EFTA01505657.pdf

05 L003 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 23 of 41 FINANCIAL TRUST COMPANY INC May 01, 2003 - May 31, 2003 Estimated Trade Settlement Realized Gaintess Date Date Type DeanOption Commas Ouanory larketina Mantel Costo,oceeds Tax Cost USD Pending May 28 Jun 2 Buy-Back Opt NOK CALL USD PUT USD 70,000,000 0.00 - 440,800.00 80,000.00 - 360,800.00 S FX EUROPEAN STYLE OPTION JUN 10, 2003 @ 7. May 29Jun 2 Buy-Back Opt NOK CALL USD PUT USD 50,050,000 0.00 - 463,900.00 114,800.07 - 349,099.93 S FX EUROPEAN STYLE OPTION DEC 11, 2003 a 7.15 May 29 Jun 3 Write Option NZD PUT USD CALL USD - 20,000,000 1.69 192,660.00 FX EUROPEAN STYLE OPTION FEB 27, 2004 a .57 KNOCK OUT @ .5825 May 29Jun 3 Write Option NZD PUT USD CALL USD - 10,000,000 1.73 98,610.00 FX EUROPEAN STYLE OPTION FEB 27, 2004 .57 KNOCK OUT a .585 May 29Jun 3 Write Option NZO PUT USD CALL USD - 10,000,000 2.06 117,420.00 FX EUROPEAN STYLE OPTION FEB 27, 2004 a .57 KNOCK OUT a 5865 Trade Cane Canter Revalua0on COntreettli Rovalued Realleel Coate Date Currency Amount Cunene ATOM' Centaur Rate Rate ease Amount USD Amount USD Gaintoss USD Settled Foreign Exchange Contracts SPECULATIVE EURO CURRENCY - U S DOLLAR Apr 29 03 May 2 03 EUR • 5,000,000.00 USD 5,499,000.00 1.099800 1.115700 5,499,000.00 - 5,578,500.00 - 79,500.00 NORWEGIAN KRONE - U S DOLLAR Apr 28 03 May 15 03 NOK - 70,470,000.00 USD 10,000,000.00 7.047000 6.852300 10,000,000.00 -10,284,138.17 - 284,138 17 May 15 03 May 15 03 NOK 39,588,750.00 USD - 5,762,554.59 6.870000 6.870000 - 5,762,554.59 5,762,554.59 Confidential Treatment Requested by JPMorgan JPM-SDNY-00030639 Chase CONFIDENTIAL SDNY_GM_00299837 EFTA01505657