07 12003 JPMorgan Chase Bank
345 Park Avenue, New York, NY 10154-1002
JPMorgan Private Bank
Account Number: Asset Account Portfolio Page 11 of 65
FINANCIAL TRUST COMPANY INC July 01, 2003 • July 31, 2003
Description Counter Coumer premium Premium Premium Current Admket Unrealized
Cusip Amocmt Currency Amount Currency Local USD Wiltre USD Gamboa. USD
Foreign Exchange continued
CHF CALL USD PUT CHF 58,750,000 USD 50,000,000.00 USD 420,690.00 420,690.00 103,588.00 - 317,102.00
FX EUROPEAN STYLE OPTION
MAR 16.2004 O 1.175
XCHFCA-DC-Z
EUR PUT USD CALL EUR 50,000,000 USD 50,000,000.00 USD 300,000.00 300,000.00 5,752.00 - 294,248.00
FX EUROPEAN STYLE OPTION
OCT 16.2003 Q 1.
XEURPA-ID-Z
EUR CALL CHF PUT EUR - 20,000,000 CHF - 29,900,000.00 USD - 110,023.00 - 110,023.00 - 668,701.80 - 558,678.80
FX EUROPEAN STYLE OPTION
OCT 20.2003 @ 1.495
XEURCA-QM-Z
NOK PUT USD CALL NOK - 65,594,995.20 USD - 9,110,416.00 USD - 265,958.00 - 265,958.00 - 191,991.96 73,966.04
FX EUROPEAN STYLE OPTION
OCT 24.2003 0 7.2
KNOCK IN O 7.60
XNOKPA-DU-Z
NOK PUT USD CALL NOK - 56,800,000 USD • 8,000,000.00 USD - 262,200.00 - 262,200.00 - 236,278.34 25,921.66
FX EUROPEAN STYLE OPTION
OCT 30.2003 @ 7.1
KNOCK-IN (2? 7.55
XNOKPA-DX-Z
NOK PUT USD CALL NOK - 35,500,000 USD - 5,000,000.00 USD - 164,775.00 - 164,775.00 - 147,673.97 17,101.03
FX EUROPEAN STYLE OPTION
OCT 30, 2003 @ 7.1
KNOCK-IN I0 7.55
XNOKPA-DW-Z
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Chase
CONFIDENTIAL SDNY_GM_00299968
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