05 12003 Account Number: 0 30171.00.5 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 11 of 41 Oescripoon Cusip Amount Counter Currency Coaxer Premium Amount Currency Premium Local Prermum USD Current Market Value USD Unrealized Gainless USD Foreign Exchange continued EUR PUT USD CALL EUR - 562,977.10 USD - 590,000.00 USD - 300,000.00 - 300,000.00 - 52,604.58 247,395.42 FX EUROPEAN STYLE OPTION OCT 16, 2003 11 1.048 EUR BINARY ONE-TOUCH XEURPA-IE-Z EUR CALL CHF PUT EUR - 20,000,000 CHF - 29,900,000.00 USD - 110,023.00 - 110,023.00 - 508,601.00 - 398,578.00 FX EUROPEAN STYLE OPTION OCT 20.2003 e t.495 XEURCA-OM-Z P NOK CALL USD PUT NOK - 35,875,000 USD - 5,125,000.00 USD - 41,000.00 - 41,000.00 - 665,995.02 - 624,995.02 FX EUROPEAN STYLE OPTION JUN 10, 2003 a 7. XNOKCA-BX-Z NOK PUT USD CALL NOK - 65,594,995.20 USD - 9,110,416.00 USD - 265,958.00 - 265,958.00 - 57,269.02 208,688.98 FX EUROPEAN STYLE OPTION OCT 24. 2003 a 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 - 70,852.32 191,347.68 FX EUROPEAN STYLE OPTION OCT 30. 2003 7.1 KNOCK-IN (p 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 - 44,282.70 120,492.30 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-00030586 SDNY_GM_00299784 EFTA01505604