EFTA01505604.pdf

05 12003 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: 0 30171.00.5 Asset Account Portfolio Page 11 of 41 FINANCIAL TRUST COMPANY INC May 01, 2003 - May 31, 2003 Oescripoon Counter Coaxer Premium Premium Prermum Current Market Unrealized Cusip Amount Currency Amount Currency Local USD Value USD Gainless USD Foreign Exchange continued EUR PUT USD CALL EUR - 562,977.10 USD - 590,000.00 USD - 300,000.00 - 300,000.00 - 52,604.58 247,395.42 FX EUROPEAN STYLE OPTION OCT 16, 2003 11 1.048 EUR BINARY ONE-TOUCH XEURPA-IE-Z EUR CALL CHF PUT EUR - 20,000,000 CHF - 29,900,000.00 USD - 110,023.00 - 110,023.00 - 508,601.00 - 398,578.00 FX EUROPEAN STYLE OPTION OCT 20.2003 e t.495 XEURCA-OM-Z P NOK CALL USD PUT NOK - 35,875,000 USD - 5,125,000.00 USD - 41,000.00 - 41,000.00 - 665,995.02 - 624,995.02 FX EUROPEAN STYLE OPTION JUN 10, 2003 a 7. XNOKCA-BX-Z NOK PUT USD CALL NOK - 65,594,995.20 USD - 9,110,416.00 USD - 265,958.00 - 265,958.00 - 57,269.02 208,688.98 FX EUROPEAN STYLE OPTION OCT 24. 2003 a 7.2 KNOCK IN 7.60 XNOKPA-DU-Z NOK PUT USD CALL NOK - 56,800,000 USD - 8,000,000.00 USD - 262,200.00 - 262,200.00 - 70,852.32 191,347.68 FX EUROPEAN STYLE OPTION OCT 30. 2003 7.1 KNOCK-IN (p 7.55 XNOKPA-DX-Z NOK PUT USD CALL NOK - 35,500,000 USD - 5,000,000.00 USD - 164,775.00 - 164,775.00 - 44,282.70 120,492.30 FX EUROPEAN STYLE OPTION OCT 30.2003 © 7.1 KNOCK-IN 7.55 XNOKPA-DW-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00030586 Chase CONFIDENTIAL SDNY_GM_00299784 EFTA01505604