EFTA01505454.pdf

12 2002 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 II3JPMorgan Private Bank Account Number: Asset Account Portfolio Page 18 of 40 FINANCIAL TRUST COMPANY INC December 01, 2002 - December 31, 2002 Trace Settlement Realized Date Oate TM* Description Cunency Quantity Primal/nit Marker CeseProceeds Tax Cost Gainless USO Settled continued Dec 16 Dec 18 Assign FX Opt NOK CALL USD PUT USD 75,000.000 0.00 54,000.00 54,000.00 S FX EUROPEAN STYLE OPTION DEC 16, 2002 O 7.3 Dec 16 Dec 18 Write Option NOK PUT USD CALL USD - 71,700,000 1.76 175,758.00 FX EUROPEAN STYLE OPTION SEP 16. 2003 @ 7.17 KNOCK OUT Q 7.05 Dec 16 Dec 18 Write Option NOK PUT USD CALL USD - 72,000,000 2.23 222,500.00 FX EUROPEAN STYLE OPTION MAR 14, 2003 O 7.2 Dec 16 Dec 18 FX Opt Asgn'D SPOT CURRENCY TRANSACTION USD - 75,000,000 7.30 10,273,972.60 - 10,283,258.01 - 9,285.41 S SETTLEMENT OF ASSIGNED FX OPTION SELL NOK BUY USD Dec 17 Dec 19 Write Option CHF PUT USD CALL USD - 7,162,500 0.82 41,100.00 FX EUROPEAN STYLE OPTION JAN 07, 2003 @ 1.4325 Dec 17 Dec 19 Write Option GBP PUT USD CALL USD - 5,000,000 0.55 43,863.00 FX EUROPEAN STYLE OPTION JAN 07, 2003 Q 1.595 Dec 17 Dec 17 Expired Opt NOK PUT USD CALL USD 14,800,000 0.00 13,500.00 13,500.00 S FX EUROPEAN STYLE OPTION DEC 17, 2002 O 7.4 Dec 17 Dec 17 Expired Opt NOK PUT USD CALL NOK 55,125,000 0.00 176519.00 175,519.00 S FX EUROPEAN STYLE OPTION SEP 11, 2003 O 735 KNOCK-OUT 7.15 Issued in USD Dec 17 Dec 19 Write Option SEK PUT USD CALL USD - 44,250,000 0.94 47,000.00 FX EUROPEAN STYLE OPTION JAN 07. 2003 Q 8.85 Confidential Treatment Requested by JPMorgan JPM-SDNY-00030435 Chase CONFIDENTIAL SDNY_GM_00299633 EFTA01505454