EFTA01505073

07 JPMorgan Chase Bank 2002 345 Park Avenue. New York. NY 1015.1-1002 Account Number FINANCIAL TR Options II3JPMorgan Private Bank Asset Account Portfolio Page 9 of 52 July 01, 2002 - July 31, 2002 Descremon Cusip Amount Counter Currency Counter Premium Amount Currency PemSm Local Premium USD Current Market Value USD Unrealized GaM/Late USD Foreign Exchange NOK PUT USD CALL NOK - 189,200,000 USD - 22,000,000.00 USD - 482,000.00 - 482,000.00 - 28,644.88 453,355.12 FX EUROPEAN STYLE OPTION NOV 14, 2002 (fg 8.6 XNOKPA-AT-Z CHF CALL USD PUT CHF 11250,000 USD 7,500,000.00 USD 130.000.00 130.000.00 336.390.64 206.390.64 FX EUROPEAN STYLE OPTION FEB 20. 2003 § 1.5 XCHFCA-BG-Z P NOK CALL USD PUT NOK 0 USD as° USD 0.00 0.00 N/A 0.00 FX AMERICAN STYLE OPTION NOV 20.2002 § 8. XNOKCA-AJ-Z SEK CALL USD PUT SEK 92,500,000 USD 10,000,000.00 USD 83,900.00 83,900.00 121,165.75 37,265.75 FX AMERICAN STYLE OPTION NOV 27, 2002 § 9.25 XSEKCA-AM-Z NOK PUT USD CALL NOK - 38,750,000 USD - 5,000,000.00 USD - 314,600.00 - 314,600.00 - 219,442.41 95,157.59 FX EUROPEAN STYLE OPTION MAR 10, 2003 42 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 - 424,694.52 207,305.48 FX EUROPEAN STYLE OPTION DEC 18, 2002 (T9 7.9 XNOKPA-BU-Z Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00030050 SDNY_GM_00299248 EFTA01505073