EFTA01505276

09 2002 Account Numbe FINANCIAL TRUST COMPANY INC September 01, 2002 - September 30, 2002 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Asset Account Portfolio Page 11 of 36 Description Cupp Amman Counter Currency Coaxer Premium Amami Currency Premium Local Premium USD Current lancer Value USD Unrealized Gainless USO Foreign Exchange continued P CHF CALL USD PUT CHF - 22,000,000 USD - 14,864,864.86 USD - 111,374.79 - 111,374.79 - 413,627.30 - 302,252.51 FX EUROPEAN STYLE OPTION OCT 24, 2002 (11.48 XCHFCA-CF-Z HKD PUT USD CALL HKD 156,660,000 USD 20,000,000.00 USD 312,280.00 312,280.00 127,832.99 - 184,447.01 FX EUROPEAN STYLE OPTION SEP 23, 2004 7.833 XHKOPA-AH-Z HKD CALL USO PUT HKD - 156,000,000 USD - 20,000,000.00 USD - 127,575.00 - 127,575.00 - 83,366.40 44,208 60 FX EUROPEAN STYLE OPTION SEP 23. 2004 O 7.8 XHKOCA-AC-Z P CHF PUT USD CALL CHF - 22,807,000 USD - 15,410,135.14 USD - 208,037.00 - 208,037.00 0.00 208,037.00 FX EUROPEAN STYLE OPTION NOV 21. 21;02 e 1.48 XCHFPA-CJ-2 Total Foreign Exchange - 4,380,958.41 - 2,804,174.12 1,576,784.53 Extheopeveled queen‚ ee valued umng market once. sine See d Dueness la Malernant date OveoTrte-Counler (OTC)optona are valued ee k46Naket OrIAN4 ceerveme eveed See Important Information about pricing end Mutant Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00030256 SDNY_GM_00299454 EFTA01505276