EFTA01505448.pdf

12 2002 JPMorgan Chase Bank 345 Park Avenue. New York. NY 10154-1002 II3 JPMorgan Private Bank Account Number Asset Account Portfolio Page 12 of 40 FINANCIAL TRUST COMPANY INC December 01, 2002 - December 31, 2002 Dem/noon Canter Counter Premium Premium Premium Current Marker Unrealized Custp Amount Currency Amount Currency Local USD Value USD Gerntoss USD Foreign Exchange continued P JPY CALL USD PUT JPY 2.200.000,000 USD 20,000,000.00 USD 165,000.00 165,000.00 0.00 - 165,000.00 FX EUROPEAN STYLE OPTION JUL 02, 2003 Q 110. XJPYCA-DA-Z Total Foreign Exchange -1,937,638.00 - 285,773.10 1,651,864.88 ErchanpwAstra optrows ate valued upwindmat prima id Me ciao of damns not datomen: duo Cvor.fra-Courn (0 IC)occons are vasrd a! lAdVarket o'*ss othorwm agreed Sea Important Information!OW! Pncing and Valuations Important Information about Prising and Valuations Pram some or whet re peovded by aced sermes a olner soured wadi we dewiness.* are not guaranteed to acasetcy a as inane rakes Valuations docerawmounter denveaveltensectans ind.deng certain denvetwes-rdeled <tenni products. neve been prepared on e ind-rwoMel bests These raruebons are w4 M. values es ot Ma apse orb/mess of Me dabs ol Mq statement end e,ctl,l es cinemae agreed in wend Mese reivenad do not reweave The *cluel teems al which trensectons a securaes °cud be taught a sod a new Wensedans mud be entered ergo a the actual lento on shah existing tramedarn a swaged axed be lquclededIdol Me dale attn., statement We do not area Mee comaelenese a *coney These veksetesed we domed from propene/we most Lased upon welhecognized(maneannoy*, and*, nave. when manse/y10 cstsa(e Me present value of Mum cosh lbws. made reasonable esanstes stool relevant lune mad COMMON Valudans based on other, models a deleted assumnad may red deferred mauls hlagen expressly nano any nospowstaly la (l) the ecancy of Me modets a estimates used in damns the vaArehms (2) any errors a amnions as °availing a asseendebng Me veheshons and (3) any uses to wnan the madam are put Va&,etons we proofed laird:matron PaPoda Only end are radon; Min la )oi own use Reese reed' 10 Me trade cornmeal: ea dales! d each Vansacnon Confidential Treatment Requested by JPMorgan JPM-SDNY-00030429 Chase CONFIDENTIAL SDNY_GM_00299627 EFTA01505448