01 2003 Account Number FINANCIAL TRUST COMPANY INC January 01, 2003 - January 31, 2003 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 1''JPMorgan Private Bank Asset Account Portfolio Page 12 of 39 Description Cupp Foreign Exchange continued P NOK CALL USD PUT FX EUROPEAN STYLE OPTION FEB04, 2003 @6.87 XNOKCA43G-Z P GBP CALL USD PUT FX EUROPEAN STYLE OPTION FEB 06, 2003 41) 1.655 XGBPCA-GZ-Z Total Foreign Exchange Amount Gavotte Currency Garotte Premium Amount Currency Prermum Current Market alive USD Unrealized Gain'Loss USD NOK 0 USD 0.00 USD C CC 0.00 N/A 0 00 GBP - 5,000,000 USD - 8,275,000.00 USD - 20,687.50 - 20,687.50 0.00 20.687 50 - 545,809.50 - 345,133.37 200,676.12 Excherszwitted optima we vetted using mane prices at We Owe of &noels la stetemanl date GyeriThe-Counler (0 lttoptions we ratted at PAW Market watem alone tt egmed See: Important Infomastion about Pnang and Veluntiona Important terfOrmettan abo.g Pricing and Villuttane lice& some of *Moth ere poovaded by ptiong services a other sources *tech vie deem lettere we not gttranteed Ia etturecyce es tee≥ebne veletas Veluetons of overttevounter Otteettre transactions mckattett otters denvetreenitelebd deposit pro:lucre have been prepared one midenittet taws These nauseam are rellostte values es of Me closed timeless of Mediate done ttafemenl end exceptas catentsse agreed Mitt these mttetans do not represent the actin evms el mach fronsalons a seat(*) cool) be bought a sold a r new trenseebass could be entered titto a the actual team on shah existing bauacborsa wattles mutt be ttudtted es of the Otte at Ms Meow( We do not warrant Thee completenns a accuracy. Them vettebons we derived from propnetty models based upon well tecogneed hisencast animates and a* have when necessary to catitiore Me present value of lunge cosh fbns wade reasonable estivate* about nonevent future matter con :ions Vettetions based on clew rradea a Aaron( a