EFTA01505446.pdf

12 2002 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 10 of 40 FINANCIAL TRUST COMPANY INC December 01, 2002 - December 31, 2002 Dem/peon Counter Coumer Premium Premium Prensum Current Market Unreelized Custp Amount Currency Amount Currency Local USD Value USD awnless USD Foreign Exchange continued P MXN PUT USD CALL MXN 0 USD 0.00 USD 0.00 0.00 N/A 0.00 FX EUROPEAN STYLE OPTION DEC 30, 2002 41 10.2 XMXNPA-AO-Z BRL PUT USD CALL BRL 21,250,000 USD 5,000,000.00 USD 141,000.00 141,000.00 41,470.01 - 99,529.99 FX EUROPEAN STYLE OPTION MAR 12, 2003 (0 4.25 XBRLPA-AA-Z NOK CALL USD PUT NOK 52,500,000 USD 7,500,000.00 USD 108,923.00 108,923.00 214,127.03 105,204.03 FX EUROPEAN STYLE OPTION DEC 11.2003 @ 7 XNOKCA-BI-Z USD PUT BRL CALL USD - 5,000,000 BRL - 18,250,000.00 USD - 203,000.00 - 203,000.00 - 86,128.75 116,871.25 FX EUROPEAN STYLE OPTION MAR 12, 2003 C 3.65 XUSDPA-AE-Z JPY CALL USD PUT JPY 575,000,000 USD 5,000,000.00 USD 49,000.00 49,000.00 82,069.75 33,069.75 FX EUROPEAN STYLE OPTION JUN 12.2003 @ 115. XJPYCA-CY-Z BRL CALL USD PUT BRL - 18,000,000 USD - 5,000,000.00 USD - 200,000.00 - 200,000.00 - 265,332.78 - 65,332.78 FX EUROPEAN STYLE OPTION MAR 14, 2003 (fp 3.6 XBRICA-AB-Z NOK PUT USD CALL NOK - 72,000,000 USD -10,000,000.00 USD - 222,500.00 - 222,500.00 - 99,857.52 122,642.48 FX EUROPEAN STYLE OPTION MAR 14, 2003 @ 7.2 XNOKPA-DC2 Confidential Treatment Requested by JPMorgan JPM-SDNY-00030427 Chase CONFIDENTIAL SDNY_GM_00299625 EFTA01505446