07 12002
JPMorgan Chase Bank
345 Park Avenue, New York, NY 10154-1002
JPMorgan Private Bank
Account Number: Asset Account Portfolio Page 10 of 52
FINANCIAL TRUST COMPANY INC July 01, 2002 - July 31, 2002
Oescripoon Counter Counter Premium Premium Prermum Current Market Unrealized
Cusip Arnow,: Currency Amount Currency Local USD Value USD Garntess USD
Foreign Exchange continued
SEK PUT USD CALL SEK - 64,470,000 USD - 7,000,000.00 USD - 339,850.00 - 339,850.00 - 389,561.91 - 49,711.91
FX EUROPEAN STYLE OPTION
DEC 20, 2002 (b 9.21
XSEKPA-BL-Z
NOK PUT USD CALL NOK - 129,540,000 USD - 17,000,000.00 USD - 750,880.00 - 750,880.00 - 371,170.96 379,709.04
FX EUROPEAN STYLE OPTION
DEC 20.2002 O 7.62
XNOKPA-BH-Z
CHF PUT USD CALL CHF - 25,415,000 USD - 17,000,000.00 USD - 539,090.00 - 539,090.00 - 359,094.13 179,995.87
FX EUROPEAN STYLE OPTION
JAN 07. 2003 O 1.495
XCHFPA-CA-Z
SEK PUT USD CALL SEK - 156,570,000 USD - 17,000,000.00 USD - 696,630.00 - 696,630.00 - 980,103.15 - 283,473.15
FX EUROPEAN STYLE OPTION
JAN 07, 2003 O 9.21
XSEKPA-BR-Z
NOK PUT USD CALL NOK 127,755,000 USD - 17,000,000.00 USD - 781,090.00 - 781,090.00 - 909,285.99 - 128,195.99
FX EUROPEAN STYLE OPTION
JAN 07, 2003 O 7.515
XNOKPA-BS-Z
NOK PUT USD CALL NOK 183,750,000 USD - 25,000,000.00 USD - 419,269.00 - 419,269.00 - 1,584,535.05 - 1,165,266.05
FX EUROPEAN STYLE OPTION
JAN 15, 2003 @ 735
KNOCK OUT O 7.22
XNOKPA-BX-Z
NOK CALL USD PUT NOK 175,000,000 USD 25,000,000.00 USD 319,697.00 319,697.00 91,661.50 - 228,035.50
FX AMERICAN STYLE OPTION
JAN 15. 2003 @ 7
XNOKCA-AT-Z
Confidential Treatment Requested by JPMorgan JPM-SDNY-00030103
Chase
CONFIDENTIAL SDNY_GM_00299301
EFTA01505125