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 11 of 64 Description Cusip Amain( Counter Currency Coumer Premium Amount Currency Premium Local Premium USD Curren:Maker Yettre USD unrestrzof Gainless USD Foreign Exchange continued CHF CALL USD PUT CHF 58,750,000 USD 50,000,000.00 USD 420,690.00 420,690.00 142,480.50 - 278,209.50 FX EUROPEAN STYLE OPTION 07/22/03 MAR 16.2004 itt 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 5,313.00 - 294,687.00 FX EUROPEAN STYLE OPTION 07/22/03 OCT 16.2003 @ 1. XEURPA-ID-Z EUR CALL CHF PUT EUR - 20,000,000 CHF - 29,900,000.00 USD - 110,023.00 - 110,023.00 - 654,280.00 - 544,257.00 FX EUROPEAN STYLE OPTION 07/22/03 OCT 20.2003 @ 1.495 XEURCA-QM-Z NOK PUT USD CALL NOK - 65,594,995.20 USD - 9,110,416.00 USD - 265,958.00 - 265,958.00 - 313,678.55 - 47,720.55 FX EUROPEAN STYLE OPTION 07/22/03 OCT 24.2003 @ 7.2 KNOCK IN @ 7.60 XNOKPA-DU-Z NOK PUT USD CALL NOK - 56,800,000 USD - 8,000,000.00 USD - 262,200.00 - 262,200.00 - 360,844.72 - 98,644.72 FX EUROPEAN STYLE OPTION 07/22/03 OCT 30.2003 @ 7.1 KNOCK-IN (2? 7.55 XNOKPA-DX-Z NOK PUT USD CALL NOK - 35,500,000 USD - 5,000,000.00 USD - 164,775.00 - 164,775.00 - 225,527.95 - 60,752.95 FX EUROPEAN STYLE OPTION 07/22/03 OCT 30, 2003 @ 7.1 KNOCK-IN @ 7.55 XNOKPA-DW-Z Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00030964 SDNY_GM_00300162 EFTA01505979