EFTA01505003.pdf

06 12002 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 20 of 44 FINANCIAL TRUST COMPANY INC June 01, 2002 - June 30, 2002 Trade Activity by Type continued Estimated Trade Settlement Realized Gain toss Coate Date Type Description Currency Ouanuty PrOcetinit Mader Coodioceeds Tax Cost 050 Pending Jun 27 Jul 1 Write Option CHF PUT USD CALL USD - 25,415,000 3.171 539,090.00 FX EUROPEAN STYLE OPTION JAN 07, 2003 (fg 1.495 Jun 27 Jul 1 Write Option NOK PUT USD CALL USD - 127,755,000 4.595 781,090.00 FX EUROPEAN STYLE OPTION JAN 07, 2003 @ 7.515 Jun 27 Jul 1 Write Option SEK PUT USD CALL USD - 156,570,000 4.098 696,630.00 FX EUROPEAN STYLE OPTION JAN 07, 2003 9.21 Trade Statement Counter Counter Revaluanon Contracted Rankled Realized Clare Clare Currency Amount Currency Amount Contract Rafe Rafe Base Amount USD Amount USO Gain/LOU USD Settled Foreign Exchange Contracts SPECULATIVE SWISS FRANC U S DOLLAR May 23 02 Jun 24 02 CHF 39,805,000.00 USD - 25,189,849.39 1.580200 1.502350 - 25,189,849.39 26,495,157.58 1,305,308.19 May 24 02 Jun 24 02 CHF - 217,500.00 USD 137,414.70 1.582800 1.502350 137,414.70 - 144,773.18 - 7,358.48 Jun 20 02 Jun 24 02 CHF - 39,587,500.00 USD 25,908,049.74 1.528000 1.502350 25,908,049.74 - 26,350,384.39 - 442,334.65 EURO CURRENCY - POUND STERLING May 17 02 Jun 21 02 EUR 20,000,000.00 GBP - 12,624,000.00 1.584284 1.031930 19,381,000.12 - 18,927,794.42 453,205.70 0.666950 May 31 02 Jun 21 02 EUR - 20,000,000.00 GBP 12,782,000.00 1.564700 1.031930 - 19,381,000.12 19,164,691.72 - 216,308.40 0.666950 Jun 3 02 Jun 24 02 EUR 10,000,000.00 GBP - 6,421,000.00 1.557390 1.022800 9,777,000.02 - 9,660,715.69 116,284.33 0.664650 Confidential Treatment Requested by JPMorgan JPM-SDNY-00029973 Chase CONFIDENTIAL SDNY_GM_00299171 EFTA01505003