EFTA01505527.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 Description Gavotte Garotte Premium Prermum Current Market Unrealized Cupp Amount Currency Amount Currency alive USD Gain'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 Excherszwitted optima we vetted using mane prices at We Owe of &noels la stetemanl date GyeriThe-Counler (0 lttoptions we ratted at PAW Market watem alone tt egmed See: Important Infomastion about Pnang and Veluntiona Important terfOrmettan abo.g Pricing and Villuttane lice& some of *Moth ere poovaded by ptiong services a other sources *tech vie deem lettere we not gttranteed Ia etturecyce es tee≥ebne veletas Veluetons of overttevounter Otteettre transactions mckattett otters denvetreenitelebd deposit pro:lucre have been prepared one midenittet taws These nauseam are rellostte values es of Me closed timeless of Mediate done ttafemenl end exceptas catentsse agreed Mitt these mttetans do not represent the actin evms el mach fronsalons a seat(*) cool) be bought a sold ar new trenseebass could be entered titto a the actual team on shah existing bauacborsa wattles mutt be tt udtted es of the Otte at Ms Meow( We do not warrant Thee completenns a accuracy. Them vettebons we derived from propnetty models based upon well tecogneed hisencast animates and a* have when necessary to catitiore Me present value of lunge cosh fbns wade reasonable estivate* about nonevent future matter con :ions Vettetions based on clew rradea a Aaron( ass wratons may pea Margot nouns Morgan mamma dediwns any responsibitty Ia Mate accuracy ce Me eradott a estimates used n deonras the vattations. (2) any anon 010014•0001 ea computing a dimenveurang Me vttennonst and (31 any 4409:0 each Me value:ions ate pot attentions we warded lot tnbrinttton pumases on end we intended scaly ke for Own use Pease meet es (no War confonnon kzStets owed rensection Confidential Treatment Requested by JPMorgan JPM-SDNY-00030509 Chase CONFIDENTIAL SDNY_GM_00299707 EFTA01505527