EFTA01506116.pdf

09 2003 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 II3JPMorgan Private Bank Account Number: Asset Account Portfolio Page 13 of 72 FINANCIAL TRUST COMPANY INC September 01, 2003 - September 30, 2003 Description Counter Coaxer ~mum ~mum Prom?'" Current ~Met Unreelized Cusip Amount Currency Amount Currency Local DSO Value USD Gainless DSO Foreign Exchange continued ZAR CALL USD PUT ZAR - 46,860,000 USD - 6,600,000.00 USD - 79,200.00 - 79,200.00 - 224,066.71 - 144,866.71 FX EUROPEAN STYLE OPTION NOV 24, 2003 7.1 XZARCA-AO-Z P NOK PUT USD CALL NOK - 35,750,000 USD - 5,000,000.00 USD - 80,000.00 - 80,000.00 0.00 80,000.00 FX EUROPEAN STYLE OPTION JUN 29, 2004 Q 7.15 KNOCK IN Q 7.20 KNOCK OUT Q 6.88 XNOKPA-EL-Z Total Foreign Exchange - 2,946,836.50 - 3,071,429.48 - 124,593.14 E.Cnarrje-Mted Option, M. ver~ ussno nrkMpxN el th•Cksl*Cf0,44•U Ta4fMYMNb aer. Tile-Counter (0 IC)ophons Ye valued et Met~ert mess "envoi mall ~: ØM! Infomeetion ~rue Pricing and ValultiOna Important trionnition abOul Pricing and Valuations Pnan sane a/ Much we ~eel by pray ~es cr other sautes **di we deem reMbie we not guaranteed for ecencyce as nrelaeble yokes ~Won of overacountar des-ninny banegens. inducing cedar, denvafrees•reieled <broad ~oats, hive been prepared on e ~mereal bows ~se yaks!~ se eneabes ~toes es of the edsed business &the date a/Ø sletgi ent end. except es ~maw agreed in mtmr. them ~Mons do not represent the refuel terms el etdm trensectons a ~vim calf be bough a sod ar new bensecbms could be enteral et a the actual brore an wh.ch mans bananaura secure:es ~PI be !Cadet& es due datedn. ~lemon( We do not ~Tent thee mmpbteness ar tsccurecy Thaw valuations ire ~wed from proprietary ~Pt based upon well recurred f"ems& enmesh, ~ we hew. when necessary to ~Web the present ~us of future cosh flows nude reasonable ~tet« about relevant future ~Met condrbsns Vsluebens based al other ~eh a afferent essumplons ~y pett "rent Josue: Merger: espressfr &sere any responsibility fa (I) the «Curacy d the ridge Cr. estentled used n ~Mg the ~~~. (2) My Mora Or 0~~d n COmettlinp a case~ebnp The vekratOns. ~ (3) My us to MP* the ~Miens re put Valiant, re prOvded kit ~Tinian ~pales Only entre~lender nu* b. yens own ate Prellee refer b the »Pe 0~~00n fa datole of each ~3~n. Confidential Treatment Requested by JPMorgan JPM-SDNY-00031102 Chase CONFIDENTIAL SDNY_GM_00300300 EFTA01506116