EFTA01504938

05 Inn Account Number: FINANCIAL TRUST COMPANY INC May 01, 2002 - May 31, 2002 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Asset Account Portfolio Page 8 of 28 Options Oescupeon Cusip Amount Counter Currency Counter Premium Amount Currency Premium Local Premium USD Current Merkel Value USD Unrealized 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 Chase CONFIDENTIAL JPM-SDNY-00029905 SDNY_GM_00299103 EFTA01504938