EFTA01505175

08 Account Number: 0 30171.00.5 FINANCIAL TRUST COMPANY INC August 01, 2002 - August 31, 2002 JPMorgan Chase Bank 2002 345 Park Avenue, New York, NY 10154-1002 II3JPMorgan Private Bank Asset Account Portfolio Page 9 of 25 Options Descripzon Cusip Amount Counter Currency Counter Premlum Amount Currency Pieinlum Local Premium USD Conant Media Value MD Unrealized GaMILOSe USD Foreign Exchange NOK PUT USD CALL NOK - 189,200,000 USD - 22,000,000.00 USD - 482,000.00 - 482,000.00 - 2,170.12 479,829.88 FX EUROPEAN STYLE OPTION NOV 14.2002 @ 8.6 XNOKPA-AT-Z NOK PUT USD CALL NOK - 38,750,000 USD - 5,000,000.00 USD - 314,600.00 - 314,600.00 - 146,592.41 168,007.59 FX EUROPEAN STYLE OPTION MAR 10, 2003 @ 7.75 XNOKPA-AZ-Z NOK PUT USD CALL NOK - 158,000,000 USD - 20,000,000.00 USD - 632,000.00 - 632,000.00 - 194,539.08 437,460.92 FX EUROPEAN STYLE OPTION DEC 18. 2002 @ 7.9 XNOKPA-BU-Z SEK PUT USD CALL SEK - 18,420,000 USD - 2,000,000.00 USD - 97,100.00 - 97,100.00 - 82,481.44 14,618.56 FX EUROPEAN STYLE OPTION DEC 20, 2002 @ 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 - 422,911.83 327,968.17 FX EUROPEAN STYLE OPTION DEC 20.2002 @ 7.62 XNOKPA-BH-Z CHF PUT USD CALL CHF - 17,940,000 USD - 12,000,000.00 USD - 380,534.12 - 380,534.12 - 284,073.62 96,460.50 FX EUROPEAN STYLE OPTION JAN 07, 2003 @ 1.495 XCHFPA-CA-Z Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00030154 SDNY_GM_00299352 EFTA01505175