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 10 of 65 Options Descripaon Cusip Amount Counter Currency Counter Premium Amount Currency Premium Local Premium USD Current WM.' Van USD Unrealized Gelato.* USD Foreign Exchange HKD PUT USD CALL HKD 156,660,000 USD 20,000,000.00 USD 312,280.00 312,280.00 122,309.16 - 189,970.84 FX EUROPEAN STYLE OPTION SEP 23. 2004 Q 7.833 XHIMPA-AH-Z NOK CALL USD PUT NOK 41,100,000 USD 6,000,000.00 USD 120,600.00 120,600.00 77,023.46 - 43,576.54 FX EUROPEAN STYLE OPTION SEP 26. 2003 Q 6.85 XNOKCA-BJ-Z CHF CALL USD PUT CHF 12,000,000 USD 10,000,000.00 USD 107,300.00 107,300.00 9,119.04 - 98,180.96 FX EUROPEAN STYLE OPTION DEC 11.2003 Q 1.2 XCHFCA-CD-Z CHF CALL USD PUT CHF 12,000,000 USD 10,000,000.00 USD 106,200.00 106,200.00 9,119.04 - 97,080.96 FX EUROPEAN STYLE OPTION DEC 11, 2003 Q 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 85,936.97 - 457,911.03 FX EUROPEAN STYLE OPTION MAR 15, 2004 Q 1.15 XCHFCA-CX-Z CHF PUT USD CALL CHF - 16,560,000 USD - 12,000,000.00 USD - 281,032.00 - 281,032.00 - 139,466.33 141,565.67 FX EUROPEAN STYLE OPTION SEP 16, 2003 O 1.38 XCHFPA-DB-Z Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00030898 SDNY_GM_00300096 EFTA01505913