12 Account Number: FINANCIAL TRUST COMPANY INC December 01, 2002 - December 31, 2002 JPMorgan Chase Bank 2002 345 Park Avenue. New York, NY 10154-1002 II3JPMorgan Private Bank Asset Account Portfolio Page 18 of 40 Trace Settlement Date Oate TM* Description Settled continued Dec 16 Dec 18 Assign FX Opt NOK CALL USD PUT FX EUROPEAN STYLE OPTION DEC 16, 2002 O 7.3 Dec 16 Dec 18 Write Option NOK PUT USD CALL FX EUROPEAN STYLE OPTION SEP 16. 2003 @ 7.17 KNOCK OUT Q 7.05 Dec 16 Dec 18 Write Option NOK PUT USD CALL FX EUROPEAN STYLE OPTION MAR 14, 2003 O 7.2 Dec 16 Dec 18 FX Opt Asgn'D SPOT CURRENCY TRANSACTION SETTLEMENT OF ASSIGNED FX OPTION SELL NOK BUY USD Dec 17 Dec 19 Write Option CHF PUT USD CALL FX EUROPEAN STYLE OPTION JAN 07, 2003 @ 1.4325 Dec 17 Dec 19 Write Option GBP PUT USD CALL FX EUROPEAN STYLE OPTION JAN 07, 2003 Q 1.595 Dec 17 Dec 17 Expired Opt NOK PUT USD CALL FX EUROPEAN STYLE OPTION DEC 17, 2002 O 7.4 Dec 17 Dec 17 Expired Opt NOK PUT USD CALL FX EUROPEAN STYLE OPTION SEP 11, 2003 O 735 KNOCK-OUT 7.15 Issued in USD Dec 17 Dec 19 Write Option SEK PUT USD CALL FX EUROPEAN STYLE OPTION JAN 07. 2003 Q 8.85 Cunency Quantity Primal/nit Marker C eseProceeds Tax Cost Realized Gainless USO USD 75,000.000 0.00 54,000.00 54,000.00 S USD - 71,700,000 1.76 175,758.00 USD - 72,000,000 2.23 222,500.00 USD - 75,000,000 7.30 10,273,972.60 - 10,283,258.01 - 9,285.41 S USD - 7,162,500 0.82 41,100.00 USD - 5,000,000 0.55 43,863.00 USD 14,800,000 0.00 13,500.00 13,500.00 S NOK 55,125,000 0.00 176519.00 175,519.00 S USD - 44,250,000 0.94 47,000.00 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00030475 SDNY_GM_00299673 EFTA01505493