05 12002
JPMorgan Chase Bank
345 Park Avenue. New York, NY 10154-1002
JPMorgan Private Bank
Account Number: Asset Account Portfolio Page 35 of 46
FINANCIAL TRUST COMPANY, INC. May 01, 2002 - May 31, 2002
U S Dollar Activity by Date continued
Settlement
Date Type Quantity Description Amount USD
May 24 Fwd FX Ctrct 3,422,079.25 SETTLE FORWARD CURRENCY CONTRACT - 4,983,916.22
BUY GBP SELL USD
CONTRACT RATE : 1.456400000
TRADE 5/15,02 VALUE 5/24/02
May 24 Fwd FX Ctrct 55,611,000 SETTLE FORWARD CURRENCY CONTRACT - 34,724,320.94
BUY CHF SELL USD
CONTRACT RATE : 1.601500000
TRADE 5/15/02 VALUE 5/24/02
May 24 Fwd FX Ctrct - 15,806,000 SETTLE FORWARD CURRENCY CONTRACT 10,000,000.00
BUY USD SELL CHF
CONTRACT RATE : 1.580600000
TRADE 5/20/02 VALUE 5/24/02
May 24 Spot FX - 217,500 SPOT CURRENCY TRANSACTION - SALE 138,104.00
BUY USD SELL CHF
SPOT RATE : 1.574900000
TRADE 5/22/02 VALUE 5/24/02
U S DOLLAR
SWISS FRANC
May 24 Write Option - 20,000,000 AUD PUT USD CALL 141,000.00
FX EUROPEAN STYLE OPTION
NOV 21. 2002 C .5475
KNOCK OUT C .569
WRITTEN FX OPTION
PUT 20.000.000.00 AUD
CALL 10,950,000.00 USD
TRADE DATE 05/22102
Confidential Treatment Requested by JPMorgan JPM-SDNY-00037254
Chase
CONFIDENTIAL SDNY_GM_00306452
EFTA01511428