07 2003
JPMorgan Chase Bank
345 Park Avenue, New York, NY 10154-1002 1
''JPMorgan Private Bank
Account Number Asset Account Portfolio Page 15 of 65
FINANCIAL TRUST COMPANY INC July 01, 2003 - July 31, 2003
Description Counter Counter Premium Premium Premium Current Marnet Unrealized
Crab, Avant Currency Amount Currency LOC.)) USD Value USD Gam Loss USD
Foreign Exchange continued
EUR PUT USD CALL EUR 45,000.000 USD 49,950,000.00 USD 599.400 00 599.400 00 0.00 - 599,400.00
FX EUROPEAN STYLE OPTION
OCT 02, 2003 01.11
XEURPA-KWZ
EUR PUT USD CALL EUR - 45.000.000 USD - 49,050,000.00 USD - 269.775 00 - 269,775 00 0.00 269,775.00
FX EUROPEAN STYLE OPTION
OCT 02, 2003 0 1.09
XEURPA-IU-Z
Total Foreign Exchange - 1,035,559.00 - 6,678,400.99 - 5,642,842.06
Exchergwasled optows we anted using maim' aces et to C1050 a!&noels la statement date
OvenThe-Counlat (01t)optens we valved a Matfarket unteczetnennae *Teal
See: Important Infomastion about Pricing and Valuations.
Important Inform ebon about Pricing and Valuer/0ns
Flown some of Wed, we paged by piano services a other sources which we deem tele* we not etetanleed la warecyce es reekmble velars.
VeWebens of °menthe-counter Ostatam franseceons mckaterg brews clenvetereszeiebd deposit products. have been weaved one midantritet teas These nauseam we rape* values es of the close of baseless of the date of tha gatemen(
end except es divans. agreed An; these relvetwes do not represent the acbei teems et weed) frensecions a secwees cool) be bought a sod a new trenswecne could be entered mb a the equal team on shwa nabob PensecLwua
sectaties osukl be bzudeded es of Me date alba statement We do no( wren( Wee completeness a accuracy. Thew veWebons we demo? from monetary models based upon well receptor!frisencel canopies and a* have when neoessay to
cetviale In. present value offense cosh (Wes wade reasonable agitates about raven! Mere menial condbons Wye:ions based on anw rnodea a deferent asswagons may paid decent rosots Magan 'prowls 'Italians any resporabaty
We (I) the accutacy W Me rtes is a estamates used n awning the ...Amnon,. (2) any area 010014•0001 is computing a assenveurang Me valuations and (3)anyl409:0 mach the valuations we put Valuations we pronded for tnbrinenon
papaws one, wet we (Needed soWy Ia loci Own We Pease ref ks ea oenennebee kedetwts d MN ranseceon
Confidential Treatment Requested by JPMorgan JPM-SDNY-00030774
Chase
CONFIDENTIAL SDNY_GM_00299972
EFTA01505791