11 IMO JPMorgan Chase Bank
345 Park Avenue, New York, NY 10154-1002
JPMorgan Private Bank
Account Number: Asset Account Portfolio Page 22 of 59
FINANCIAL TRUST COMPANY INC November 01, 2003 - November 30, 2003
EsOmared
bade Settlement Realized aunt oars
Date Date Tyne CreanOption Cu envy Ouandry encellnit Ranter Costerocneds Tax Ceti USD
Pending continued
Dec 1 Expired Opt NZO PUT USD CALL USD 32,786,885.24 0.00 0.00 142,000.00
FX EUROPEAN STYLE OPTION
DEC 01,2003 .61
KNOCK IN .59
Dec 1 Expired Opt ZAR PUT USD CALL USD 42,300,000 0.00 0.00 98,400 00
FX EUROPEAN STYLE OPTION
DEC 01,2003 Q 7.05
Nov 20 Nov 24 Purchase 3 MONTH HUF BULLISH FX DEPOSIT HUF 1,083,000,000 100.00 0.00
100% PRINCIPAL PROTECTED IN HUF
JP MORGAN CHASE LONDON
MATURITY 02/20/2004
Trade Setrernent Counter Canter Revaluation Connected, RevaluI4 Readreel
One Dare Cantney Amount cutreno Amount Contact Rate Rafe Base Amount USD Amount USD Glen/LOSS USD
Settled Foreign Exchange Contracts
SPECULATIVE
SWISS FRANC U S DOLLAR
May 8 03 Nov 5 03 CHF 26,050,000.00 USD - 20,000,000.00 1.302500 1.364300 - 20,000,000.00 19,094,040.90 - 905,959.10
Oct 20 03 Nov 5 03 CHF 3,276,000.00 USD • 2,468,912.50 1.326900 1.364300 - 2,468,912.50 2,401,231.40 - 67,681.10
Oct 22 03 Nov 5 03 CHF - 3,276,000.00 USD 2,476,752.10 1.322700 1.364300 2,476,752.10 - 2,401,231.40 75,520.70
Nov 4 03 Nov 5 03 CHF - 26,050,000.00 USD 19,186,860.13 1.357700 1.364300 19,186,860.13 - 19,094,040.90 92,819.23
EURO CURRENCY U S DOLLAR
Nov 7 03 Nov 12 03 EUR - 10,000,000.00 USD 11,380,000.00 1.138000 1.148000 11,380,00000 - 11,480,000.00 - 100,000.00
Nov 7 03 Nov 12 03 EUR 10,000,000.00 USD - 11,480,000.00 1.148000 1.148000 - 11,480,000.00 11,480,000.00
Nov 6 03 Nov 17 03 EUR - 10,000,000.00 USD 11,405,000.00 1.140500 1.178759 11,405,000.00 - 11,787,587.67 - 382,587.67
Nov 6 03 Nov 17 03 EUR • 5,000,000.00 USD 5,706,000.00 1.141200 1.178759 5,706,000.00 - 5,893,793.83 - 187,793.83
Nov 7 03 Nov 17 03 EUR 15,000,000.00 USD - 17,064,000.00 1.137600 1.178759 - 17,064,000.00 17,681,381.50 617,381.50
Confidential Treatment Requested by JPMorgan JPM-SDNY-00031244
Chase
CONFIDENTIAL SDNY_GM_00300442
EFTA01506257