06 12003
JPMorgan Chase Bank
345 Park Avenue. New York, NY 10154-1002
JPMorgan Private Bank
Account Number Asset Account Portfolio Page 11 of 51
FINANCIAL TRUST COMPANY INC June 01, 2003 - June 30, 2003
Descripoon Counter Coumer Premium Premium Pretmum Current Minket Unreolized
Cu sep Amount Currency Amount Currency Local USD Value USD awnless USD
Foreign Exchange continued
NOK PUT USD CALL NOK - 73,300,000 USD - 10,000,000.00 USD - 227,000.00 - 227,000.00 - 10,584.52 216,415.48
FX EUROPEAN STYLE OPTION
JUL 14, 2003 O 7.33
XNOKPA-DS-Z
EUR PUT USD CALL EUR 50,000.000 USD 50,000,000.00 USD 300,000.00 300,000.00 2,988.50 - 297,011.50
FX EUROPEAN STYLE OPTION
OCT 16.2003 (J2 1.
XEURPA-ID-Z
EUR CALL CHF PUT EUR - 20,000,000 CFIF - 29,900,000.00 USD - 110,023.00 - 110,023.00 - 781,943.20 - 671,920.20
FX EUROPEAN STYLE OPTION
OCT 20.2003 @ 1.495
XEURCA-QM-Z
NOK PUT USD CALL NOK - 65,594,995.20 USD - 9,110,416.00 USD - 265,958.00 - 265,958.00 - 169,010.10 96,947.90
FX EUROPEAN STYLE OPTION
OCT 24. 2003 @ 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 - 203,426,93 58,773.07
FX EUROPEAN STYLE OPTION
OCT 30.2003 @ 7.1
KNOCK-IN (1? 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 - 127,141.83 37,633.17
FX EUROPEAN STYLE OPTION
OCT 30, 2003 @ 7.1
KNOCK-IN @ 7.55
XNOKPA-DW-Z
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