EFTA01505564.pdf

O 1 2003 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 II3JPMorgan Private Bank Account Number: C Asset Account Portfolio Page 10 of 39 FINANCIAL TRUST COMPANY INC January 01, 2003 - January 31, 2003 Oescripoon Counter Coaxer premium Premium Prenliurn COMMA/10W UnreelizeO Custp Amount Currency Amount Currency Local USD liakift USD Gruntoss USD Foreign Exchange continued JPY CALL USD PUT JPY 575,000,000 USD 5,000,000.00 USD 49,000.00 49,000.00 47,190.25 - 1,809.75 FX EUROPEAN STYLE OPTION JUN 12 2003 (k 115. XJPYCA-CY-Z BRL CALL USD PUT BRL - 18,000,000 USD - 5,000,000.00 USD - 200,000.00 - 200,000.00 - 202,120.38 - 2,120.38 FX EUROPEAN STYLE OPTION MAR 14, 2003 3.6 XBRLCA-AB-Z NOK PUT USD CALL NOK - 72,000,000 USD - 10,000,000.00 USD - 222,500.00 - 222,500.00 - 4,947.12 217,552 88 FX EUROPEAN STYLE OPTION MAR 14. 2003 O 7.2 XNOKPA-DC-Z CHF CALL USD PUT CHF 13,500,000 USD 10,000,000.00 USD 200,000.00 200,000.00 228,573.36 28,573.36 FX EUROPEAN STYLE OPTION JUN 26.2003 01.35 XCHFCA-CJ-Z CHF PUT USD CALL CHF - 14,100,000 USD - 10,000,000.00 USD - 235,000.00 - 235,000.00 - 138,638.81 96,361.19 FX EUROPEAN STYLE OPTION JUN 26.2003 Q 1.41 XCHFPA-CO-Z NOK CALL USD PUT NOK 68,500,000 USD 10,000,000.00 USD 201,000.00 201,000.00 188,458.57 - 12,541.43 FX EUROPEAN STYLE OPTION SEP 26, 2003 Q 6.85 XNOKCA-BJ-Z JPY CALL USD PUT JPY 2,200,000,000 USD 20,000,000.00 USD 165,000.00 165,000.00 81,070.00 - 83,930.00 FX EUROPEAN STYLE OPTION JUL 02. 2003 O 110. XJPYCA-DA-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00030546 Chase CONFIDENTIAL SDNY_GM_00299744 EFTA01505564