EFTA01504939.pdf

05 12002 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 9 of 28 FINANCIAL TRUST COMPANY INC May 01, 2002 - May 31, 2002 Description Courser Coaxer Premium Premium Premium Current.%)Met Unreelized Cupp Arnow,: Currency Amount Currency Local USD Yekre USD Grantees USD Foreign Exchange continued CHF CALL USD PUT CHF 11,250,000 USD 7,500,000.00 USD 130,000.00 130,000.00 150,272.89 20,272.89 FX EUROPEAN STYLE OPTION FEB 20. 2003 @ 1.5 XCHFCA-BG-Z SEK PUT USD CALL SEK - 50,400,000 USD - 5,000,000.00 USD - 46,500.00 - 46,500.00 - 4,584.89 41,915.11 FX EUROPEAN STYLE OPTION JUN 19, 2002 @ 10.08 XSEKPA-BC-Z NOK CALL USD PUT NOK 280,000,000 USD 35,000,000.00 USD 469,000.00 469,000.00 661,136.00 192,136.00 FX AMERICAN STYLE OPTION NOV 20.2002 @ 8 XNOKCA-AJ-Z CHF PUT USD CALL CHF - 39,625,000 USD - 25,000,000.00 USD - 235,000.00 - 235,000.00 - 186,569.95 48,430.05 FX EUROPEAN STYLE OPTION NOV 20.2002 @ 1.585 XCHFPA-BS-Z CHF CALL USD PUT CHF 37,500,000 USD 25,000,000.00 USD 341,750.00 341,750.00 340,602.00 - 1,148.00 FX AMERICAN STYLE OPTION NOV 20, 2002 @ 1.5 XCHFCA-BH-Z AUD CALL USD PUT AUD 20,000,000 USD 11,500,000.00 USD 149,000.00 149,000.00 177,174.00 28,174.00 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 - 66,405.06 21,594.94 FX EUROPEAN STYLE OPTION AUG 26. 2002 @ 10.2 XSEKPA-BE-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00029906 Chase CONFIDENTIAL SDNY_GM_00299104 EFTA01504939