07 12003 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 13 of 64 Description Cusip Amount Counter Currency Coaxer Premium Amount Currency Premium Local Premium USD Current Minket Value USD Unreelized Ganybess USD Foreign Exchange continued EUR PUT USD CALL EUR - 11,739,130.43 USD - 13,499,999.99 USD - 222,750.00 - 222,750.00 - 396,054.20 - 173,304.20 FX EUROPEAN STYLE OPTION 07/22/03 MAR 31, 2004 O 1.15 KNOCK OUT @ 1.175 XEURPA-JV-Z EUR PUT USD CALL EUR - 14,000,000 USD - 16,100,000.00 USD - 243,110.00 - 243,110.00 - 410,800.74 - 167,690.74 FX EUROPEAN STYLE OPTION 07/22/03 OCT 01.2003 @ 1.15 KNOCK IN TRIGGERED @ 1.14 XEURPA-JW-Z EUR CALL USD PUT EUR 14,000,000 USD 16,240,000.00 USD 302,064.00 302,064.00 134,899.94 - 167,164.06 FX EUROPEAN STYLE OPTION 07/22/03 OCT 01. 2033 @ 1.16 XEURCA-RU-Z NW CALL USD PUT NZD 20,000,000 USD 11,900,000.00 USD 217,770.00 217,770.00 58,308.80 - 159,461.20 FX EUROPEAN STYLE OPTION 07/22/03 OCT 01. 2003 0 .595 XNZDCA-AV-Z AUD PUT USD CALL AUD - 35,000,000 USD - 23,450,000.00 USD - 639,341 00 - 639,341 00 - 1,187,082.75 - 547,741 75 FX EUROPEAN STYLE OPTION 07/22/03 DEC 16.2003 @ .67 KNOCK IN 0.6550 XAUDPA-BR-Z AUD PUT USD CALL AUD - 10,000,000 USD - 6,600,000.00 USD - 181,500.00 - 181,500.00 - 286,753.10 - 105,253.10 FX EUROPEAN STYLE OPTION 07/22/03 APR 08, 2004 fp .66 KNOCK OUT @ .680 XAUDPA-BV-Z Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00030837 SDNY_GM_00300035 EFTA01505852