11 IMO JPMorgan Chase Bank
345 Park Avenue, New York, NY 10154-1002
JPMorgan Private Bank
Account Number Asset Account Portfolio Page 46 of 61
FINANCIAL TRUST COMPANY INC November 01, 2003 - November 30, 2003
US Dollar Activity by Date
Settlement
Date type
continued
Quantity 0...Matron Amount USD
Nov 5 Spot FX - 26,050,000 SPOT CURRENCY TRANSACTION - SALE 19,186,860 13
BUY USD SELL CHF
SPOT RATE : 1.357700000
TRADE 11/04/03 VALUE 11/05/03
U S DOLLAR
SWISS FRANC
Nov 6 Write Option • 28,449,502.13 AUD CALL USD PUT 170,000.00
O
FX EUROPEAN STYLE OPTION
DEC 01, 2003 Q .703
KNOCK IN .72
WRITTEN FX OPTION
CALL 28,449,502.13 AUD
PUT 20,000,000.00 USD
TRADE DATE 11/04/03
Nov 6 Write Option - 32,786,885.24 NW PUT USD CALL 142,000.00
FX EUROPEAN STYLE OPTION
DEC 01.2003 Q .61
KNOCK IN .59
WRITTEN FX OPTION
PUT 32,786,885 24 NZD
CALL 20,000,000.00 USD
TRADE DATE 11/04/03
Nov 6 Purchase 12,000 JP MORGAN INSTITUTIONAL PRIME MONEY - 12,000.00
INSTITUTIONAL CLASS SWEEP FUND (829)
(SWEEP DEADLINE IS 4:30 PM EST)
Nov 6 Purchase Opt 356,043.95 EUR PUT USD CALL - 300,000.00
FX EUROPEAN STYLE OPTION
DEC 01.2003 Q 1.1375
PURCHASED FX OPTION
PUT 356,043.95 EUR
CALL 405,000.00 USD
TRADE DATE 11/04/03
Confidential Treatment Requested by JPMorgan JPM-SDNY-00031386
Chase
CONFIDENTIAL SDNY_GM_00300584
EFTA01506398