EFTA01505041.pdf

06 12002 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Numbe Asset Account Portfolio Page 18 of 44 FINANCIAL TRUST COMPANY INC June 01, 2002 - June 30, 2002 Trade Activity by Type continued Trade Settlement Realized Date Date Type Description Cononcy Quantity PriewUnit Market CosoPteceeds Tax Cost GeityLoss USD Settled continued Jun 19 Jun 19 Expired Opt SEK PUT USD CALL USD 50,400,000 0.00 46,500.00 46,500.00 S FX EUROPEAN STYLE OPTION JUN 19, 2002 @ 10.08 Jun 19 Jun 19 Expired Opt SEl< PUT USD CALL USD 50,400,000 0.00 45,500.00 45,500.00 S FX EUROPEAN STYLE OPTION JUN 19.2002 @ 10.08 Jun 19 Jun 24 Write Option SEK PUT USD CALL USD - 95,000,000 1.01 101,000.00 FX EUROPEAN STYLE OPTION DEC 20. 2002 it 9.5 KNOCK OUT 11 9.40 Jun 20 Jun 24 Write Option NOK PUT USD CALL USD - 129,540,000 4.417 750,880.00 FX EUROPEAN STYLE OPTION DEC 20, 2002 @ 7.62 Jun 20 Jun 25 Write Option SEK PUT USD CALL USD -64,470,000 4.855 339,850.00 FX EUROPEAN STYLE OPTION DEC 20, 2002 @ 9.21 Jun 21 Jun 21 Expired Opt CAD PUT USD CALL CAD 21,700,000 0.00 142,100.00 142,100.00 FX EUROPEAN STYLE OPTION DEC 16, 2002 @ 1.55 KNOCK OUT @ 1.5285 Issued in USD Jun 24 Jun 24 Expired Opt AUD PUT USD CALL AUD 20,009000 0.00 149,340.00 149,340.00 FX EUROPEAN STYLE OPTION DEC 11.2002 @ .5875 KNOCK OUT @ .5785 Issued in USD Jun 24 Jun 26 Write Option NOK PUT USD CALL USD - 38,250,000 2.50 125,000.00 FX EUROPEAN STYLE OPTION JAN 06, 2003 @ 7.65 KNOCK OUT @ 7.40 Confidential Treatment Requested by JPMorgan JPM-SDNY-00030015 Chase CONFIDENTIAL SDNY_GM_00299213 EFTA01505041