EFTA01511426

05 JPMorgan Chase Bank 2002 345 Park Avenue. New York. NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 33 of 46 FINANCIAL TRUIRMY, INC. May 01, 2002 - May 31, 2002 U S Dollar Activity by Date Settlement Date TYR< continued Quantity Deacription amount USD May 22 Write Option - 50,400,000 SEK PUT USD CALL 46,500.00 FX EUROPEAN STYLE OPTION JUN 19, 2002 10.08 WRITTEN FX OPTION PUT 50,400,000 00 SEK CALL 5,000,000.00 USD TRADE DATE 05/17/02 May 22 Purchase Opt 11,250,000 CHF CALL USD PUT - 130.000 00 FX EUROPEAN STYLE OPTION FEB 20, 2003 1.5 PURCHASED FX OPTION CALL 11,250,000.00 CHF PUT 7.500.000.00 USD TRADE DATE 05/17/02 May 22 Write Option - 12,000,000 CHF PUT USD CALL 70,000.00 FX EUROPEAN STYLE OPTION NOV 20, 2002 1.6 KNOCK OUT Q 1.5615 WRITTEN FX OPTION PUT 12,030,000 00 CHF CALL 7,500.000.00 USD TRADE DATE 05/17/02 May 22 Write Option - 50,400,000 SEK PUT USD CALL 45,500 00 FX EUROPEAN STYLE OPTION JUN 19. 2002 (6 10.08 WRITTEN FX OPTION PUT 50,400,000.00 SEK CALL 5.000.000.00 USD TRADE DATE 05/17/02 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00037252 SDNY_GM_00306450 EFTA01511426