EFTA01505862

07 2003 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Nutuber: Asset Account Portfolio Page 23 of 64 FINANCIAL TRUST COMPANY INC July 01, 2003 - July 31, 2003 Rock Settlement Reallzol Date DM rype Deseription Cuereney Osantik Priestrin Radier Costlemeetels Tes Cost &SWi.e.« USD Settled continued Jul 29 Jul 31 Buy-Back Opt AUD CALL USD PUT USD 35,000,000 - 168,221 00 274,15200 105,931.00 S FX EUROPEAN STYLE OPTION DEC 16, 2003 e .695 ErUmated Tiede Seitloinset Realard ONntose Orte Oste et» Descrepron Glimmet Ouantlly Pincetnit Manier CoseProceeds Tax Colt USD Pending Jul 30 Aug 1 Purchase Opt AUD CALL USD PUT USD 15,000,000 2.05 - 201,413.00 FX EUROPEAN STYLE OPTION JAN 29, 2004 fe .655 Jul 30 Aug 1 Write Option AUD PUT USD CALL USD -15,000,000 2.15 211,238.00 FX EUROPEAN STYLE OPTION OCT 30, 2003 O .655 KNOCK IN Q .6325 Rads Serizieminet Cometee Counter Revaluanon Contraekir Reralued Malmst Date Oste Cueroncy Amoont Currency Amount Conlex( Rate Rate esse Amounf USD A mount USD Grintoss USD Settled Foreign Exchange Contracts SPECULATIVE 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 Confidential Treatment Requested by JPMorgan JPM-SDNY-00030847 Chase CONFIDENTIAL SDNY_GM_00300045 EFTA01505862