09 Account Number: FINANCIAL TRUST COMPANY INC September 01, 2003 - September 30, 2003 JPMurgan Chase Bank 2003 345 Park Avenue, New York, NY 10154-1002 II3 JPMorgan Private Bank Asset Account Portfolio Page 22 of 72 Tiede Settlement Date Cote TYPO Description Settled continued Sep 19 Sep 23 Write Option NZO PUT USD CALL FX EUROPEAN STYLE OPTION JUN 21, 2004 @ .58 KNOCK IN @ .58 KNOCK OUT @ .6020 Sep 22 Sep 25 Sell Option JPY CALL USD PUT FX EUROPEAN STYLE OPTION OCT 22.2003 (fp 111. Sep 22 Sep 25 Sell Option JPY CALL USD PUT FX EUROPEAN STYLE OPTION OCT 22. 2003 (8 110. Sep 23 Sep 25 Sell Option JPY CALL USD PUT FX EUROPEAN STYLE OPTION OCT 22.2003 (t Ill. Sep 23 Sep 25 Sell Option JPY CALL USD PUT FX EUROPEAN STYLE OPTION OCT 22. 2003 @ 110. Sep 23 Sep 26 Write Option ZAR CALL USD PUT FX EUROPEAN STYLE OPTION OCT 22. 2003 @ 7.2 Sep 24 Sep 26 Buy-Back Opt EUR PUT USD CALL FX EUROPEAN STYLE OPTION JUN 11, 2004 @ 1.115 KNOCK OUT @ 1.1785 Sep 24 Sep 26 Write Option EUR PUT USD CALL FX EUROPEAN STYLE OPTION JUN 11, 2004 @ 1.13 KNOCK IN a 1.12 KNOCK OUT @ 1.1685 Sep 24 Sep 26 Write Option JPY CALL USD PUT FX EUROPEAN STYLE OPTION OCT 01.2003 @ 111.25 Currency Quantity PriceUnit Maitre CostProceeds Tax Cosi Realized Gainless USD USD - 15,000,000 1.80 156,600.00 USD -1,110,000,000 120,000.00 - 70,000.00 50,000.00 S USD -1,100,000,000 91,000.00 - 54,000.00 37,000.00 S USD - 555,000,000 61,000.00 - 35,000.00 26,000.00 S USD -2,200,000,000 160,000.00 - 108,000.00 52,000.00 S USD - 50,400,000 1.19 83,300.00 USD 25,000,000 - 454,363.00 674,575.00 220,212.00 S USD - 25,000,000 1.33 375725.00 USD -1,112,500,000 0.65 65,000.00 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031039 SDNY_GM_00300237 EFTA01506053