EFTA01504992

06 Inn Account Number FINANCIAL TRUST COMPANY INC June 01, 2002 - June 30, 2002 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Asset Account Portfolio Page 9 of 44 Options Descomon Cusip Amount Counter Currency Corder Premium Amount Currency Ptenflunt Local Premlum USD Current MeMet Value USD Unrealized Manton USD Foreign Exchange GBP CALL USD PUT GBP - 10,000,000 USD - 14,900,000.00 USD - 76,655.00 - 76,655.00 - 350,213.37 - 273,558.37 FX EUROPEAN STYLE OPTION JUL 18, 2002 § 1.49 XGBPCA-GW-Z NOK PUT USD CALL NOK - 158,000,000 USD - 20,000,000.00 USD - 632,000.00 - 632,000.00 - 419,342.30 212,657.70 FX EUROPEAN STYLE OPTION DEC 18.2002 § 7.9 XNOKPA-BU-Z CHF PUT USD CALL CHF -8,150,000 USD - 5,000,000.00 USD - 85,350.00 - 85,350.00 - 20,177.04 65,172.96 FX EUROPEAN STYLE OPTION NOV 08.2002 § 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 - 1,199.06 52,550.94 FX EUROPEAN STYLE OPTION AUG 08, 2002 § 1.6275 XCHFPA-80-Z SEK CALL USD PUT SEK 65,325,000 USD 6,500,000.00 USD 82,000.00 82,000.00 591,766.11 509,766.11 FX EUROPEAN STYLE OPTION AUG 12.2002 a 10.05 XSEKCA-A0-2 NOK PUT USD CALL NOK - 189,200,000 USD - 22,000,000.00 USD - 482,000.00 - 482,000.00 - 70,972.70 411,027.30 FX EUROPEAN STYLE OPTION NOV 14, 2002 § 8.6 XNOKPA-AT-Z Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00029962 SDNY_GM_00299160 EFTA01504992