EFTA01505542.pdf

JPMorgan Chase Bank 01 2003 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Numbe Asset Account Portfolio Page 27 of 39 FINANCIAL TRUST COMPANY INC January 01, 2003 - January 31, 2003 U S Dollar Activity by Date continued Statement Date TYR< Gummy Deseetption Amount USD Jan 6 Fwd FX Ctrct - 36,350,000 SETTLE FORWARD CURRENCY CONTRACT 5,073,272.85 BUY USD SELL NOK CONTRACT RATE : 7.165000000 TRADE 12/13/02 VALUE 1106(03 Jan 6 Purchase 73,272.85 JP MORGAN INSTITUTIONAL PRIME MONEY - 73,272.85 INSTITUTIONAL CLASS SWEEP FUND (829) (SWEEP DEADLINE IS 4:30 PM EST) Jan 7 Purchase Opt 2,200,000,000 JPY CALL USD PUT - 165,000.00 FX EUROPEAN STYLE OPTION JUL 02. 2003 ig 110. PURCHASED FX OPTION CALL 2,200.000,00000 JPY PUT 20,000.000 00 USD TRADE DATE 12/30/02 Jan 7 Sale - 165,000 JP MORGAN INSTITUTIONAL PRIME MONEY 165,000.00 INSTITUTIONAL CLASS SWEEP FUND (829) (SWEEP DEADLINE IS 4:30 PM EST) Jan 9 Write Option - 60,165,000 ZAR PUT USD CALL 21,000.00 FX EUROPEAN STYLE OPTION JAN 08, 2003 Q 8.595 WRITTEN FX OPTION PUT 60,165,000.00 ZAR CALL 7,000,000.00 USD TRADE DATE 01(07/03 Confidential Treatment Requested by JPMorgan JPM-SDNY-00030524 Chase CONFIDENTIAL SDNY_GM_00299722 EFTA01505542