09 JPMorgan Chase Bank 2003 345 Park Avenue, New York, NY 10154-1002 Account Number- FINANCIAL TRUST COMPANY INC Asset Account Portfolio September 01, 2003 - September 30, 2003 JPMorgan Private Bank Page 20 of 72 Treat Statement Date Otte TYPO Deteription Canonry Quantity Prieettret AMMO Ces0Pmeteds Tax Ceti Realatil Gainless USD Settled continued Sep 11 Sep 15 Buy-Back Opt EUR CALL USD PUT USD 5,000,000 - 180,675.00 93,622.50 - 87,052.50 S FX EUROPEAN STYLE OPTION DEC 15, 2003 @ 1.095 Sep 11 Sep 15 Write Option EUR PUT USD CALL USD - 5,500,000 2.81 172,323.00 FX EUROPEAN STYLE OPTION JUN 11, 2004 @ 1.115 KNOCK OUT it 1.1785 Sep 12 Sep 16 Buy-Back Opt EUR CALL USD PUT USD 5,000,000 - 220,095.00 93,622.50 - 126,472.50 S FX EUROPEAN STYLE OPTION DEC 15, 2003 @ 1.005 Sep 12 Sep 16 Buy-Back Opt EUR CALL USD PUT USD 17,500,000 - 470,251.00 197,076.00 - 273,175.00 S FX EUROPEAN STYLE OPTION NOV 06, 2003 @ 1.115 KNOCK IN TRIGGERED @ 1.13 Sep 12 Sep 16 Buy-Back Opt EUR CALL USD PUT USD 20,000,000 - 670,440.00 337,440.00 - 333,000.00 S FX EUROPEAN STYLE OPTION DEC 05. 2003 @ 1.11 KNOCK IN TRIGGERED @ 1.1250 Sep 12 Sep 16 Sell Option EUR PUT USD CALL USD - 75,000,000 39,375.00 - 236,250.00 - 196,875.00 S FX EUROPEAN STYLE OPTION OCT 31.2003 @ 1.05 Sep 12 Sep 16 Sell Option EUR PUT USD CALL USD - 23,000,000 86,802.00 - 306,360.00 - 219,558.00 S FX EUROPEAN STYLE OPTION OCT 02, 2003 @ 1.11 Sep 12 Sep 16 Write Option EUR PUT USD CALL USD - 40,000,000 2.42 1,079,320.00 FX EUROPEAN STYLE OPTION JUN 11, 2004 @ 1.115 KNOCK OUT g 1.1785 Sep 16 Sep 18 Buy-Back Opt ZAR CALL USD PUT USD 43,500,000 - 27,000.00 73,560.00 46,560.00 S FX EUROPEAN STYLE OPTION OCT 02, 2003 @ 7.25 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031109 SDNY_GM_00300307 EFTA01506123