EFTA01504993

06 12002 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 10 of 44 Descripeon Cut's; Amount Counter Currency Coaxer Premium Amount Currency premium Local Prenuum USD COMMA/10W Yekie USD Unrealized Gruntoss USD Foreign Exchange continued CHF CALL USD PUT CHF 11,250,000 USD 7,500,000.00 USD 130,000.00 130,000.00 342,708.98 212,708.98 FX EUROPEAN STYLE OPTION FEB 20, 2003 @ 1.5 XCHFCA-BG-Z NOK CALL USD PUT NOK 280,000,000 USD 35,000,000.00 USD 469,000.00 469,000.00 2,356,502.40 1,887,502.40 FX AMERICAN STYLE OPTION NOV 20, 2002 @ 8. XNOKCA-AJ-Z CHF CALL USD PUT CHF 37,500,000 USD 25,000,000.00 USD 341,750.00 341,750.00 930,241.88 588,491.88 FX AMERICAN STYLE OPTION NOV 20. 2032 la 1.5 XCHFCA-BH-Z AUD CALL USD PUT AUD 20,000,000 USD 11,500,000.00 USD 149,000.00 149,000.00 156,676.00 7,676.00 FX AMERICAN STYLE OPTION NOV 21. 2002 @ .575 XAUDCA-AP-Z SEK PUT USD CALL SEK 102,000,000 USD - 10,000,000.00 USD - 88,000.00 - 88,000.00 - 5,746.68 82,253.32 FX EUROPEAN STYLE OPTION AUG 26, 2002 @ 10.2 XSEKPA-BE-Z SEK CALL USD PUT SEK 92,500,000 USD 10,000,000.00 USD 78,700.00 78,700.00 321,528.15 242,828.15 FX AMERICAN STYLE OPTION NOV 26.2002 @ 9.25 XSEKCA-AP-Z SEK CALL USD PUT SEK 92,500,000 USD 10,000,000.00 USD 83,900.00 83,900.00 322,504.03 238,604.03 FX AMERICAN STYLE OPTION NOV 27.2002 @ 9.25 XSEKCA-AM-Z Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00029963 SDNY_GM_00299161 EFTA01504993