05 12003 Account Number: 0 FINANCIAL TRUST COMPANY INC May 01, 2003 - May 31, 2003 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Asset Account Portfolio Page 10 of 41 Descripoon Cuero Amount Canter Currency Coaxer Premium Amount Currency Premium Local Premium USD Current Market Value USD Unroelized 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 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00030585 SDNY_GM_00299783 EFTA01505603