07 12003 Account Number: FINANCIAL TRUST COMPANY INC July 01, 2003 • July 31, 2003 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Asset Account Portfolio Page 11 of 65 Description Cusip Amocmt Counter Currency Coumer premium Amount Currency Premium Local Premium USD Current Admket Wiltre USD Unrealized Gamboa. USD Foreign Exchange continued CHF CALL USD PUT CHF 58,750,000 USD 50,000,000.00 USD 420,690.00 420,690.00 103,588.00 - 317,102.00 FX EUROPEAN STYLE OPTION MAR 16.2004 O 1.175 XCHFCA-DC-Z EUR PUT USD CALL EUR 50,000,000 USD 50,000,000.00 USD 300,000.00 300,000.00 5,752.00 - 294,248.00 FX EUROPEAN STYLE OPTION OCT 16.2003 Q 1. XEURPA-ID-Z EUR CALL CHF PUT EUR - 20,000,000 CHF - 29,900,000.00 USD - 110,023.00 - 110,023.00 - 668,701.80 - 558,678.80 FX EUROPEAN STYLE OPTION OCT 20.2003 @ 1.495 XEURCA-QM-Z NOK PUT USD CALL NOK - 65,594,995.20 USD - 9,110,416.00 USD - 265,958.00 - 265,958.00 - 191,991.96 73,966.04 FX EUROPEAN STYLE OPTION OCT 24.2003 0 7.2 KNOCK IN O 7.60 XNOKPA-DU-Z NOK PUT USD CALL NOK - 56,800,000 USD • 8,000,000.00 USD - 262,200.00 - 262,200.00 - 236,278.34 25,921.66 FX EUROPEAN STYLE OPTION OCT 30.2003 @ 7.1 KNOCK-IN (2? 7.55 XNOKPA-DX-Z NOK PUT USD CALL NOK - 35,500,000 USD - 5,000,000.00 USD - 164,775.00 - 164,775.00 - 147,673.97 17,101.03 FX EUROPEAN STYLE OPTION OCT 30, 2003 @ 7.1 KNOCK-IN I0 7.55 XNOKPA-DW-Z Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00030770 SDNY_GM_00299968 EFTA01505787