EFTA01511407.pdf

05 12002 JPMorgan Chase Bank 345 Park Avenue. New York. NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 14 of 46 FINANCIAL TRUST COMPANY, INC. May 01, 2002 - May 31, 2002 Trade Activity by Type continued Trade Settlement Realized Dam Date Type Description Currency Ouarftify Price'Unit Market CostPteceeds Tax Con Gainless USD Settled continued May 17 May 22 Purchase Opt CHF CALL USD PUT USD 11,250.000 1.733 - 130,000.00 FX EUROPEAN STYLE OPTION FEB 20, 2003 @ 1.5 May 17 May 22 Write Option CHF PUT USD CALL USD - 12,000,000 0.933 70,000.00 FX EUROPEAN STYLE OPTION NOV 20. 2002 Q 1.6 KNOCK Our 0 1.5615 May 17May 22 Write Option SEK PUT USD CALL USD - 50,400,000 0.93 46,500.00 FX EUROPEAN STYLE OPTION JUN 19, 2002 @ 10.08 May 17May 22 Write Option SEK PUT USD CALL USD - 50,400,000 0.91 45,500.00 FX EUROPEAN STYLE OPTION JUN 19, 2002 @ 10.08 May 20May 22 Purchase Opt CHF CALL USD PUT USD 37,500.000 1.367 - 341,750.00 FX AMERICAN STYLE OPTION NOV 20, 2002 @ 1.5 May 20May 22 Write Option CHF PUT USD CALL USD - 39,625,000 0.94 235,000.00 FX EUROPEAN STYLE OPTION NOV 20, 2002 @ 1.585 May 20May 22 Purchase Opt NOK CALL USD PUT USD 280,000.000 1.34 - 469,000.00 FX AMERICAN STYLE OPTION NOV 20, 2002 @ 8 May 20May 22 Write Option NOK PUT USD CALL USD - 165,000,000 1.64 328,000.00 FX EUROPEAN STYLE OPTION NOV 20, 2002 @ 8.25 KNOCK OUT @ 8.05 May 20May 20 Expired Opt SEK PUT USD CALL USD 66,560,000 0.00 21,000.00 21,000.00 S FX EUROPEAN STYLE OPTION MAY 17, 2002 @ 10.24 Confidential Treatment Requested by JPMorgan JPM-SDNY-00037233 Chase CONFIDENTIAL SDNY_GM_00306431 EFTA01511407