PARIS, Sept 27 (Reuters) - French President Emmanuel Macron and his wife have filed a legal complaint after a Paris exhibition featured a photograph of him jet-skiing in a bathing suit while on holiday, French media reported on Monday. The exhibition "Presidents of the Republic on their holiday locations" was held in an art gallery near the Elysee Palace, the president"s official residence in central Paris, Europe 1 radio reported. The violation of privacy complaint targets a photographer, Europe 1 said. Contacted by Reuters, the Elysee Palace declined comment on the reports.