EFTA01505603.pdf

05 12003 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: 0 Asset Account Portfolio Page 10 of 41 FINANCIAL TRUST COMPANY INC May 01, 2003 - May 31, 2003 Descripoon Canter Coaxer Premium Premium Premium Current Market Unroelized Cuero Amount Currency Amount Currency Local USD Value USD Gruntoss USD Foreign Exchange continued CHF PUT USD CALL CHF - 6,975,000 USD - 4,911,971.83 USD - 91,092.00 - 91,092.00 - 14,205.08 76,886.92 FX EUROPEAN STYLE OPTION OCT 06, 2003 @ 1.42 XCHFPA-DN-Z EUR PUT USD CALL EUR - 5,000,000 USD - 5,200,000.00 USD - 92,292.00 - 92,292.00 - 4,658.40 87,633.60 FX EUROPEAN STYLE OPTION OCT 06.2003 @ 1.04 XEURPA-HZ-Z GBP CALL USD PUT GBP - 5,000,000 USD - 7,875,000.00 USD - 136,238.00 - 136,238.00 - 317,650.10 - 181,412.10 FX EUROPEAN STYLE OPTION DEC 11.2003 @ 1.575 XGBPCA-HA-Z NOK PUT USD CALL NOK - 73,300,000 USD - 10,000,000.00 USD - 227,000.00 - 227,000.00 - 2,879.96 224,120.04 FX EUROPEAN STYLE OPTION JUL 14. 2003 Q 7.33 XNOKPA-DS-Z EUR PUT GBP CALL EUR 40,000,000 GBP 27,200,000.00 USD 272,664.00 272,664.00 252.80 - 272,411.20 FX EUROPEAN STYLE OPTION JUN 13.2003 e .68 XEURPA-IB-Z P NOK CALL USD PUT NOK - 53,785,066.25 USD - 7,522,386.89 USD - 123,367.21 - 123,367.21 - 473,995.66 - 350,629.45 FX EUROPEAN STYLE OPTION DEC 11, 2003 @7.15 XNOKCA-BW-Z EUR PUT USD CALL EUR 50,000,000 USD 50,000,000.00 USD 300.000.00 300,000.00 11,827.00 - 288,173.00 FX EUROPEAN STYLE OPTION OCT 16.2003 @ 1. XEURPA-ID-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00030585 Chase CONFIDENTIAL SDNY_GM_00299783 EFTA01505603