EFTA01506185.pdf

11 IMO JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 10 of 61 FINANCIAL TRUST COMPANY INC November 01, 2003 - November 30, 2003 Options DOSCrellOn Counter Counter Premium Premium Premium Current Merkel Unrealized Cuero Amount Currency Amount Currency Local USD Value USD Gainless USD Foreign Exchange HKD PUT USD CALL HKD 156,660,000 USD 20,000,000.00 USD 312,280.00 312,280.00 29,776.37 - 282,503.63 FX EUROPEAN STYLE OPTION SEP 23. 2004 Q 7.833 XHKOPA-AH-Z CHF CALL USD PUT CHF 12,000,000 USD 10,000,000.00 USD 107,300.00 107,300.00 197.04 - 107,102.96 FX EUROPEAN STYLE OPTION DEC 11.2003 a1.2 XCHFCA-CQ-Z CHF CALL USD PUT CHF 12,000,000 USD 10,000,000.00 USD 106,200.00 106,200.00 197.04 - 106,002.96 FX EUROPEAN STYLE OPTION DEC 11.2003 § 1.2 XCHFCA-CR-Z CHF CALL USD PUT CHF 80,500,000 USD 70,000,000.00 USD 543,848.00 543,848.00 124,983.50 - 418,864.50 FX EUROPEAN STYLE OPTION MAR 15.2004 § 1.15 XCHFCA-CX-Z CHF CALL USD PUT CHF 58,750,000 USD 50,000,000.00 USD 420,690.00 420,690.00 163,213.38 - 257,476.62 FX EUROPEAN STYLE OPTION MAR 16, 2004 Q 1.175 XCHFCA-DC-Z NOK PUT USD CALL NOK - 34,250,000 USD - 5,000,000.00 USD - 100,045.00 - 100,045.00 - 86,835.40 13,209.60 FX EUROPEAN STYLE OPTION MAR 03, 2004 Q 6.85 KNOCK IN FX OPTION TRIGGERED § 7.00 KNOCK OUT Q 6.65 XNOKPA-EE-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00031171 Chase CONFIDENTIAL SDNY_GM_00300369 EFTA01506185