EFTA01505201.pdf

08 2002 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 II3JPMorgan Private Bank Account Number: Asset Account Portfolio Page 10 of 25 FINANCIAL TRUST COMPANY INC August 01, 2002 - August 31, 2002 Descripeon Counter Corner Premium Premium Premium Currenterencet Unreeltzed Cusip Amount Currency Amami Currency Local LeD vaka USD Santos. USD Foreign Exchange continued SEK PUT USD CALL SEK - 156,570,000 USD - 17,000,000.00 USD - 696,630.00 - 696,630.00 - 740,322.46 - 43,692.46 FX EUROPEAN STYLE OPTION JAN 07, 2003 @ 9.21 XSEKPA-BR-Z NOK PUT USD CALL NOK - 127,755,000 USD - 17,000,000.00 USD - 781,090.00 - 781,090.00 - 614,628.03 166,461.97 FX EUROPEAN STYLE OPTION JAN 07, 2003 O 7.515 XNOKPA-BS-Z NOK PUT USD CALL NOK - 91,875,000 USD - 12,500,000.00 USD - 209,634.50 - 209,634.50 - 558,378.58 - 348,744.08 FX EUROPEAN STYLE OPTION JAN 15. 2003 @ 7.35 KNOCK OUT Q 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 93,178.75 - 226,518.25 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 8,260.00 - 24,130.00 FX EUROPEAN STYLE OPTION OCT 28, 2002 0 125. XJPYPA-IW-Z SEK PUT USD CALL SEK - 72,375,000 USD - 7,500,000.00 USD - 202,500.00 - 202,500.00 - 120,240.93 82,259.07 FX EUROPEAN STYLE OPTION DEC 20. 2002 @ 9.65 XSEKPA-BU-Z NOK PUT USD CALL NOK - 94,250,000 USD - 12,500,000.00 USD - 612,000.00 - 612,000.00 - 577,143.65 34,856 35 FX EUROPEAN STYLE OPTION MAR 19.2003 @ 7.54 XNOKPA-CL-Z Total Foreign Exchange - 4,806,881.62 - 3,642,043.40 1,164,838.57 Confidential Treatment Requested by JPMorgan JPM-SDNY-00030180 Chase CONFIDENTIAL SDNY_GM_00299378 EFTA01505201