EFTA01504940.pdf

05 2002 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 II3JPMorgan Private Bank Account Number: Asset Account Portfolio Page 10 of 28 FINANCIAL TRUST COMPANY INC May 01, 2002 - May 31, 2002 Descripoon Counter Coaxer Ptemaum Premium Premium Current Market Unrealized Custp Amount Currency Amount Currency Local USD Yaw. USD Gamboa. USD Foreign Exchange continued SEK CALL USD PUT SEK 92,500,000 USD 10,000,000.00 USD 78,700.00 78,700.00 97,479.28 18,779.28 FX AMERICAN STYLE OPTION NOV 26, 2002 e 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 98,076.83 14,176.83 FX AMERICAN STYLE OPTION NOV 27, 2002 02 9.25 XSEKCA-AM-Z AUD PUT USD CALL AUD - 20,000,000 USD - 11,200,000.00 USD - 197,000.00 - 197,000.00 0.00 197,000.00 FX EUROPEAN STYLE OPTION NOV 27.2002 @ .56 KNOCK OUT .574 XAUDPA-AR-Z AUD CALL USD PUT AUD 20,000,000 USD 11,480,000.00 USD 176,000.00 176,000.00 186,836.20 10,836.20 FX AMERICAN STYLE OPTION NOV 27, 2002 @ .574 XAUDCA-AN-Z P CHF PUT USD CALL CHF - 26,690,000 USD - 17,000,000.00 USD - 98,520.00 - 98,520.00 0.00 98,520.00 FX EUROPEAN STYLE OPTION JUN 13, 2002 ig 1.57 XCHFPA-BV-Z Total Foreign Exchange 110,405.00 1,311,459.28 1,201,054.51 Etchatgerated operas are raged ramp rnet noes at rae close of easiness to statemere date Overt ToeCooract I0TC) coons are tacos a! Mortfannat tar*:I &Ma.", epees! See: Important Information about Anon, and Valuations. Confidential Treatment Requested by JPMorgan JPM-SDNY-00029907 Chase CONFIDENTIAL SDNY_GM_00299105 EFTA01504940