EFTA01505075.pdf

O7 2002 JPMurgan Chase Bank 345 Park Avenue, New York, NY 1015.1-1002 II3 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 11 of 52 FINANCIAL TRUST COMPANY INC July 01, 2002 - July 31, 2002 Oescripoon Counter Coaxer Premium Premium Premium Current Market Unreelized Custp Amount Currency Amount Currency Local USD Value USD Gaintoss USD Foreign Exchange continued JPY PUT USD CALL JPY 876000,000 USD 7,000,000.00 USD 32,390.00 32,390.00 25,103.75 - 7,286.25 FX EUROPEAN STYLE OPTION OCT 28, 2002 Q 125. XJPYPA-IW-Z Total Foreign Exchange - 4,389,422.00 - 4,692,211.36 - 302,789.06 Etcnanypastra moons am vetted &ono market pram at be Wed business to Statemen: date Overt RV-COL-NO, (0 IC) 00443 aq) 44Loed li d-Market unless otnerwtsto agreed Soo. Important Mormation about Pncing end Valuations Important ',Hermetic(' abed Awing and Valuations Ames some of what re paced by prang services a corner moms • non ne deemmeas. are not epatenteed la accuracy a es teedeltee ekes Valuations a overdidcounter Moven. Sensectons including certain clemetreeemeled depose products. neve been prepared one met-mak& Den These raiusbons we inthaterre values as afire close of business afire date ol DW statement end incept es otherwise agreed on wenn ewe rettoetan do not repeeSent the area( teems et *tech trensectons a securees °cud be bought a sod a new trensecban mad te entered into a tne actual terms on snot existing tremectons a swages cant be lquchtded not the date Oilhia abatement We do not ante area comaeleneu a scenery ThWie vekratrOAS We domed from proprietary mode's based upon weerecognized Anteme(mooed, and*. neve. wnen necessary to ceeente tone present mere or future cash Mae made reasonable manatee stout relevant future marMt condemn Valuations based on other molds a deferent <mounters:rt., manned deferent resets Mogen edema, dean any reeponstbely fa (a) Me scanty or Me month a estimates used in *mono tne veAtetom (2) any eras a amnions on compere a chaemeteng ye/aeons and (3) any uses to wecn Ine oatmeal, me put Vearetions re waded for onfametron InePoeM Only eat ere Wended Seedy I yar own 140) Reese TOW to Me trade container": kr deletes or men Iensecnon Confidential Treatment Requested by JPMorgan JPM-SDNY-00030052 Chase CONFIDENTIAL SDNY_GM_00299250 EFTA01505075