07 12002 JPMorgan Chase Bank
345 Park Avenue. New York. NY 10154-1002
JPMorgan Private Bank
Account Number Asset Account Portfolio Page 9 of 52
FINANCIAL TRUST COMPANY INC July 01, 2002 - July 31, 2002
Options
Description Counter Counter Premium PemSm Premium Current Market Unrealized
Cusip Amount Currency Amount Currency Local USD Value USD GaM/Late USD
Foreign Exchange
NOK PUT USD CALL NOK - 189,200,000 USD - 22,000,000.00 USD - 482,000.00 - 482,000.00 - 28,644.88 453,355.12
FX EUROPEAN STYLE OPTION
NOV 14, 2002 (p 8.6
XNOKPA-AT-Z
CHF CALL USD PUT CHF 11250,000 USD 7,500,000.00 USD 130.000.00 130.000.00 336,390.64 206.390.64
FX EUROPEAN STYLE OPTION
FEB 20. 2003 § 1.5
XCHFCA-BG-Z
P NOK CALL USD PUT NOK 0 USD as° USD 0.00 0.00 N/A 0.00
FX AMERICAN STYLE OPTION
NOV 20.2002 § 8.
XNOKCA-AJ-Z
SEK CALL USD PUT SEK 92,500,000 USD 10,000,000.00 USD 83,900.00 83,900.00 121,165.75 37,265.75
FX AMERICAN STYLE OPTION
NOV 27, 2002 § 9.25
XSEKCA-AM-Z
NOK PUT USD CALL NOK - 38,750,000 USD - 5,000,000.00 USD - 314,600.00 - 314,600.00 - 219,442.41 95,157.59
FX EUROPEAN STYLE OPTION
MAR 10, 2003 12 7.75
XNOKPA-AZ-Z
NOK PUT USD CALL NOK - 158,000,000 USD - 20,000,000.00 USD - 632,000.00 - 632,000.00 - 424,694.52 207,305.48
FX EUROPEAN STYLE OPTION
DEC 18, 2002 CO 7.9
XNOKPA-BU-Z
Confidential Treatment Requested by JPMorgan JPM-SDNY-00030102
Chase
CONFIDENTIAL SDNY_GM_00299300
EFTA01505124