05 12002 Account Numbe FINANCIAL TRUST COMPANY INC May 01, 2002 - May 31, 2002 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Asset Account Portfolio Page 9 of 28 Description Cupp Arnow,: Counter Currency Coaxer Premium Amount Currency Premium Local Premium USD Current.%)Met Yekre USD Unreelized Grantees USD Foreign Exchange continued CHF CALL USD PUT CHF 11,250,000 USD 7,500,000.00 USD 130,000.00 130,000.00 150,272.89 20,272.89 FX EUROPEAN STYLE OPTION FEB 20. 2003 @ 1.5 XCHFCA-BG-Z SEK PUT USD CALL SEK - 50,400,000 USD - 5,000,000.00 USD - 46,500.00 - 46,500.00 - 4,584.89 41,915.11 FX EUROPEAN STYLE OPTION JUN 19, 2002 @ 10.08 XSEKPA-BC-Z NOK CALL USD PUT NOK 280,000,000 USD 35,000,000.00 USD 469,000.00 469,000.00 661,136.00 192,136.00 FX AMERICAN STYLE OPTION NOV 20.2002 @ 8 XNOKCA-AJ-Z CHF PUT USD CALL CHF - 39,625,000 USD - 25,000,000.00 USD - 235,000.00 - 235,000.00 - 186,569.95 48,430.05 FX EUROPEAN STYLE OPTION NOV 20.2002 @ 1.585 XCHFPA-BS-Z CHF CALL USD PUT CHF 37,500,000 USD 25,000,000.00 USD 341,750.00 341,750.00 340,602.00 - 1,148.00 FX AMERICAN STYLE OPTION NOV 20, 2002 @ 1.5 XCHFCA-BH-Z AUD CALL USD PUT AUD 20,000,000 USD 11,500,000.00 USD 149,000.00 149,000.00 177,174.00 28,174.00 FX AMERICAN STYLE OPTION NOV 21. 2002 @ .575 XAUDCA-AP-Z SEK PUT USD CALL SEK - 102,000,000 USD - 10,000,000.00 USD - 88,000.00 - 88,000.00 - 66,405.06 21,594.94 FX EUROPEAN STYLE OPTION AUG 26. 2002 @ 10.2 XSEKPA-BE-Z Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00029934 SDNY_GM_00299132 EFTA01504966