05 I2003
JPMorgan Chase Bank
345 Park Avenue, New York, NY 10154-1002
JPMorgan Private Bank
Account Number: 0 30171.00.5 Asset Account Portfolio Page 13 of 41
FINANCIAL TRUST COMPANY INC May 01, 2003 - May 31, 2003
Description Counter Coaxer ~mum Premium Premium Current Merkel Unaellzed
Custp Amount Currency Amount Currency Local USO Value USD awnless USO
Foreign Exchange continued
P NZO PUT USD CALL NZD - 10,000,000 USD - 5,700,000.00 USD - 98,610.00 - 98,610.00 0.00 98,610.00
FX EUROPEAN STYLE OPTION
FEB 27, 2004 ø 57
KNOCK OUT @ .585
XNZDPA-BL-Z
P NZO PUT USD CALL NZD - 10,000,000 USD - 5,700,000.00 USD - 117,420.00 - 117,420.00 0.00 117,420.00
FX EUROPEAN STYLE OPTION
FEB 27. 2004 e .57
KNOCK OUT Q .5865
XNZDPA-BM-Z
Total Foreign Exchange - 2,742,199.21 - 4,217,396.71 - 1,475,197.55
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Confidential Treatment Requested by JPMorgan JPM-SDNY-00030629
Chase
CONFIDENTIAL SDNY_GM_00299827
EFTA01505647