05 I2003 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 13 of 41 Description Custp Amount Counter Currency Coaxer ~mum Amount Currency Premium Local Premium USO Current Merkel Value USD Unaellzed awnless USO Foreign Exchange continued P NZO PUT USD CALL NZD - 10,000,000 USD - 5,700,000.00 USD - 98,610.00 - 98,610.00 0.00 98,610.00 FX EUROPEAN STYLE OPTION FEB 27, 2004 ø 57 KNOCK OUT @ .585 XNZDPA-BL-Z P NZO PUT USD CALL NZD - 10,000,000 USD - 5,700,000.00 USD - 117,420.00 - 117,420.00 0.00 117,420.00 FX EUROPEAN STYLE OPTION FEB 27. 2004 e .57 KNOCK OUT Q .5865 XNZDPA-BM-Z Total Foreign Exchange - 2,742,199.21 - 4,217,396.71 - 1,475,197.55 Etcnarue-Mted options em ve4uocl up% In« pnON al th•Cksl*Cfbuiel•UNYelantiMedet• Over. Tile-Counter (0 TC)ossions are valued et Mittliwket unties "envoi prnel Saw knportent Intomeetion aØ Pricing and ValuiltiOna importers! frionreflion about Pricing and valuations Pnan sane a/ Much we ~eel by pray sersiees cr other sautes witch we &remittabb re not guaranteed for ocancy es as neelizeble values Valeta,: of overatscounter demobs. fransantris. inducing cedar, denvafrees•reieled depol ~oats, hove been pepred on e md-rnerket tows These valuabsns a re ett five values as of the cbsecl busmen dine date of the slelement end. except es ~maw agreed in *robot then veluetons do not represent the octet terms el %Nita% Sometime a smuts tali M Dough a vod a a, new Intnsecbmi ark( be entered etlo a the actual the an with extant; frensadzins ce «curlews ~I be !guide:red es dose date& Ons sidemen( We do not ~ant thee osmpbteness ar &stormy These vehrabone me domed from proprietary ~Ids based upon well recurred Mono.< pnnapbs eni we Meet when necessary to ea-Wale the present sate ol future cosh 'beat node 'cornett estenslos about relevant future ~Mot condtbsns Valuebons based on Miser =cleft a alerted assumplons may reel ~sent font Mogan espressfr deabe, any responsibility fee (I) Me accuracy orris* ~Ps a ink:Wed use( g, ~Mg the vaAskiat (Zany errors or Omq *Ord in Cornet", Cc dinenvnebinit vikatitins. WEI (3)My We. towhit',qa~SonsoseputVMa»nYeØtledkv~Tinbar pupates Only Mire Inittndell 801ely Wyo..' own see Reese refer b She »der Con ~Ken kr de M4 decc', Pannt2On. Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00030629 SDNY_GM_00299827 EFTA01505647