EFTA01504943.pdf

05 12002 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 14 of 28 FINANCIAL TRUST COMPANY INC May 01, 2002 - May 31, 2002 Trade Activity by Type continued Trade Settlement Realized are Date Type Description Currency Quantity Priceeltrtil Market CosePteceeds Tax Cost GaINLoss USD Settled continued May 28May 28 Expired Opt NOK PUT USD CALL NOK 165,000,000 0.00 328,000.00 328,000.00 S FX EUROPEAN STYLE OPTION NOV 20, 2002 @ 8.25 KNOCK OUT O 8.05 Issued in USD May 28May 30 Purchase Opt SEK CALL USD PUT USD 92,500,000 0.839 - 83,900.00 FX AMERICAN STYLE OPTION NOV 27. 2002 @ 9.25 May 28May 30 Write Option SEK PUT USD CALL USD - 100,000,000 0.839 83,900.00 FX EUROPEAN STYLE OPTION NOV 27. 2002 O 10 KNOCK OUT O 9.75 May 29May 29 Purchase J P MORGAN PRIME MONEY MARKET FUND USD 20,000,000 1.00 - 20,000,000.00 INSTITUTIONAL SHARES CLASS (FUND 829) May 30May 30 Expired Opt AUD PUT USD CALL AUD 20,000,000 0.00 141,000.00 141,000.00 S FX EUROPEAN STYLE OPTION NOV 21, 2002 Q 5475 KNOCK OUT @ .569 Issued In USD May 30May 30 Expired Opt CHF PUT USD CALL CHF 12,000,000 0.00 70,000.00 70,000.00 S FX EUROPEAN STYLE OPTION NOV 20, 2002 @ 1.6 KNOCK OUT O 1.5615 Issued in USD May 30May 30 Expired Opt SEK PUT USD CALL SEK 100,000,000 0.00 83,900.00 83,900.00 S FX EUROPEAN STYLE OPTION NOV 27, 2002 O 10 KNOCK OUT O 9.75 Issued in USD Confidential Treatment Requested by JPMorgan JPM-SDNY-00029911 Chase CONFIDENTIAL SDNY_GM_00299109 EFTA01504943