EFTA01511407

05 12002 Account Number: FINANCIAL TRUST COMPANY, INC. JPMorgan Chase Bank 345 Park Avenue. New York. NY 10154-1002 Asset Account Portfolio May 01, 2002 - May 31, 2002 JPMorgan Private Bank Page 14 of 46 Trade Activity by Type continued Trade Settlement Dam Date Type Description Settled continued May 17 May 22 Purchase Opt CHF CALL USD PUT FX EUROPEAN STYLE OPTION FEB 20, 2003 @ 1.5 May 17 May 22 Write Option CHF PUT USD CALL FX EUROPEAN STYLE OPTION NOV 20. 2002 Q 1.6 KNOCK Our 0 1.5615 SEK PUT USD CALL FX EUROPEAN STYLE OPTION JUN 19, 2002 @ 10.08 May 17May 22 May 17May 22 May 20May 22 May 20May 22 May 20May 22 Write Option Write Option Purchase Opt Write Option Purchase Opt Write Option SEK PUT USD CALL FX EUROPEAN STYLE OPTION JUN 19, 2002 @ 10.08 CHF CALL USD PUT FX AMERICAN STYLE OPTION NOV 20, 2002 @ 1.5 CHF PUT USD CALL FX EUROPEAN STYLE OPTION NOV 20, 2002 @ 1.585 NOK CALL USD PUT FX AMERICAN STYLE OPTION NOV 20, 2002 @ 8 May 20May 22 NOK PUT USD CALL FX EUROPEAN STYLE OPTION NOV 20, 2002 @ 8.25 KNOCK OUT @ 8.05 May 20May 20 Expired Opt SEK PUT USD CALL FX EUROPEAN STYLE OPTION MAY 17, 2002 @ 10.24 Currency Ouarftify Price'Unit Market CostPteceeds Tax Con Realized Gainless USD USD 11,250.000 1.733 - 130,000.00 USD - 12,000,000 0.933 70,000.00 USD - 50,400,000 0.93 46,500.00 USD - 50,400,000 0.91 45,500.00 USD 37,500.000 1.367 - 341,750.00 USD - 39,625,000 0.94 235,000.00 USD 280,000.000 1.34 - 469,000.00 USD - 165,000,000 1.64 328,000.00 USD 66,560,000 0.00 21,000.00 21,000.00 S Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00037233 SDNY_GM_00306431 EFTA01511407