06 12003 Account Number: FINANCIAL TRUST COMPANY INC June 01, 2003 - June 30, 2003 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Asset Account Portfolio Page 20 of 51 Trecle Settlement Date Cote TYPO Description Gummy Quantity Pricollnit Market CosePteceeds Tax Cost Reallzel GeINLoss DSO Settled continued Jun 11 Jun 12 Purchase 3 MONTH FX BULLISH MXN DEPOSIT MXN 107,250,000 100.00 - 107,250,000.00 100% PRINCIPAL PROTECTED IN MXN DOLLARS JP MORGAN CHASE LONDON MATURITY DATE 9/10/2003 Jun 12 Jun 17 Buy-Back Opt ZAR PUT USD CALL USD 26,250,000 - 372,750.00 136,150.00 • 236,600.00 S FX EUROPEAN STYLE OPTION FEB 10, 2004 fa, 7.5 KNOCK OUT a 7.03 Jun 12 Jun 12 Expired Opt ZAR PUT USD CALL ZAR 49,800,000 0.00 228,000.00 228,000.00 S FX EUROPEAN STYLE OPTION FEB 25. 2004 O 6.3 KNOCK OUT @ 7.80 Issued in USD Jun 16 Jun 16 Expired Opt CHF PUT USD CALL USD 23,712,500 0.00 307,927.00 307,927.00 S FX EUROPEAN STYLE OPTION JUN 13, 2003 01.355 Jun 16 Jun 16 Expired Opt BUR PUT OBP CALL USD - 40,000,000 0.00 - 272,664.00 - 272,664.00 S FX EUROPEAN STYLE OPTION JUN 13, 2003 @ .68 Jun 18 Jun 18 Expired Opt NZD PUT USD CALL NZD 10,000,000 0.00 98,610.00 98,610.00 S FX EUROPEAN STYLE OPTION FEB 27, 2004 O .57 KNOCK OUT O .585 Issued in USD Jun 18 Jun 18 Expired Opt NZD PUT USD CALL NZD 10,000,000 0.00 117,420.00 117,420.00 S FX EUROPEAN STYLE OPTION FEB 27, 2004 0 .57 KNOCK OUT a .5865 Issued in USD Jun 24 Jun 26 Buy-Back Opt ZAR PUT USD CALL USD 15,000,000 - 205,000.00 77,800.00 - 127,200.00 S FX EUROPEAN STYLE OPTION FEB 10, 2004 O 7.5 KNOCK OUT O 7.03 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00030677 SDNY_GM_00299875 EFTA01505695