09 Account Numbe FINANCIAL TRUST COMPANY INC September 01, 2003 - September 30, 2003 JPMorgan Chase Bank 2003 345 Park Avenue, New York, NY 10154-1002 II3 JPMorgan Private Bank Asset Account Portfolio Page 10 of 72 Description Ciao; Foreign Exchange continued EUR CALL CHF PUT FX EUROPEAN STYLE OPTION OCT 20, 2003 O 1.495 XEURCA-QM-Z NOK PUT USD CALL FX EUROPEAN STYLE OPTION MAR 03, 2004 6.85 KNOCK IN FX OPTION TRIGGERED a 7.00 KNOCK OUT O 6.65 XNOKPA-EE-Z P EUR CALL USD PUT FX EUROPEAN STYLE OPTION OCT 01. 2003 @1.16 XEURCA•RU•Z GBP PUT USD CALL FX EUROPEAN STYLE OPTION NOV 06, 2003 Q 1.625 KNOCK IN TRIGGERED IN 1.6150 XGBPPA-FS-Z EUR PUT USD CALL FX EUROPEAN STYLE OPTION NOV 14, 2003 Q 1.08 XEURPA-KE-Z P EUR PUT USD CALL FX EUROPEAN STYLE OPTION OCT 02.2003 @ 1.09 XEURPA-10(-Z NW CALL USD PUT FX EUROPEAN STYLE OPTION DEC 11.2003 @ .59 XNZDCA-BJ-Z Amount Counter Currency Coumer Ptemium Amount Currency Premium Local Premium USD Current Maraca Vale USD Unrealized Gamboa. USD EUR - 10,000,000 CHF - 14,950,000.00 USD - 55,011.50 - 55,011.50 - 266,352.10 - 211,340.60 NOK - 34,250,000 USD - 5,000,000.00 USD - 100,045.00 - 100,045.00 - 230,433.66 - 130,388.66 EUR 0 USD 0.00 USD 0.00 0.00 GBP - 4,000,000 USD - 6,500,000.00 USD - 123,500.00 - 123,500.00 - 32,049.24 91,450.76 EUR - 19,000,000 USD - 20,520,000.00 USD - 188,784.00 - 188,784.00 - 13,266.75 175,517.25 EUR 0 USD 0.00 USD 0.00 0.00 NZD - 5,000,000 USD - 2,950,000.00 USD - 38,940.00 - 38,940.00 - 59,888.10 - 20,948.10 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031027 SDNY_GM_00300225 EFTA01506041