EFTA01505032.pdf

06 Inn JPIN1O • an Chase Bank JPMorgan Private Bank Account Number Asset Account Portfolio Page 9 of 44 FINANCIAL TRUST COMPANY INC June 01, 2002 - June 30. 2002 Options Descnpoon Counter Comer Premium PIMJun, Preenaim Current MeMet unrealized Cusip Amount Currency Amount Currency Local USD value USD Manton USD Foreign Exchange GBP CALL USD PUT GBP - 10,000,000 USD - 14,900,000.00 USD - 76,655.00 - 76,655.00 - 350,213.37 - 273,558.37 FX EUROPEAN STYLE OPTION JUL 18, 2002 § 1.49 XGBPCA-GW-Z NOK PUT USD CALL NOK - 158,000,000 USD - 20,000,000.00 USD - 632,000.00 - 632,000.00 - 419,342.30 212,657.70 FX EUROPEAN STYLE OPTION DEC 18.2002 § 7.9 XNOKPA-BU-Z CHF PUT USD CALL CHF - 8,150,000 USD - 5,000,000.00 USD - 85,350.00 - 85,350.00 - 20,177.04 65,172.96 FX EUROPEAN STYLE OPTION NOV 08.2002 § 1.63 XCHFPA-BP-Z CHF PUT USD CALL CHF - 8,137,500 USD - 5,000,000.00 USD - 53,750.00 - 53,750.00 - 1,199.06 52,550.94 FX EUROPEAN STYLE OPTION AUG 08, 2002 § 1.6275 XCHFPA-BO-Z SEK CALL USD PUT SEK 65,325,000 USD 6,500,000.00 USD 82,000.00 82,000.00 591,766.11 509,766.11 FX EUROPEAN STYLE OPTION AUG 12.2002 § 10.05 XSEKCA-AO-Z NOK PUT USD CALL NOK - 189,200,000 USD - 22,000,000.00 USD - 482,000.00 - 482,000.00 - 70,972.70 411,027.30 FX EUROPEAN STYLE OPTION NOV 14, 2002 § 8.6 XNOKPA-AT-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00030006 Chase CONFIDENTIAL SDNY_GM_00299204 EFTA01505032