EFTA01505276.pdf

09 2002 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Numbe Asset Account Portfolio Page 11 of 36 FINANCIAL TRUST COMPANY INC September 01, 2002 - September 30, 2002 Description Counter Coaxer Premium Premium Premium Current lancer Unrealized Cupp Amman Currency Amami Currency Local USD Value USD Gainless USO Foreign Exchange continued P CHF CALL USD PUT CHF - 22,000,000 USD - 14,864,864.86 USD - 111,374.79 - 111,374.79 - 413,627.30 - 302,252.51 FX EUROPEAN STYLE OPTION OCT 24, 2002 (11.48 XCHFCA-CF-Z HKD PUT USD CALL HKD 156,660,000 USD 20,000,000.00 USD 312,280.00 312,280.00 127,832.99 - 184,447.01 FX EUROPEAN STYLE OPTION SEP 23, 2004 7.833 XHKOPA-AH-Z HKD CALL USO PUT HKD - 156,000,000 USD - 20,000,000.00 USD - 127,575.00 - 127,575.00 - 83,366.40 44,208 60 FX EUROPEAN STYLE OPTION SEP 23. 2004 O 7.8 XHKOCA-AC-Z P CHF PUT USD CALL CHF - 22,807,000 USD - 15,410,135.14 USD - 208,037.00 - 208,037.00 0.00 208,037.00 FX EUROPEAN STYLE OPTION NOV 21. 21;02 e 1.48 XCHFPA-CJ-2 Total Foreign Exchange - 4,380,958.41 - 2,804,174.12 1,576,784.53 Extheopeveled queen‚ ee valued umng market once. sine See d Dueness la Malernant date OveoTrte-Counler (OTC)optona are valued ee k46Naket OrIAN4 ceerveme eveed See Important Information about pricing end Mutant Confidential Treatment Requested by JPMorgan JPM-SDNY-00030256 Chase CONFIDENTIAL SDNY_GM_00299454 EFTA01505276