O JPMurgan Chase Bank 7 2002 345 Park Avenue, New York, NY 1015.1-1002 II3JPMorgan Private Bank Account Number: Asset Account Portfolio Page 11 of 52 FINANCIAL TRUST COMPANY INC July 01, 2002 - July 31, 2002 Oescripoon Counter Custp Amount Currency Coaxer Premium Amount Currency Premium Premium Current Market Unreelized Local USD Value USD Gaintoss USD Foreign Exchange continued JPY PUT USD CALL JPY 876000,000 USD 7,000,000.00 USD 32,390.00 32,390.00 25,103.75 - 7,286.25 FX EUROPEAN STYLE OPTION OCT 28, 2002 Q 125. XJPYPA-IW-Z Total Foreign Exchange Etcnanypastra moons am vetted &ono market pram at be Wed business to Statemen: date Overt RV-COL-NO, (0 IC) 00443 aq) 44Loed li d-Market unless otnerwtsto agreed Soo. Important Mormation about Pncing end Valuations Important ',Hermetic(' abed Awing and Valuations Ames some of what re paced by prang services a corner moms • non ne deem meas. are not epatenteed la accuracy a es teedeltee ekes - 4,389,422.00 - 4,692,211.36 - 302,789.06 Valuations a overdidcounter Moven. Sensectons including certain clemetreeemeled depose products. neve been prepared one met-mak& Den These raiusbons we inthaterre values as afire close of business afire date ol DW statement end incept es otherwise agreed on wenn ewe rettoetan do not repeeSent the area( teems et *tech trensectons a securees °cud be bought a sod a new trensecban mad te entered into a tne actual terms on snot existing tremectons a swages cant be lquchtded not the date Oilhia abatement We do not ante area comaeleneu a scenery ThWie vekratrOAS We domed from proprietary mode's based upon weerecognized Anteme( mooed, and*. neve. wnen necessary to ceeente tone present mere or future cash Mae made reasonable manatee stout relevant future mar Mt condemn Valuations based on other molds a deferent <mounters:rt., manned deferent resets Mogen edema, dean any reeponstbely fa (a) Me scanty or Me month a estimates used in *mono tne veAte