EFTA01505695

06 12003 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 20 of 51 FINANCIAL TRUST COMPANY INC June 01, 2003 - June 30, 2003 Trecle Settlement Reallzel Date Cote TYPO Description Gummy Quantity Pricollnit Market CosePteceeds Tax Cost GeINLoss DSO Settled continued Jun 11 Jun 12 Purchase 3 MONTH FX BULLISH MXN DEPOSIT MXN 107,250,000 100.00 - 107,250,000.00 100% PRINCIPAL PROTECTED IN MXN DOLLARS JP MORGAN CHASE LONDON MATURITY DATE 9/10/2003 Jun 12 Jun 17 Buy-Back Opt ZAR PUT USD CALL USD 26,250,000 - 372,750.00 136,150.00 • 236,600.00 S FX EUROPEAN STYLE OPTION FEB 10, 2004 fa, 7.5 KNOCK OUT a 7.03 Jun 12 Jun 12 Expired Opt ZAR PUT USD CALL ZAR 49,800,000 0.00 228,000.00 228,000.00 S FX EUROPEAN STYLE OPTION FEB 25. 2004 O 6.3 KNOCK OUT @ 7.80 Issued in USD Jun 16 Jun 16 Expired Opt CHF PUT USD CALL USD 23,712,500 0.00 307,927.00 307,927.00 S FX EUROPEAN STYLE OPTION JUN 13, 2003 01.355 Jun 16 Jun 16 Expired Opt BUR PUT OBP CALL USD - 40,000,000 0.00 - 272,664.00 - 272,664.00 S FX EUROPEAN STYLE OPTION JUN 13, 2003 @ .68 Jun 18 Jun 18 Expired Opt NZD PUT USD CALL NZD 10,000,000 0.00 98,610.00 98,610.00 S FX EUROPEAN STYLE OPTION FEB 27, 2004 O .57 KNOCK OUT O .585 Issued in USD Jun 18 Jun 18 Expired Opt NZD PUT USD CALL NZD 10,000,000 0.00 117,420.00 117,420.00 S FX EUROPEAN STYLE OPTION FEB 27, 2004 0 .57 KNOCK OUT a .5865 Issued in USD Jun 24 Jun 26 Buy-Back Opt ZAR PUT USD CALL USD 15,000,000 - 205,000.00 77,800.00 - 127,200.00 S FX EUROPEAN STYLE OPTION FEB 10, 2004 O 7.5 KNOCK OUT O 7.03 Confidential Treatment Requested by JPMorgan JPM-SDNY-00030677 Chase CONFIDENTIAL SDNY_GM_00299875 EFTA01505695