EFTA01505656.pdf

05 12003 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 22 of 41 FINANCIAL TRUST COMPANY INC May 01, 2003 - May 31, 2003 Trade Settlement Realized Date Date TYPO Description Commas Quantity Pricottnit Marker CosePteceeds Tax Cost GainRoss USD Settled continued May 19May 19 Expired Opt CHF PUT USD CALL USD 14,300,000 0.00 58,000.00 58,000.00 S FX EUROPEAN STYLE OPTION MAY 19, 2003 @ 1.43 May 20May 22 Write Option EUR PUT USD CALL USD - 5,000,000 1.303 75,572 50 FX EUROPEAN STYLE OPTION FEB 19, 2004 @ 1.16 KNOCK OUT Q 1.1825 May 21May 23 Sell Option NOK CALL USD PUT USD - 27,400,000 111,798.00 - 80,400.00 31,398.00 S FX EUROPEAN STYLE OPTION SEP 26. 2003 @ 6.85 May 23May 23 Expired Opt EUR PUT USD CALL EUR 15,000,000 0.00 319,275.00 319,275.00 S FX EUROPEAN STYLE OPTION FEB 13, 2064 @ 1.15 KNOCK IN@ 1.10 KNOCK OUT @ 1.1795 Issued in USD May 23May 23 Expired Opt NW PUT USD CALL USD 20,000.000 0.00 130,680.00 130,680.00 S FX EUROPEAN STYLE OPTION MAY 23, 2003 @ .54 May 27May 27 Expired Opt EUR PUT USD CALL EUR 5,000,000 0.00 75,572.50 75,572.50 S FX EUROPEAN STYLE OPTION FEB 19, 2004 @ 1.16 KNOCK OUT @ 1.1825 Issued in USD May 27May 29 Write Option ZAR PUT USD CALL USD - 49,800,000 3.80 228,000.00 FX EUROPEAN STYLE OPTION FEB 25, 2004 @ 8.3 KNOCK OUT @ 7.80 Confidential Treatment Requested by JPMorgan JPM-SDNY-00030638 Chase CONFIDENTIAL SDNY_GM_00299836 EFTA01505656