EFTA01504938.pdf

05 Inn JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 8 of 28 FINANCIAL TRUST COMPANY INC May 01, 2002 - May 31, 2002 Options Oescupeon Counter Counter Premium Premium Premium Current Merkel Unrealized Cusip Amount Currency Amount Currency Local USD Value USD CatilniLost USD Foreign Exchange GBP PUT USD CALL GBP - 5,000,000 USD - 7,312,500.00 USD - 68,325.00 - 68,325.00 - 80,234.85 - 11,909.85 FX EUROPEAN STYLE OPTION OCT 31, 2002 @ 1.4625 KNOCK OUT Q 1.4758 XGBPPA-FI-Z CHF PUT USD CALL CHF - 8,150,000 USD - 5,000,000.00 USD - 85,350.00 - 85,350.00 - 56,016.99 29,333.01 FX EUROPEAN STYLE OPTION NOV 08, 2032 @ 1.63 XCHFPA-BP-Z CHF PUT USD CALL CHF - 8,137,500 USD - 5,000,000.00 USD - 53,750.00 - 53,750.00 - 22,701.75 31,048.25 FX EUROPEAN STYLE OPTION AUG 08. 2002 @ 1.6275 XCHFPA-BO-Z SEK CALL USD PUT SEK 65,325,000 USD 6,500,000.00 USD 82,000.00 82,000.00 228,894.23 146,894.23 FX EUROPEAN STYLE OPTION AUG 12, 2032 42 10.05 XSEKCA-AO•Z NOK PUT USD CALL NOK - 189,200,000 USD - 22,000,000.00 USD - 482,000.00 - 482,000.00 - 207,913.77 274,086.23 FX EUROPEAN STYLE OPTION NOV 14.2002 @ 8.6 XNOKPA-AT-Z SEK PUT USD CALL SEK - 50,400,000 USD - 5,000,000.00 USD - 45,500.00 - 45,500.00 - 4,584.89 40,915.11 FX EUROPEAN STYLE OPTION JUN 19. 2002 C 10.08 XSEKPA-BD-Z Confidential Treatment Requested by JPMorgan JPM-SDNY-00029905 Chase CONFIDENTIAL SDNY_GM_00299103 EFTA01504938