPEAN STYLE OPTION OCT 01. 2003 0.605 Jul 29 Jul 31 Buy-Back Opt AUD CALL USD PUT USD 35,000,000 - 168,221.00 274,152.00 105,931.00 S FX EUROPEAN STYLE OPTION DEC 16. 2003 O .695 Estimated Trade SefrOTOM Railroad Gantt on Dare Date Type DescripPon Comma, Quantity Patel/nit Market Costaroceeds Tax Cost USD Pending Jul 30 Aug 1 Purchase Opt AUD CALL USD PUT USD 15,000,000 2.05 - 201,413.00 FX EUROPEAN STYLE OPTION JAN 29, 2004 O .655 Jul 30 Aug 1 Write Option AUD PUT USD CALL USD - 15,000,000 2.15 211,238.00 FX EUROPEAN STYLE OPTION OCT 30.2003 O .655 KNOCK IN O .6325 Jul 31 Aug 4 Purchase Opt EUR PUT USD CALL USD 75,000,000 0.30 - 236,250.00 FX EUROPEAN STYLE OPTION OCT 31, 2003 1.05 Jul 31 Aug 4 Purchase Opt EUR PUT USD CALL USD 45,000,000 1.31 - 660,240.00 FX EUROPEAN STYLE OPTION SEP 15. 2003 O 1.12 Confidential Treatment Requested by JPMorgan JPM-SDNY-00030911 Chase CONFIDENTIAL SDNY_GM_00300109 EFTA01505926