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
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Chase
CONFIDENTIAL SDNY_GM_00299783
EFTA01505603