EFTA01505040.pdf

06 12002 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 17 of 44 FINANCIAL TRUST COMPANY INC June 01, 2002 - June 30, 2002 Trade Activity by Type continued Tattle Settlement Realized Date Date Type Description Coning, Oriantity PricoVnit Marker CosoPteceeds Tax Cost Gainless USD Settled continued Jun 10 Jun 12 Write Option NOK PUT USD CALL USD - 38,750,000 6.292 314,600.00 FX EUROPEAN STYLE OPTION MAR 10.2003 e 7.75 Jun 11 Jun 13 Write Option AUD PUT USD CALL USD - 20,000,000 1.31 149,340.00 FX EUROPEAN STYLE OPTION DEC 11.2002 .5675 KNOCK OUT Q .5785 Jun 13 Jun 13 Expired Opt CHF PUT USD CALL USD 26,690.000 0.00 98,520.00 98,520.00 S FX EUROPEAN STYLE OPTION JUN 13, 2002 1.57 Jun 14 Jun 17 Write Option CAD PUT USD CALL USD - 21,700,000 1.015 142,100.00 FX EUROPEAN STYLE OPTION DEC 16, 2002 e 1.55 KNOCK OUT 1.5285 Jun 14 Jun 14 Expired Opt GBP PUT USD CALL GBP 5,000,000 0.00 68,325.00 68,325.00 S FX EUROPEAN STYLE OPTION OCT 31.2002 © 1.4625 KNOCK OUT 42 1.4758 Issued in USD Jun 18 Jun 20 Write Option GBP CALL USD PUT USD - 10,000,000 0.514 76,655.00 FX EUROPEAN STYLE OPTION JUL 18, 2002 4121.49 Jun 18 Jun 20 Write Option NOK PUT USD CALL USD - 158,000,000 3.16 632,000.00 FX EUROPEAN STYLE OPTION DEC 18, 2002 (3 7.9 Jun 19 Jun 21 Write Option NOK PUT USD CALL USD - 77,500,000 1.26 126,000.00 FX EUROPEAN STYLE OPTION DEC 19, 2002 (0 7.75 KNOCK OUT O 7.63 Confidential Treatment Requested by JPMorgan JPM-SDNY-00030014 Chase CONFIDENTIAL SDNY_GM_00299212 EFTA01505040