EFTA01505616.pdf

05 2003 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 EstAmaral Trade Salaamed( Reakzed Gain Loss Date Dare Type Description Comm, Quantity laricaUnit Mantel Costo,oceeds Tax Cola 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 Gaunt, Gaunter Revaluation GOnarlatad Ravalued Realized Da te Date Cunt/ley Amount CurrOnCY ATOM' Contract Rate Rate ease Amount USD Amount VW GaintosS USD Settled Foreign Exchange Contracts SPECULATIVE EURO CURRENCY - U S DOLLAR Apr 29 03 May 2 03 BUR • 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-00030598 Chase CONFIDENTIAL SDNY_GM_00299796 EFTA01505616