EFTA01505280.pdf

09 L002 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: 0 30171.00.5 Asset Account Portfolio Page 15 of 36 FINANCIAL TRUST COMPANY INC September 01, 2002 - September 30, 2002 Tiede Settlement Realized Date Date Type Deteription Gummy Quantity PriedUnit Marker CestProceeds Tax Con Gs/rapes USD Settled continued Sep 25 Sep 27 Write Option HKD CALL USD PUT USD - 156,000,000 0.64 127575.00 FX EUROPEAN STYLE OPTION SEP 23. 2004 Q 7.8 Sep 25 Sep 27 Purchase Opt HKD PUT USD CALL USD 156,660,000 1.56 - 312,280.00 FX EUROPEAN STYLE OPTION SEP 23. 2004 ft 7.833 Sep 25 Sep 27 Buy-Back Opt NOK PUT USD CALL USD 189,200,000 - 4,200.00 482,000.00 477,800.00 S FX EUROPEAN STYLE OPTION NOV 14, 2002 8.6 Estimated Trade SeMement Realized Gam/Loss Dan Date Treat DeScnptiOn Currency Ouantny Pnee/Untt !lancet CoseProceeds Tax Cost DSO Pending Sep 30 Oct 2 Buy-Back Opt CHF CALL USD PUT USD 22,807,000 0.00 - 208,037.00 115,460.21 - 92,576.79 S FX EUROPEAN STYLE OPTION OCT 24. 2002 1.48 Sep 30 Oct 2 Write Option CHF PUT USD CALL USD - 22,807,000 1.35 208,037.00 FX EUROPEAN STYLE OPTION NOV 21, 2002 @ 1.48 Trade SaMement COWIN Co.—., Revaluation COmMeted Revalued Realized Oat. Date Cummey Amount Caen/KY Amount Contract Rate Rate Ease Amount USO Amount USD Garaloss U.50 Settled Foreign Exchange Contracts SPECULATIVE SWISS FRANC U S DOLLAR Jun 21 02 Sep 25 02 CHF 15,120,000.00 USD - 10,000,000.00 1.512000 1.495400 - 10,000,000.00 10,111,007.08 111,007.08 Jul 22 02 Sep 25 02 CHF 44,327,000.00 USD - 30,517,728.06 1.452500 1.495400 - 30,517,728.06 29,642,236.19 - 875,491 87 Jul 26 02 Sep 25 02 CHF - 14,640,000.00 USD 10,000,000.00 1.464000 1.495400 10,000,000.00 - 9,790,022.73 209,977.27 Confidential Treatment Requested by JPMorgan JPM-SDNY-00030260 Chase CONFIDENTIAL SDNY_GM_00299458 EFTA01505280