EFTA01505606.pdf

05 I2003 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 13 of 41 FINANCIAL TRUST COMPANY INC May 01, 2003 - May 31, 2003 [Mott/peon Counter Coaxer ~sum Premium Prernsum Current ~Pet Unreolized Custp Amount Currency Amount Currency Local DSO Value USD Gainless DSO Foreign Exchange continued P NZO PUT USD CALL NZD - 10,000,000 USD - 5,700,000.00 USD - 98,610.00 - 98,610.00 0.00 98,610.00 FX EUROPEAN STYLE OPTION FEB 27, 2004 ø .57 KNOCK OUT @ .585 XNZDPA-BL-Z P NZO PUT USD CALL NZD - 10,000,000 USD - 5,700,000.00 USD - 117,420.00 - 117,420.00 0.00 117,420.00 FX EUROPEAN STYLE OPTION FEB 27. 2004 e .57 KNOCK OUT Q .5865 XNZDPA-BM-Z Total Foreign Exchange - 2,742,199.21 - 4,217,396.71 - 1,475,197.55 E tcnarueasted opl~ so v~xl ump nretPaae al th•Cksl*Cfbuiel•U ~enanaredeM Over. Tile-Counter (0 IC)opbons am valued et Mottliwkot mess "envoi aØ Saw knport~ Intomeetion ~SR Pricing and Valultient important frionreflion ~al Pricing and Valuetions Pnan sane a/ Much we ~eel by pray serwees cr other sautes winch we deem ratable we not guaranteed for ocancy co as nselizoble values VabEcins of overacountor demob» baneions. 'nand', calm clawaftvestreleled <broad ~oats, hove been Pepred on o ~market bows These yeltasbons ere rrelteente Woes es of ba cbsecl bustrtem dine date of the slolemont end. except as ~maw agreed in emboli them valuations do not represent the actor torns el ettaut &maidens a sect:~ tali be bough a sedans« bonnets:no could be enteral fl u a be ode& ~no an wisch twang bensioMns ce seerion baud be tqwd•bed es a/ She dated pis sidemen( We do not ~Tent thee ampbteness o sccurecy Thews ~Miens we domed from proprietary ~Ws based upon well recurred Mono& cnnapbs ~ we beset when necessary to err!~ the present woke el Mare cosh 'bet nude teeson~t eat~lei about relevant future ~Met condtbms Valuebons booed on abet ~deb a afferent assumpltorts rorry reel "rent moues Mogan ~rest* deabe, my responsibility fee (I) Me accuracy cirri* matek a etsf~led ~0 in ~Mg the ve~~. (Zany Mora Cr 0~~9 n COMPANI a dinenvnebn5; Ne vektebOns. ~ (3) My Mee to Mid, Me vatuelions are put Vatebentt Yd prOmled (Of Mbrinebbn pupates only ends, Inittndell LOW* Wyo..' own We. Reese refer b the bidet COMV7.6101, kr 061~ Of BM* 14~~n. Confidential Treatment Requested by JPMorgan JPM-SDNY-00030588 Chase CONFIDENTIAL SDNY_GM_00299786 EFTA01505606