EFTA01505413.pdf

12 2002 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 II3 JPMorgan Private Bank Account Numbe Asset Account Portfolio Page 17 of 40 FINANCIAL TRUST COMPANY INC December 01, 2002 - December 31, 2002 Trace Settlement ReaIced Date Date Type Description Currency Quantity Price'Unit Marker CostProceeds Tax Cost Gainless USD Settled continued Dec 11 Dec 13 Purchase Opt NOK CALL USD PUT USD 52,500.000 1.45 - 108,923.00 FX EUROPEAN STYLE OPTION DEC 11, 2003 7. Dec 11 Dec 13 Write Option NOK PUT USD CALL USD - 55,125,000 2.34 175,519.00 FX EUROPEAN STYLE OPTION SEP 11. 2003 @ 7.35 KNOCK-OUT O 7.15 Dec 11 Dec 13 Write Option USD PUT BRL CALL USD - 5,000,000 4.06 203,000.00 FX EUROPEAN STYLE OPTION MAR 12.2003 O 3.65 Dec 11 Dec 11 Sale JP MORGAN PRIME MONEY MARKET PREMIER USD - 1,288,384.26 1.00 1,288,384.26 - 1,288,384.26 CLASS SWEEP FUND (350) (SWEEP DEADLINE IS 4:30 PM EST) Dec 12 Dec 16 Buy-Back Opt CHF PUT USD CALL USD 7,475,000 - 8,000.00 158,555.88 150,555.88 S FX EUROPEAN STYLE OPTION JAN 07, 2003 @ 1.495 Dec 12 Dec 16 Purchase Opt JPY CALL USD PUT USD 575,000,000 0.98 - 49,000.00 FX EUROPEAN STYLE OPTION JUN 12, 2003 0 115. Dec 12 Dec 16 Buy-Back Opt NOK PUT USD CALL USD 38,750,000 - 18,000.00 314,600.00 296,600.00 FX EUROPEAN STYLE OPTION MAR 10.2003 7.75 Dec 12 Dec 16 Buy-Back Opt NOK PUT USD CALL USD 127,755,000 - 19,000.00 781,090.00 762,090.00 S FX EUROPEAN STYLE OPTION JAN 07, 2003 () 7.515 Dec 13 Dec 17 Write Option BRL CALL USD PUT USD - 18,000,000 4.00 200,000.00 FX EUROPEAN STYLE OPTION MAR 14, 2003 O 3.6 Dec 16 Dec 18 Buy-Back Opt NOK CALL USD PUT USD 59,265,000 - 398,258.00 71,821.85 - 326,436.15 S FX EUROPEAN STYLE OPTION DEC 17, 2002 7.5 Confidential Treatment Requested by JPMorgan JPM-SDNY-00030394 Chase CONFIDENTIAL SDNY_GM_00299592 EFTA01505413