06 12003
JPMorgan Chase Bank
345 Park Avenue. New York, NY 10154-1002
JPMorgan Private Bank
Account Number: Asset Account Portfolio Page 12 of 51
FINANCIAL TRUST COMPANY INC June 01, 2003 - June 30, 2003
Descripoon Counter Coaxer Premium Premium Pronsum Current Market Unrealized
Cu stp Amount Currency Amount Currency Local USD Value USD Gtontoss USD
Foreign Exchange continued
NZO PUT USD CALL NZD - 20,000,000 USD - 11,200,000.00 USD - 319,200.00 - 319,200.00 - 67,918.40 251,281.60
FX EUROPEAN STYLE OPTION
NOV 06. 2003 56
KNOCK IN @ .53
XNZDPA-BB-Z
ZAR PUT USD CALL ZAR - 12,750,000 USD - 1,700,000.00 USD - 66,130.00 - 66,130.00 - 105,411.39 - 39,281.39
FX EUROPEAN STYLE OPTION
FEB 10. 2004 0 7.5
KNOCK OUT @ 7.03
XZARPA-AF-Z
JPY PUT USD CALL JPY -1,160,000,000 USD - 10,000,000.00 USD - 162,750.00 - 162,750.00 - 344,937.60 - 182,187.60
FX EUROPEAN STYLE OPTION
FEB 13. 2004 @ 116
KNOCK OUT @ 112
XJPyPA-.10-2
JPY PUT USD CALL JPY -1,218,000,000 USD - 10,500,000.00 USD - 139,104.00 - 139,104.00 - 347,422.32 - 208,318.32
FX EUROPEAN STYLE OPTION
FEB 17.2004 @ 116
KNOCK OUT @ 113
XJPYPA-JH-Z
AUD PUT USD CALL AUD - 20,000,000 USD - 13,000,000.00 USD - 308,100.00 - 308,100.00 0.00 308,100.00
FX EUROPEAN STYLE OPTION
MAR 02, 2004 @ .65
KNOCK OUT 0.6750
XAUDPA-BK-Z
NOK PUT USD CALL NOK - 68,500,000 USD - 10,000,000.00 USD - 200,090.00 - 200,090.00 - 611,803.64 - 411,713.64
FX EUROPEAN STYLE OPTION
MAR 03, 2004 @ 6.85
KNOCK IN FX OPTION TRIGGERED @ 7.00
KNOCK OUT @ 6.65
XNOKPA-EE-Z
Confidential Treatment Requested by JPMorgan JPM-SDNY-00030720
Chase
CONFIDENTIAL SDNY_GM_00299918
EFTA01505737