EFTA01505310.pdf

09 2002 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 9 of 36 FINANCIAL TRUST COMPANY INC September 01, 2002 - September 30, 2002 Options Description Counter Counter Premium Premium Aemlum Current Merkel Unrealized Cusip AlmwM Currency Amount Currency LOW USD Value USD Gain/LOH USD Foreign Exchange NOK PUT USD CALL NOK - 38,750,000 USD - 5,000,000.00 USD - 314,600.00 - 314,600.00 - 88,939.78 225,660.22 FX EUROPEAN STYLE OPTION MAR 10.2003 a 7.75 XNOKPA-AZ-Z NOK PUT USD CALL NOK - 158,000,000 USD - 20,000,000.00 USD - 632,000.00 - 632,000.00 - 63,858.86 568,141.14 FX EUROPEAN STYLE OPTION DEC 18. 2002 § 7.9 XNOKPA-BU-Z SEK PUT USD CALL SEK - 18,420,000 USD - 2,000,000.00 USD - 97,100.00 - 97,100.00 - 53,718.43 43,381.57 FX EUROPEAN STYLE OPTION DEC 20. 2002 § 9.21 XSEKPA-BL-Z NOK PUT USD CALL NOK - 129,540,000 USD - 17,000,000.00 USD - 750,880.00 - 750,880.00 - 203,752.17 547,127.83 FX EUROPEAN STYLE OPTION DEC 20, 2002 § 7.62 XNOKPA-BH-Z CHF PUT USD CALL CHF - 17,940,000 USD - 12,000,000.00 USD - 380,534.12 - 380,534.12 - 170,295.09 210,239.03 FX EUROPEAN STYLE OPTION JAN 07, 2003 § 1.495 XCHFPA-CA-Z NOK PUT USD CALL NOK - 127,755,000 USD - 17,000,000.00 USD - 781,090.00 - 781,090.00 - 359,793.85 421,296.15 FX EUROPEAN STYLE OPTION JAN 07, 2003 Q 7.515 XNOKPA-BS-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00030290 Chase CONFIDENTIAL SDNY_GM_00299488 EFTA01505310