EFTA01505311.pdf

09 2002 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 10 of 36 FINANCIAL TRUST COMPANY INC September 01, 2002 - September 30, 2002 Description Counter Corner Premium Premium Premium Curren:Market Unreelized Cusip Amount Currency Amount Currency Local USD Yekte USD Gruntoss USD Foreign Exchange continued NOK PUT USD CALL NOK - 91,875,000 USD - 12,500,000.00 USD - 209,634.50 - 209,634.50 - 343,866.08 - 134,231.58 FX EUROPEAN STYLE OPTION JAN 15, 2003 it 7.35 KNOCK OUT @ 7.22 XNOKPA-BX-Z NOK CALL USD PUT NOK 175,000,000 USD 25,000,000.00 USD 319,697.00 319,697.00 86,471.00 - 233,226.00 FX AMERICAN STYLE OPTION JAN 15, 2003 7. XNOKCA-AT-Z JPY PUT USD CALL JPY 875,000,000 USD 7,000,000.00 USD 32,390.00 32,390.00 19,040.00 - 13,350.00 FX EUROPEAN STYLE OPTION OCT 28, 2002 @ 125. XJPYPA-IW-Z SEK PUT USD CALL SEK - 72,375,000 USD - 7,500,000.00 USD - 202,500.00 - 202,500.00 - 57,069.86 145,430.14 FX EUROPEAN STYLE OPTION DEC 20. 2002 419.65 XSEKPA-BU-Z NOK PUT USD CALL NOK - 94,250,000 USD - 12,500,000.00 USD - 612,000.00 - 612,000.00 - 397,728.40 214,271.60 FX EUROPEAN STYLE OPTION MAR 19, 2003 02 7.54 XNOKPA-CL-Z MXN PUT USD CALL MXN - 100,500,000 USD - 10,000,000.00 USD - 114,500.00 - 114,500.00 - 226,720.97 - 112,220.97 FX EUROPEAN STYLE OPTION OCT 14.2002 © 10.05 XMXNPA-AJ-Z SEK PUT USD CALL SEK - 186,000,000 USD - 20,000,000.00 USD - 503,500.00 - 503,500.00 - 574,780.92 - 71,280.92 FX EUROPEAN STYLE OPTION FEB 07. 2003 (t 9.3 XSEKPA-8V-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00030291 Chase CONFIDENTIAL SDNY_GM_00299489 EFTA01505311