EFTA01505407.pdf

12 2002 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 II3JPMorgan Private Bank Account Number Asset Account Portfolio Page 11 of 40 FINANCIAL TRUST COMPANY INC December 01, 2002 - December 31, 2002 Description Counter Coaxer Premium Premium Prermum Current Market Unreelized Cusip Amount Currency Amount Currency Local USD Value USD Gruntoss USD Foreign Exchange continued CHF PUT USD CALL CHF - 7,162,500 USD - 5,000,000.00 USD - 41,100.00 - 41,100.00 - 542.13 40,557.87 FX EUROPEAN STYLE OPTION JAN 07, 2003 1.4325 XCHFPA-CP-Z GBP PUT USD CALL GBP - 5,000,000 USD - 7,975,000.00 USD - 43,863.00 - 43,863.00 - 14,934.65 28,928.35 FX EUROPEAN STYLE OPTION JAN 07, 2003 O 1.595 XGBPPA-FO-Z SEK PUT USD CALL SEK - 44,250,000 USD - 5,000,000.00 USD - 47,000.00 - 47,000.00 - 10,014.66 36,985.34 FX EUROPEAN STYLE OPTION JAN 07, 2003 8.85 XSEKPA-CA-Z CHF CALL USD PUT CHF 13,500,000 USD 10,000,000.00 USD 200,000.00 200,000.00 202,334.63 2,334.63 FX EUROPEAN STYLE OPTION JUN 26.2003 01.35 XCHFCA-CJ-Z CHF PUT USD CALL CHF - 14,100,000 USD - 10,000,000.00 USD - 235,000.00 - 235,000.00 - 235,649.07 - 649.07 FX EUROPEAN STYLE OPTION JUN 26.2003 Q 1.41 XCHFPA-CO-Z NOK CALL USD PUT NOK 68,500,000 USD 10,000,000.00 USD 201,000.00 201,000.00 198,465.74 - 2,534.26 FX EUROPEAN STYLE OPTION SEP 26, 2003 Q 6.85 XNOKCA-BJ-Z NOK PUT USD CALL NOK - 70,000,000 USD -10,000,000.00 USD - 147,000.00 - 147,000.00 - 88,566.80 58,433.20 FX EUROPEAN STYLE OPTION SEP 26. 2003 O 7 KNOCK-OUT 6.92 XNOKPA-DD-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00030388 Chase CONFIDENTIAL SDNY_GM_00299586 EFTA01505407