07 I2003 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 15 of 65 Descripoon Cusep Foreign Exchange continued P EUR PUT USD CALL FX EUROPEAN STYLE OPTION OCT 02, 2003 0 1.11 XEURPA-KW2 P EUR PUT USD CALL FX EUROPEAN STYLE OPTION OCT 02, 2003 10 1.09 XEURPA-FOK-Z Total Foreign Exchange Amenmt Counter Curreney Counter Pemium Amount Currency Pensum Lotet Premeum USD Gurren Meint leetue USD Unreenzerf Genness USD EUR 45,000.000 USD 49,950,000.00 USD 599,400.00 599,400.00 0.00 - 599,400.00 EUR - 45.000.000 USD - 49,050,000.00 USD - 269,775.00 - 269,775.00 0.00 269,775 00 - 1,035,559.00 - 6,678,400.99 - 5,642,842.06 Erchengotestof optons wo ‚Mied &meng roseer pnces et de etw of Dusoees kt stelement date Over.Tre-Cooner (07C) ocerens we Wehe ey WI Moder Qmm, othonwe eoneect See: Importent Information about Pncenp and WMehont (nenn InfOrmeeen Heul PrICIng end Valuarerett Pneet some of werk/, ete peowded by wend eteyens er Wher sourcee *hoch wie eeen tieteble ee nee Geranteed fa ecarecyce es reetedle vakes Vaeuebens of over-the-counter derwebe fransectione inchsee weben Oenyefreeseeleled depose pro:Tuet have been prepared on a meduceenet Nee Tee» yeduebons are endiceehe webte as &de ctfsed beeiess of fiedele orten etefemen! eine exceof Weense agreed *et (hex neeeto» do nol reoreeent ehe actceei ef %Wrede eensacene ex secunreif coull Co beoplet er sott ot nee frensecbens sott» e entered enb. cr eedvel Wes on steh coseng bweecbons oe wettntee °aua be Wudebed os of ehe dee of Inie element We do nett weirent Mee competentea er eccuecy These webebons Eve derteed kom woenein enodels Peste upoe wer recogndeel Nennet prinowes sei ne hehe When neeesset lo ceeteee re pennt veNce of futuce <ach rbes Made reesoAallo eseerates about rannt luturo rnigur modern Moetons besed on «her rnoc