06 12003 Account Number FINANCIAL TRUST COMPANY INC June 01, 2003 - June 30, 2003 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Asset Account Portfolio Page 11 of 51 Descripoon Cu sep Amount Counter Currency Coumer Premium Amount Currency Premium Local Pretmum USD Current Minket Value USD Unreolized 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 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00030719 SDNY_GM_00299917 EFTA01505736