EFTA01511445.pdf

06 12002 JPMorgan Chase Bank JPMorgan Private Bank Account Number: Asset Account Portfolio Page 6 of 16 FINANCIAL TRUST COMPANY, INC. June 01, 2002 - June 30, 2002 Options Descry:4Jan Counter Counter Premium Premium Premium Current M.met Unrealized Cusip Currency Amount Currency Amount Currency Local USD Vienne USD GelnlOgt USD Foreign Exchange NOK PUT USD CALL NOK - 158,000,000 USD - 20,000,000.00 USD - 632,000.00 - 632,000.00 - 419,343.06 212,656.94 FX EUROPEAN STYLE OPTION DEC 18.2002 © 7.9 GBP CALL USD PUT GBP - 10,000,000 USD - 14,900,000.00 USD - 76,655.00 - 76,655.00 - 350,213.30 - 273,558.30 FX EUROPEAN STYLE OPTION JUL 18 2002 1.49 Total Foreign Exchange - 708,655.00 - 769,556.36 - 60,901.36 Exchargaidad options re values, using manse picas at be efts* of &sewa for statonunt date ovor.inecounier (070) ogons n value., al " thiforMI unless ctlwatua agreed Sat Important Inloemation abase Pricing and Valuations. Confidential Treatment Requested by JPMorgan JPM-SDNY-00037271 Chase CONFIDENTIAL SDNY_GM_00306469 EFTA01511445