O7 2003
JPMorgan Chase Bank
345 Park Avenue, New York, NY 10154-1002 fl
JPMorgan Private Bank
Account Nutuber: Asset Account Portfolio Page 24 ot 65
FINANCIAL TRUST COMPANY INC July 01, 2003 - July 31, 2003
Est/mate:I
Trade Settlement Realtzed Garnloss
Date Date Type Descrlption Cd/Fancy Ouanury ancettnit Manker CostProceeds Tar Coat USD
Pending continued
Jul 31 Aug 4 VVrite Option EUR PUT USD GALL USD - 45,000,000 0.56 277,200.00
FX EUROPEAN STYLE OPTION
SEP 15, 2003 @ 1.t
Jul 31 Aug 4 Purchase Opt EUR PUT USD CALL USD 45,000,000 1.20 - 599,400.00
FX EUROPEAN STYLE OPTION
OCT 02. 2003 @ 1.11
Jul 31 Aug 4 VVrite Opton EUR PUT USD CALL USD - 45,000,000 0.55 269,775.00
FX EUROPEAN STYLE OPTION
OCT 02, 2003 Q 1.09
rande Sortroman Canto, Counter Revaluanon Contractedl Revslue4 Realutid
CON Date Cutrency Amene Dummy Amount Contract Rate Rate Gan Amount USD Amount USD Garnloss (ISO
Settled Foreign Exchange Contracts
SPF.CULATIVE
AUSTRALIA DOLLAR - U S DOLLAR
May 1 03 Jul 10 03 AUD 20,000,000.00 USD - 12,384,312.69 0,619216 1,523600 • 12,384,312.69 13,126,804.93 742,492.24
May 8 03 Jul 10 03 AUD 20,000,000.00 USD - 12,619,445.26 0.630972 1.523600 - 12,619,445.26 13,126,804.93 507,359.67
Jun 4 03 Jul 10 03 AUD - 40,000,000.00 USD 26,043,920.65 0.651098 1.523600 26,043,920.65 - 26,253,609.87 - 209,689.22
Jun 25 03 Jul 28 03 AUD - 20,000,000.00 USD 13,294,000.00 0.664700 1.502750 13,294,000.00 - 13,308,933.62 - 14,933.62
Jul 8 03 Jul 28 03 AUD 20,000,000.00 USD - 13,218,000.00 0.660900 1.502750 - 13,218,000.00 13,308,933.62 90,933.62
CANADIAN DOLLAR U S DOLLAR
Apr 30 03 Jul 10 03 CAD 14,510,000.00 USD - 9,963,835.80 1.456267 1.384450 - 9,963,835.80 10,480,696.30 516,860.50
May 1 03 Jul 10 03 CAD - 14,510,000.00 USD 10,060,311.42 1.442301 1.384450 10,060,311.42 -10,480,696.30 - 420,384 88
May 5 03 Jul 10 03 CAD 14,510,000.00 USD - 10,076,439.33 1,439993 1.384450 - 10,076,439.33 10,480,696,30 404,256.97
May 5 03 Jul 10 03 CAD - 14,510,000.00 USD 10,075,632.97 1.440108 1.384450 10,075,632.97 - 10,480,696.30 - 405,063.33
EURO CURRENCY U S DOLLAR
Jun 25 03 Jui 2 03 EUR 5,000,000.00 USD - 5,760,000.00 1.152000 1.151676 - 5,760,000.00 5,758,378 44 - 1,621.56
Contidential Treatment Requested by JPMorgan JPM-SDNY-00030783
Chase
CONFIDENTIAL SDNY_GM_00299981
EFTA01505800