11 IMO JPMorgan Chase Bank
345 Park Avenue. New York, NY 10154-1002
JPMorgan Private Bank
Account Number: Asset Account Portfolio Page 12 of 61
FINANCIAL TRUST COMPANY INC November 01, 2003 - November 30, 2003
Description Counter Counter Premium Premium Premium Current Market Unrealized
Coop Amount Ctmency Amount Currency LOW USD Value USD Saint oss USD
Foreign Exchange continued
AUD PUT USD CALL AUD - 10,000,000 USD - 6,950,000.00 USD - 251,590.00 - 251,590.00 - 109,131.30 142,458.70
FX EUROPEAN STYLE OPTION
APR 23, 2004 @ .695
KNOCK IN O .685
XAUDPA-CJ•Z
EUR CALL USD PUT EUR 50,000,000 USD 62,500,000.00 USD 491,862.00 491,862.00 1,069,260.00 577,398.00
FX EUROPEAN STYLE OPTION
NOV 01. 2034 @ 1.25
KNOCK OUT @ 1.1375
KNOCK OUT @ 1.21 BARRIER EXP 12/1/03
XEURCA-TP-Z
EUR CALL USD PUT EUR 50,000,000 USD 65,000,000.00 USD 282,235.00 282,235.00 595,276.00 313,041.00
FX EUROPEAN STYLE OPTION
NOV 01. 2004 @1.3
KNOCK OUT @ 1.1375
KNOCK OUT @ 1.21 BARRIER EXP 12/1/03
XEURCA-TO-Z
AUD CALL USD PUT AUD - 28,449,502.13 USD - 20,000,000.00 USD - 170,000.00 - 170,000.00 - 605,006.54 - 435,006.54
FX EUROPEAN STYLE OPTION
DEC 01.2003 @ .703
KNOCK IN TRIGGERED @ .72
XAUDCA-BO-Z
P NZO PUT USD CALL NZD 0 USD 0.00 USD 0.00 0.00
FX EUROPEAN STYLE OPTION
DEC 01.2003 @.61
KNOCK IN @ .59
XNZDPA-CL-Z
P EUR PUT USD CALL EUR 0 USD 0.00 USD 0.00 0.00
FX EUROPEAN STYLE OPTION
DEC 01.2003 @ 1.1375
XEURPA-LR-Z
Confidential Treatment Requested by JPMorgan JPM-SDNY-00031352
Chase
CONFIDENTIAL SDNY_GM_00300550
EFTA01506364