EFTA01505125

07 12002 Account Number: FINANCIAL TRUST COMPANY INC July 01, 2002 - July 31, 2002 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Asset Account Portfolio Page 10 of 52 Oescripoon Cusip Arnow,: Counter Currency Counter Premium Amount Currency Premium Local Prermum USD Current Market Value USD Unrealized Garntess USD Foreign Exchange continued SEK PUT USD CALL SEK - 64,470,000 USD - 7,000,000.00 USD - 339,850.00 - 339,850.00 - 389,561.91 - 49,711.91 FX EUROPEAN STYLE OPTION DEC 20, 2002 (b 9.21 XSEKPA-BL-Z NOK PUT USD CALL NOK - 129,540,000 USD - 17,000,000.00 USD - 750,880.00 - 750,880.00 - 371,170.96 379,709.04 FX EUROPEAN STYLE OPTION DEC 20.2002 O 7.62 XNOKPA-BH-Z CHF PUT USD CALL CHF - 25,415,000 USD - 17,000,000.00 USD - 539,090.00 - 539,090.00 - 359,094.13 179,995.87 FX EUROPEAN STYLE OPTION JAN 07. 2003 O 1.495 XCHFPA-CA-Z SEK PUT USD CALL SEK - 156,570,000 USD - 17,000,000.00 USD - 696,630.00 - 696,630.00 - 980,103.15 - 283,473.15 FX EUROPEAN STYLE OPTION JAN 07, 2003 O 9.21 XSEKPA-BR-Z NOK PUT USD CALL NOK 127,755,000 USD - 17,000,000.00 USD - 781,090.00 - 781,090.00 - 909,285.99 - 128,195.99 FX EUROPEAN STYLE OPTION JAN 07, 2003 O 7.515 XNOKPA-BS-Z NOK PUT USD CALL NOK 183,750,000 USD - 25,000,000.00 USD - 419,269.00 - 419,269.00 - 1,584,535.05 - 1,165,266.05 FX EUROPEAN STYLE OPTION JAN 15, 2003 @ 735 KNOCK OUT O 7.22 XNOKPA-BX-Z NOK CALL USD PUT NOK 175,000,000 USD 25,000,000.00 USD 319,697.00 319,697.00 91,661.50 - 228,035.50 FX AMERICAN STYLE OPTION JAN 15. 2003 @ 7 XNOKCA-AT-Z Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00030103 SDNY_GM_00299301 EFTA01505125