EFTA01505416.pdf

12 2002 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 20 of 40 FINANCIAL TRUST COMPANY INC December 01, 2002 - December 31, 2002 EsOmatol »ade Scmoment Rea&od GatteLoas Date Date Type Descdpoon Cunency Ouanory PrOestin« Meer CostProceeds Tax Coat USD Pending continued Dec 30 Jan 2 Assign FX Opt MXN PUT USD CALL USD 102,000,000 0.00 0.00 97,000.00 FX EUROPEAN STYLE OPTION DEC 30, 2002 O 10.2 Dec 30 Jan 2 FX Opt Asgn'D MEXICAN NEW PESO MXN 102.000,000 0.095 0.00 De* Settletnent Counter Counter Revaluanon Conbeeteer Reyaluecl Roallzed Date Date Cunency Antoum Cunency Antount COntreCt Rate Rare Bade Arnounr (130 Ammen USD GeWLOSS U30 Settled Foreign Exchange Contracts SPECULATIVE EURO CURRENCY U S DOLLAR Nov 14 02 Dec 13 02 EUR 1,000,000.00 USD - 1,006,000.00 1.006000 1.021850 - 1,006,000.00 1,021,850.00 15,850.00 Nov 18 02 Dec 13 02 EUR 500,000.00 USD - 501,250.00 1.002500 1.021850 - 501,250.00 510,925.00 9,675.00 Dec 12 02 Dec 13 02 EUR - 1,500,000.00 USD 1,527,000.00 1.018000 1.021850 1,527,000.00 - 1,532,775.00 - 5,775.00 POUND STERLING - U S DOLLAR Nov 26 02 Dec 13 02 GBP 5,000,000.00 USD - 7,756,500.00 1.551300 1.589500 - 7,756,500.00 7,947,500.08 191,000.08 Dec 3 02 Dec 13 02 GBP - 5,000,000.00 USD 7,820,000.00 1.564000 1.589500 7,820,000.00 - 7,947,500.08 - 127,500.08 NORWEGIAN KRONE - U S DOLLAR Nov 1 02 Dec 13 02 NOK 37,050,000.00 USD - 5,000,000.00 7.410000 7.174500 - 5,000,000.00 5,164,122.93 164,122.93 Dec 6 02 Dec 13 02 NOK 36,085,000.00 USD - 5,000,000.00 7.217000 7.174500 - 5,000,000.00 5,029,618.78 29,618.78 Dec 11 02 Dec 13 02 NOK - 73,135,000.00 USD 10,025,359.83 7.295000 7.191025 10,025,359.83 - 10,170,316.54 - 144,956.71 Nov 4 02 Dec 16 02 NOK 74,370,000.00 USD - 10,000,000.00 7.437000 7.154950 - 10,000,000.00 10,394,202.61 394,202.61 Dec 13 02 Oec 16 02 NOK - 74,370,000.00 USD 10,379,623.17 7.165000 7.156511 10,379,623.17 - 10,391,935.31 - 12,312.14 SWEDISH KRONA - U S DOLLAR Nov 26 02 Dec 13 02 SEK 45,680,000.00 USD - 5,000,000.00 9.136000 8.942650 - 5,000,000.00 5,108,105.53 108,105.53 Dec 6 02 Dec 13 02 SEK - 45,680,000.00 USD 5,085,160.85 8.983000 8.942650 5,085,160.85 - 5,108,105.53 - 22,944.68 Contidential Treatment Requested by JPMorgan JPM-SDNY-00030397 Chase CONFIDENTIAL SDNY_GM_00299595 EFTA01505416