EFTA01504994.pdf

06 12002 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 11 of 44 FINANCIAL TRUST COMPANY INC June 01, 2002 - June 30, 2002 Descripoon Counter Coaxer Ptemaum Premium Premium Currentedencet Unrealized Cusip Amount Currency Amount Currency Local USD Yaw. USD Gamlen USD Foreign Exchange continued AUD CALL USD PUT AUD 20,000,000 USD 11,480,000.00 USD 176,000.00 176,000.00 165,662.40 - 10,337.60 FX AMERICAN STYLE OPTION NOV 27, 2002 O .574 XAUDCA-AN-Z NOK PUT USD CALL NOK - 38,750,000 USD - 5,000,000.00 USD - 314,600.00 - 314,600.00 -197,606.40 116,993.60 FX EUROPEAN STYLE OPTION MAR 10, 2003 7.75 XNOKPA-AZ-Z SEK PUT USD CALL SEK - 64,470,000 USD - 7,000,000.00 USD - 339.850 00 - 339,850 00 - 280.775 88 59,074.12 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 - 620,131.30 130,748.70 FX EUROPEAN STYLE OPTION DEC 20, 2002 0 7.62 XNOKPA-BH-Z NOK PUT USD CALL NOK - 38,250,000 USD - 5,000,000.00 USD - 125,000.00 - 125,000.00 - 76,695.08 48,304.92 FX EUROPEAN STYLE OPTION JAN 06, 2003 @ 7.65 KNOCK OUT @ 7.40 XNOKPA-BM-Z P CHF PUT USD CALL CHF - 25,415,000 USD - 17,000,000.00 USD - 539,090.00 - 539,090.00 0.00 539,090.00 FX EUROPEAN STYLE OPTION JAN 07. 2003 @ 1.495 XCHFPA-CA-Z P SEK PUT USD CALL SEK - 156,570,000 USD - 17,000,000.00 USD - 696,630.00 - 696,630.00 0.00 696,630.00 FX EUROPEAN STYLE OPTION JAN 07, 2003 @ 9.21 XSEKPA-BR-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00029964 Chase CONFIDENTIAL SDNY_GM_00299162 EFTA01504994