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d for instruments with no maturity and YTM on market is displayed for instr uments that mature. Cash and Short Term by Type Description Cusip/S&P/Moody's Rating Cash JP MORGAN INSTITUTIONAL PRIME MONEY INSTITUTIONAL CLASS SWEEP FUND (829) (SWEEP DEADLINE IS 4:30 PM EST) 7-Day Annualized Yield: 1.10% PRO
EAN STYLE OPTION FEB 10, 2004 @ 7.5 KNOCK OUT @ 7.03 XZARPA-AF-Z JPY PUT USD CALL FX EUROPEAN STYLE OPTION FEB 13, 2004 @ 116 KNOCK OUT @ 112 XJPYPA-JD-Z JPY PUT USD CALL FX EUROPEAN STYLE OPTION FEB 17, 2004 @ 116 KNOCK OUT @ 113 XJPYPA-JH-Z ZAR PUT USD CALL FX EUROPEAN STYLE OPTION FEB 25, 20
d for instruments with no maturity and YTM on market is displayed for instr uments that mature. Cash and Short Term by Type Description Cusip/S&P/Moody's Rating Cash JP MORGAN INSTITUTIONAL PRIME MONEY INSTITUTIONAL CLASS SWEEP FUND (829) (SWEEP DEADLINE IS 4:30 PM EST) 7-Day Annualized Yield: .95% COST
EAN STYLE OPTION FEB 10, 2004 @ 7.5 KNOCK OUT @ 7.03 XZARPA-AF-Z JPY PUT USD CALL FX EUROPEAN STYLE OPTION FEB 13, 2004 @ 116 KNOCK OUT @ 112 XJPYPA-JD-Z JPY PUT USD CALL FX EUROPEAN STYLE OPTION FEB 17, 2004 @ 116 KNOCK OUT @ 113 XJPYPA-JH-Z NOK PUT USD CALL FX EUROPEAN STYLE OPTION MAR 03, 20
d for instruments with no maturity and YTM on market is displayed for instr uments that mature. Cash and Short Term by Type Description Cusip/S&P/Moody's Rating Cash JP MORGAN INSTITUTIONAL PRIME MONEY INSTITUTIONAL CLASS SWEEP FUND (829) (SWEEP DEADLINE IS 4:30 PM EST) 7-Day Annualized Yield: 1.03% PRO
EAN STYLE OPTION FEB 10, 2004 8 7.5 KNOCK OUT @ 7.03 XZARPA-AF-Z JPY PUT USD CALL FX EUROPEAN STYLE OPTION FEB 13, 2004 @ 116 KNOCK OUT @ 112 XJPYPA-JD-Z JPY PUT USD CALL FX EUROPEAN STYLE OPTION FEB 17, 2004 @ 116 KNOCK OUT @ 113 XJPYPA-JH-Z AUD PUT USD CALL FX EUROPEAN STYLE OPTION MAR 02, 20
d for instruments with no maturity and YTM on market is displayed for instr uments that mature. Cash and Short Term by Type Description Cusip/S&P/Moody's Rating Cash JP MORGAN INSTITUTIONAL PRIME MONEY INSTITUTIONAL CLASS SWEEP FUND (829) (SWEEP DEADLINE IS 4:30 PM EST) 7-Day Annualized Yield: 1.03% COS
EAN STYLE OPTION FEB 10, 2004 @ 7.5 KNOCK OUT @ 7.03 XZARPA-AF-Z JPY PUT USD CALL FX EUROPEAN STYLE OPTION FEB 13, 2004 8 116 KNOCK OUT @ 112 XJPYPA-JD-Z JPY PUT USD CALL FX EUROPEAN STYLE OPTION FEB 17, 2004 @ 116 KNOCK OUT @ 113 XJPYPA-JH-Z NOK PUT USD CALL FX EUROPEAN STYLE OPTION MAR 03, 20
Entities connected to both Moody's Rating and XJPYPA-JD-Z

JPMorgan Chase
ORGANIZATIONJ.P. Morgan Portfolios
ORGANIZATION
Jeffrey Epstein
PERSONJPMSI Compliance Department
ORGANIZATION
Newark
LOCATION
the Internal Revenue Service
ORGANIZATIONthe JPMorgan Federal Money Market Fund
ORGANIZATIONFunds Distributor, Inc.
ORGANIZATIONThe American Century Funds
ORGANIZATIONOptions
ORGANIZATIONSIPCcoverage
LOCATION
Condoleezza Rice
PERSONExpired Opt
ORGANIZATIONXCHFPA
ORGANIZATIONMXN PUT USD
ORGANIZATIONJP MORGAN CHASE LONDON
ORGANIZATIONMD PUT USD
LOCATIONMXN DOLLARS JP
ORGANIZATIONAUD PUT USD
ORGANIZATIONTeamat
ORGANIZATION