EFTA01505175.pdf

08 2002 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 II3JPMorgan Private Bank Account Number: 0 30171.00.5 Asset Account Portfolio Page 9 of 25 FINANCIAL TRUST COMPANY INC August 01, 2002 - August 31, 2002 Options Descripzon Counter Counter Premlum Pieinlum Premium Conant Media Unrealized Cusip Amount Currency Amount Currency Local USD Value MD GaMILOSe USD Foreign Exchange NOK PUT USD CALL NOK - 189,200,000 USD - 22,000,000.00 USD - 482,000.00 - 482,000.00 - 2,170.12 479,829.88 FX EUROPEAN STYLE OPTION NOV 14.2002 @ 8.6 XNOKPA-AT-Z NOK PUT USD CALL NOK - 38,750,000 USD - 5,000,000.00 USD - 314,600.00 - 314,600.00 - 146,592.41 168,007.59 FX EUROPEAN STYLE OPTION MAR 10, 2003 @ 7.75 XNOKPA-AZ-Z NOK PUT USD CALL NOK - 158,000,000 USD - 20,000,000.00 USD - 632,000.00 - 632,000.00 - 194,539.08 437,460.92 FX EUROPEAN STYLE OPTION DEC 18. 2002 @ 7.9 XNOKPA-BU-Z SEK PUT USD CALL SEK - 18,420,000 USD - 2,000,000.00 USD - 97,100.00 - 97,100.00 - 82,481.44 14,618.56 FX EUROPEAN STYLE OPTION DEC 20, 2002 @ 9.21 XSEKPA-BL-Z NOK PUT USD CALL NOK - 129,540,000 USD - 17,000,000.00 USD - 750,880.00 - 750,880.00 - 422,911.83 327,968.17 FX EUROPEAN STYLE OPTION DEC 20.2002 @ 7.62 XNOKPA-BH-Z CHF PUT USD CALL CHF - 17,940,000 USD - 12,000,000.00 USD - 380,534.12 - 380,534.12 - 284,073.62 96,460.50 FX EUROPEAN STYLE OPTION JAN 07, 2003 @ 1.495 XCHFPA-CA-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00030154 Chase CONFIDENTIAL SDNY_GM_00299352 EFTA01505175