05 12002 JPMorgan Chase Bank
345 Park Avenue. New York, NY 10154-1002
JPMorgan Private Bank
Account Number: Asset Account Portfolio Page 8 of 28
FINANCIAL TRUST COMPANY INC May 01, 2002 - May 31, 2002
Options
Oescupeon Counter Counter Premium Premium Premium Current Merkel Unrealized
Cusip Amount Currency Amount Currency Local USD Value USD CatilniLost USD
Foreign Exchange
GBP PUT USD CALL GBP - 5,000,000 USD - 7,312,500.00 USD - 68,325.00 - 68,325.00 - 80,234.85 - 11,909.85
FX EUROPEAN STYLE OPTION
OCT 31, 2002 @ 1.4625
KNOCK OUT Q 1.4758
XGBPPA-FI-Z
CHF PUT USD CALL CHF - 8,150,000 USD - 5,000,000.00 USD - 85,350.00 - 85,350.00 - 56,016.99 29,333.01
FX EUROPEAN STYLE OPTION
NOV 08, 2032 @ 1.63
XCHFPA-BP-Z
CHF PUT USD CALL CHF - 8,137,500 USD - 5,000,000.00 USD - 53,750.00 - 53,750.00 - 22,701.75 31,048.25
FX EUROPEAN STYLE OPTION
AUG 08. 2002 @ 1.6275
XCHFPA-BO-Z
SEK CALL USD PUT SEK 65,325,000 USD 6,500,000.00 USD 82,000.00 82,000.00 228,894.23 146,894.23
FX EUROPEAN STYLE OPTION
AUG 12, 2032 42 10.05
XSEKCA-AO•Z
NOK PUT USD CALL NOK - 189,200,000 USD - 22,000,000.00 USD - 482,000.00 - 482,000.00 - 207,913.77 274,086.23
FX EUROPEAN STYLE OPTION
NOV 14.2002 @ 8.6
XNOKPA-AT-Z
SEK PUT USD CALL SEK - 50,400,000 USD - 5,000,000.00 USD - 45,500.00 - 45,500.00 - 4,584.89 40,915.11
FX EUROPEAN STYLE OPTION
JUN 19. 2002 C 10.08
XSEKPA-BD-Z
Confidential Treatment Requested by JPMorgan JPM-SDNY-00029933
Chase
CONFIDENTIAL SDNY_GM_00299131
EFTA01504965