EFTA01504993.pdf

06 12002 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 10 of 44 FINANCIAL TRUST COMPANY INC June 01, 2002 - June 30, 2002 Descripeon Counter Coaxer Premium premium Prenuum COMMA/10W Unrealized Cut's; Amount Currency Amount Currency Local USD Yekie USD Gruntoss USD Foreign Exchange continued CHF CALL USD PUT CHF 11,250,000 USD 7,500,000.00 USD 130,000.00 130,000.00 342,708.98 212,708.98 FX EUROPEAN STYLE OPTION FEB 20, 2003 @ 1.5 XCHFCA-BG-Z NOK CALL USD PUT NOK 280,000,000 USD 35,000,000.00 USD 469,000.00 469,000.00 2,356,502.40 1,887,502.40 FX AMERICAN STYLE OPTION NOV 20, 2002 @ 8. XNOKCA-AJ-Z CHF CALL USD PUT CHF 37,500,000 USD 25,000,000.00 USD 341,750.00 341,750.00 930,241.88 588,491.88 FX AMERICAN STYLE OPTION NOV 20. 2032 la 1.5 XCHFCA-BH-Z AUD CALL USD PUT AUD 20,000,000 USD 11,500,000.00 USD 149,000.00 149,000.00 156,676.00 7,676.00 FX AMERICAN STYLE OPTION NOV 21. 2002 @ .575 XAUDCA-AP-Z SEK PUT USD CALL SEK 102,000,000 USD - 10,000,000.00 USD - 88,000.00 - 88,000.00 - 5,746.68 82,253.32 FX EUROPEAN STYLE OPTION AUG 26, 2002 @ 10.2 XSEKPA-BE-Z SEK CALL USD PUT SEK 92,500,000 USD 10,000,000.00 USD 78,700.00 78,700.00 321,528.15 242,828.15 FX AMERICAN STYLE OPTION NOV 26.2002 @ 9.25 XSEKCA-AP-Z SEK CALL USD PUT SEK 92,500,000 USD 10,000,000.00 USD 83,900.00 83,900.00 322,504.03 238,604.03 FX AMERICAN STYLE OPTION NOV 27.2002 @ 9.25 XSEKCA-AM-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00029963 Chase CONFIDENTIAL SDNY_GM_00299161 EFTA01504993