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 12 of 51 Descripoon Cu stp Amount Counter Currency Coaxer Premium Amount Currency Premium Local Pronsum USD Current Market Value USD Unrealized Gtontoss USD Foreign Exchange continued NZO PUT USD CALL NZD - 20,000,000 USD - 11,200,000.00 USD - 319,200.00 - 319,200.00 - 67,918.40 251,281.60 FX EUROPEAN STYLE OPTION NOV 06. 2003 56 KNOCK IN @ .53 XNZDPA-BB-Z ZAR PUT USD CALL ZAR - 12,750,000 USD - 1,700,000.00 USD - 66,130.00 - 66,130.00 - 105,411.39 - 39,281.39 FX EUROPEAN STYLE OPTION FEB 10. 2004 0 7.5 KNOCK OUT @ 7.03 XZARPA-AF-Z JPY PUT USD CALL JPY -1,160,000,000 USD - 10,000,000.00 USD - 162,750.00 - 162,750.00 - 344,937.60 - 182,187.60 FX EUROPEAN STYLE OPTION FEB 13. 2004 @ 116 KNOCK OUT @ 112 XJPyPA-.10-2 JPY PUT USD CALL JPY -1,218,000,000 USD - 10,500,000.00 USD - 139,104.00 - 139,104.00 - 347,422.32 - 208,318.32 FX EUROPEAN STYLE OPTION FEB 17.2004 @ 116 KNOCK OUT @ 113 XJPYPA-JH-Z AUD PUT USD CALL AUD - 20,000,000 USD - 13,000,000.00 USD - 308,100.00 - 308,100.00 0.00 308,100.00 FX EUROPEAN STYLE OPTION MAR 02, 2004 @ .65 KNOCK OUT 0.6750 XAUDPA-BK-Z NOK PUT USD CALL NOK - 68,500,000 USD - 10,000,000.00 USD - 200,090.00 - 200,090.00 - 611,803.64 - 411,713.64 FX EUROPEAN STYLE OPTION MAR 03, 2004 @ 6.85 KNOCK IN FX OPTION TRIGGERED @ 7.00 KNOCK OUT @ 6.65 XNOKPA-EE-Z Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00030720 SDNY_GM_00299918 EFTA01505737