05 12003
JPMorgan Chase Bank
345 Park Avenue. New York, NY 10154-1002
JPMorgan Private Bank
Account Number: Asset Account Portfolio Page 11 of 41
FINANCIAL TRUST COMPANY INC May 01, 2003 - May 31, 2003
Oescripoon Counter Counter Premium premium Pretmum 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 41 1.04)3
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
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Chase
CONFIDENTIAL SDNY_GM_00299825
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