EFTA01505790

07 12003 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 14 of 65 FINANCIAL TRUST COMPANY INC July 01, 2003 - July 31, 2003 Descripoon Courier Counter Premium Premium Premum Current Market Unrealized Cupp Amount Currency Amount Currency Local USD Value USD awnless USD Foreign Exchange continued NZO PUT USD CALL NZD - 20,000,000 USD - 11,600,000.00 USD - 336,400.00 - 336,400.00 - 305,995.40 30,404.60 FX EUROPEAN STYLE OPTION NOV 03.2003 O .58 XNZDPA-BS-Z EUR PUT USD CALL EUR - 50,000,000 USD - 54,000,000.00 USD - 496,800.00 - 496,800.00 - 391,981.00 104,819.00 FX EUROPEAN STYLE OPTION NOV 14, 2003 @ 1.08 XEURPA-KE-Z P AUD CALL USD PUT AUD 15,000,000 USD 9,825,000.00 USD 201,413.00 201,413.00 0.00 - 201,413.00 FX EUROPEAN STYLE OPTION JAN 29. 2004 .655 XAUDCA-BK-Z P AUD PUT USD CALL AUD - 15,000,000 USD - 9,825,000.00 USD - 211,238.00 - 211,238.00 0.00 211,238.00 FX EUROPEAN STYLE OPTION OCT 30. 2003 0 .655 KNOCK IN @ .6325 XAUDPA-CA-Z P EUR PUT USD CALL EUR 75,000,000 USD 78,750,000.00 USD 236,250.00 236,250.00 0.00 - 236,250.00 FX EUROPEAN STYLE OPTION OCT 31, 2003 O 1.05 XEURPA-KS-Z P EUR PUT USD CALL EUR 45,000,000 USD 50,400,000.00 USD 660,240.00 660,240.00 0.00 - 660,240.00 FX EUROPEAN STYLE OPTION SEP 15. 2003 @ 1.12 XEURPA-KT-Z P EUR PUT USD CALL EUR - 45,000,000 USD - 49,500,000.00 USD - 277,200.00 - 277,200.00 0.00 277,200.00 FX EUROPEAN STYLE OPTION SEP 15. 2003 1.1 XEURPA-KU-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00030773 Chase CONFIDENTIAL SDNY_GM_00299971 EFTA01505790