EFTA01505415.pdf

12 2002 JP51organ Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 19 of 40 FINANCIAL TRUST COMPANY INC December 01, 2002 - December 31, 2002 Trade Settlement Realized Date Date Type Description Gummy Quantity Price'Unit Warner CossPieceeds Tax Cost Gainless USD Settled continued Dec 23 Dec 23 Expired Opt SEK PUT USD CALL USD 18,420,000 0.00 97,100.00 97,100.00 S FX EUROPEAN STYLE OPTION DEC 20, 2002 e 9.21 Dec 26 Dec 26 Expired Opt NOK PUT USD CALL NOK 71,700,000 0.00 175,758.00 175,758.00 S FX EUROPEAN STYLE OPTION SEP 16. 2003 ft 7.17 KNOCK OUT Q 7.05 Issued in USD Dec 27 Dec 31 Purchase Opt CHF CALL USD PUT USD 13,500,000 2.00 - 200,000.00 FX EUROPEAN STYLE OPTION JUN 26.2003 Q 1.35 Dec 27 Dec 31 Write Option CHF PUT USD CALL USD - 14,100,000 2.35 235,000.00 FX EUROPEAN STYLE OPTION JUN 26. 2003 @ 1.41 Dec 27 Dec 31 Purchase Opt NOK CALL USD PUT USD 68,500,000 2.01 - 201,000.00 FX EUROPEAN STYLE OPTION SEP 26. 2003 @ 6.85 Dec 27 Dec 31 Write Option NOK PUT USD CALL USD - 70,000,000 1.47 147,000.00 FX EUROPEAN STYLE OPTION SEP 26. 2003 @ 7 KNOCK-OUT @ 6.92 Estimated Tide Settlement nearezeoGalniLoss OM. Date type Description Currency Quantify PricRUnit Warner CosuProceeds Tax Cost USD Pending Dec 30 Jan 7 Purchase Opt JPY CALL USD PUT USD 200,000,000 0.83 - 165,000.00 FX EUROPEAN STYLE OPTION JUL 02, 2003 ft 110. Confidential Treatment Requested by JPMorgan JPM-SDNY-00030396 Chase CONFIDENTIAL SDNY_GM_00299594 EFTA01505415