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 II3JPMorgan Private Bank Asset Account Portfolio Page 9 of 72 Options Description Cusip Amount Counter Currency Counter Premium Amount Currency Premium LOW Premium USD Current Mara Value USD Unrealized Gen/Lae USD Foreign Exchange HKD PUT USD CALL HKD 156,660,000 USD 20,000,000.00 USD 312,280.00 312,280.00 70,338.77 - 241,941.23 FX EUROPEAN STYLE OPTION SEP 23, 2004 Q 7.833 XHIMPA-AH-Z CHF CALL USD PUT CHF 12,000,000 USD 10,000,000.00 USD 107,300.00 107,300.00 15,129.84 - 92,170.16 FX EUROPEAN STYLE OPTION DEC 11. 2003 § 1.2 XCHFCA-CQ-Z CHF CALL USD PUT ci-IF 12,000,000 USD 10,000,000.00 USD 106,200.00 106,200.00 15,129.84 - 91,070.16 FX EUROPEAN STYLE OPTION DEC 11. 2003 § 1.2 XCHFCA-CR-Z CHF CALL USD PUT CHF 80,500,000 USD 70,000,000.00 USD 543,848.00 543,848.00 189,383.50 - 354,464.50 FX EUROPEAN STYLE OPTION MAR 15, 2004 fa 1.15 XCHFCA-CX-Z CHF CALL USD PUT CHF 58,750,000 USD 50,000,000.00 USD 420,690.00 420,690.00 146,954.31 - 273,735.69 FX EUROPEAN STYLE OPTION MAR 16, 2004 Q 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 0.00 - 300,000.00 FX EUROPEAN STYLE OPTION OCT 16, 2033 Q 1. XEURPA-ID-Z Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031098 SDNY_GM_00300296 EFTA01506112