EFTA01505079

07 JPMorgan Chase Bank 2002 345 Park Avenue, New York, NY 10154-1002 Account Numbe FINANCIAL TRUST COMPANY INC II3JPMorgan Private Bank Asset Account Portfolio Page 15 of 52 July 01, 2002 - July 31, 2002 Trade Activity by Type continued Trade Settlement Date Date Type Deteriptien Settled continued Jul 9 Jul 9 Expired Opt NOK PUT USD CALL FX EUROPEAN STYLE OPTION JAN 06, 2003 @ 7.65 KNOCK OUT Q 7.40 Issued in USD Jul 10 Jul 12 Buy-Back Opt CHF PUT USD CALL FX EUROPEAN STYLE OPTION AUG 08, 2032 @ 1.6275 Jul 10 Jul 12 Sell Option NOK CALL USD PUT FX AMERICAN STYLE OPTION NOV 20. 2002 @ 8. Jul 11 Jul 15 Sell Option NOK CALL USD PUT FX AMERICAN STYLE OPTION NOV 20. 2002 @ 8. Jul 11 Jul 15 Sell Option SEK CALL USD PUT FX EUROPEAN STYLE OPTION AUG 12. 2002 @ 10.05 Jul 11 Jul 15 Sell Option SEK CALL USD PUT FX AMERICAN STYLE OPTION NOV 26, 2002 @ 9.25 Jul 11 Jul 15 Buy-Back Opt SEK PUT USD CALL FX EUROPEAN STYLE OPTION AUG 26, 2002 @ 10.2 Jul 15 Jul 17 Purchase Opt NOK CALL USD PUT FX AMERICAN STYLE OPTION JAN 15, 2003 @ 7. Jul 15 Jul 17 Write Option NOK PUT USD CALL FX EUROPEAN STYLE OPTION JAN 15, 2003 @ 7.35 KNOCK OUT @ 7.22 Cumtney Quantity Priett'Unit Market CesePteeeeds Tax Cost Realized GeINLess USD NOK 38,250,000 0.00 125,000.00 125,000.00 S USD 8,137,500 - 2,000.00 53,750.00 51,750.00 S USD - 40,000,000 381,784.00 - 67,000.00 314,784.00 S USD - 40,000,000 389,500.00 - 67,000.00 322,500.00 S USD - 65,325,000 386,884.00 - 82,000.00 304,884.00 S USD - 92,500,000 172,654.00 - 78,700.00 93,954.00 S USD 102,000,000 - 10,669.00 88,000.00 77,331.00 S USD 175,000,000 1.279 - 319,697.00 USD - 183,750,000 1.677 419,269.00 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00030056 SDNY_GM_00299254 EFTA01505079