EFTA01505566.pdf

01 2003 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 1 ''JPMorgan Private Bank Account Number Asset Account Portfolio Page 12 of 39 FINANCIAL TRUST COMPANY INC January 01, 2003 - January 31, 2003 Descry:en Gavotte Gaunter Premium Prermum Current Market Unteelized Cupp Amount Currency Amount Currency antic USD Gam Loss USD Foreign Exchange continued P NOK CALL USD PUT NOK 0 USD 0.00 USD C CC 0.00 N/A 0 00 FX EUROPEAN STYLE OPTION FEB04, 2003 @6.87 XNOKCA43G-Z P GBP CALL USD PUT GBP - 5,000,000 USD - 8,275,000.00 USD - 20,687.50 - 20,687.50 0.00 20.687 50 FX EUROPEAN STYLE OPTION FEB 06, 2003 41) 1.655 XGBPCA-GZ-Z Total Foreign Exchange - 545,809.50 - 345,133.37 200,676.12 Excherveisled optems we vetted using manor4 Aces at We Owe of &noels Ice statement date Gyehrhe-CounIce (0 It)optons xe valued et Mkt Market unteusamonvins *weal See: Important Infomution about Anon:, and Veluntiony Impeitantterttimettan abo.g Pricing and Vttuttente lice& some of *Moth ere poovaded by pr ong services a other sources Midi vie deem tette* are not gttionteed fa eaturecyce es teettette vakea Veguelems of overaecounter Oentebte haw:ions encendett otten denveteetteelebd deposit prolucts have been prepared one mittnentet tests These re:venom are inIcerins vettes es of the closed aweless of the date ante abatement end exceptas Whines. agreed Vitt these rettetans do not represent the ease:kora el which fronsalons a seat(*) cool) be bought a sok ar new trensecbcos could be entreddad. a the actual team on shah existing benewborsa mantes mutt be tt udtted es cd Me Otte oe Me Meow( We do not weirent Thee completenns a accuracy. Them vettebons are decreed nom trope:ern models based upon wee tecogneed frisencet gni:apes and a* have when necessary to catitiore In. present value of lunge cosh fbns nett reesonatte etterates about relevant Nero menus( ccnittens Vottetons Dosed on clew nodal a Woven: ass wratons may pod dtterent resets Wigan mums* at:darns any responsenty fee (s) trio accuracy ce the rrolois a ettmates used o diweitt the vattatons. (2) any anon 010014•0001 a, computing a dittenveuding me vete:ions and (3)tty1409:0 when Eno vette:ions ono wit attentions we wooded lot obit:anon pumases on we we intended sotty fa pa, Own use 1x es. mew tO ton War confonnon kodtteds or each tt osecnon Confidential Treatment Requested by JPMorgan JPM-SDNY-00030548 Chase CONFIDENTIAL SDNY_GM_00299746 EFTA01505566