EFTA01505316.pdf

09 2002 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 15 of 36 FINANCIAL TRUST COMPANY INC September 01. 2002 - September 30, 2002 Trede Settlement Realized Date Date Type Description Gummy Quantity Pricollnit Marker CostProceeds Tax Con Gs/tapas USD Settled continued Sep 25 Sep 27 Write Option HKD CALL USD PUT USD - 156,000,000 0.64 127,575.00 FX EUROPEAN STYLE OPTION SEP 23. 2004 Q 7.8 Sep 25 Sep 27 Purchase Opt HKD PUT USD CALL USD 156,660,000 1.56 - 312,280.00 FX EUROPEAN STYLE OPTION SEP 23. 2004 ft 7.833 Sep 25 Sep 27 Buy-Back Opt NOK PUT USD CALL USD 189200,000 - 4,200.00 482,000.00 477,800.00 S FX EUROPEAN STYLE OPTION NOV 14. 2002 8.6 Estimated Tracts SeMement Realized Glamloss One Date Type DeSznptiOn Currency Ouantny Price/Una &Carnet CosOPromeds Tax Cost USD Pending Sep 30 Oct 2 Buy-Back Opt CHF CALL USD PUT USD 22,807,000 0.00 - 208,037.00 115,460.21 - 92,576.79 S FX EUROPEAN STYLE OPTION OCT 24. 2002 1.48 Sep 30 Oct 2 Write Option CHF PUT USD CALL USD - 22,807,000 1.35 208,037.00 FX EUROPEAN STYLE OPTION NOV 21. 2002 @ 1.48 Tree Settlement COWIN Co.—., Revaluallon Convected Revalued Realized Oate Date CumNICy AIMIN CUIPIIKX ARMIN Contract Rate Rate Ease Amount USO Amount USD Garaloss U.50 Settled Foreign Exchange Contracts SPECULATIVE SWISS FRANC U S DOLLAR Jun 21 02 Sep 25 02 CHF 15,120,000.00 USD - 10,000,000.00 1.512000 1.495400 - 10,000,000.00 10,111,007.08 111,007.08 Jul 22 02 Sep 25 02 CHF 44,327,000.00 USD - 30,517,728.06 1.452500 1.495400 - 30,517,728.06 29,642,236.19 - 875,491 87 Jul 26 02 Sep 25 02 CHF - 14,640,000.00 USD 10,000,000.00 1.464000 1.495400 10,000,000.00 - 9,790,022.73 209,977.27 Confidential Treatment Requested by JPMorgan JPM-SDNY-00030296 Chase CONFIDENTIAL SDNY_GM_00299494 EFTA01505316