In case you don't know:
The cable on the left is for component video (to connect to the jack socket to the right of the TV AV3 jack socket)
The cable in the middle is for use with component video to give L and R audio (to connect to the AV3 jack socket on the TV)
The cable to the right is a SCART (Euro) adapter (plugs into the SCART socket on the TV)
You could get a SCART to Phono socket adapter and connect the Composite, L audio, and R audio phono plugs from the PS2 into the SCART to Phono adapter.