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 28 Trade Activity by Type Trade Settlement are Date Type continued Description Settled continued May 28May 28 Expired Opt May 28May 30 Purchase Opt May 28May 30 Write Option May 29May 29 Purchase May 30May 30 Expired Opt May 30May 30 Expired Opt May 30May 30 Expired Opt NOK PUT USD CALL FX EUROPEAN STYLE OPTION NOV 20, 2002 @ 8.25 KNOCK OUT O 8.05 Issued in USD SEK CALL USD PUT FX AMERICAN STYLE OPTION NOV 27. 2002 @ 9.25 SEK PUT USD CALL FX EUROPEAN STYLE OPTION NOV 27. 2002 O 10 KNOCK OUT O 9.75 J P MORGAN PRIME MONEY MARKET FUND INSTITUTIONAL SHARES CLASS (FUND 829) AUD PUT USD CALL FX EUROPEAN STYLE OPTION NOV 21, 2002 Q 5475 KNOCK OUT @ .569 Issued In USD CHF PUT USD CALL FX EUROPEAN STYLE OPTION NOV 20, 2002 @ 1.6 KNOCK OUT O 1.5615 Issued in USD SEK PUT USD CALL FX EUROPEAN STYLE OPTION NOV 27, 2002 O 10 KNOCK OUT O 9.75 Issued in USD Currency Quantity Priceeltrtil Market CosePteceeds Tax Cost Realized GaINLoss USD NOK 165,000,000 0.00 328,000.00 328,000.00 S USD 92,500,000 0.839 - 83,900.00 USD - 100,000,000 0.839 83,900.00 USD 20,000,000 1.00 - 20,000,000.00 AUD 20,000,000 0.00 141,000.00 141,000.00 S CHF 12,000,000 0.00 70,000.00 70,000.00 S SEK 100,000,000 0.00 83,900.00 83,900.00 S Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00029911 SDNY_GM_00299109 EFTA01504943