O JPMorgan Chase Bank 7 2002 345 Park Avenue. New York. NY 1015.1-1002 II3JPMorgan Private Bank Account Number: Asset Account Portfolio Page 11 of 52 FINANCIAL TRUST COMPANY INC July 01, 2002 - July 31, 2002 Oescripeon Counter Cuss; Amount Currency Counter Premium Amount Currency Premium Premium Current Woke, Unreelized Local USD Yana USD Gaintoss USD Foreign Exchange continued JPY PUT USD CALL JPY 875,000,000 USD 7,000,000.00 USD 32,390.00 32,390.00 25,103.75 - 7,286.25 FX EUROPEAN STYLE OPTION OCT 28, 2002 Q 125. XJPYPA-IW-Z Total Foreign Exchange E..chordpested wrens de veered us", market Anon at The noosed Waded nor stotonwn date Cvor.Tho-Courcpc (0 IC) op'ro an) .num - a! lid -Market tinted °Mond. agreed Soo.Important Information about Pncing end Valuations Importers( Information about Plying and Valuations Pecos some or etecn proweed by acing severs a otter =tees enich no deem reach* on not goatenteed for ocasecy a as reedetue valLes - 4,389,422.00 - 4,692,211.36 - 302,789.06 Valuations a overdepcountet denudee fransectons including colon denvetreesweteled crepoul products. have been prepared on e rockrake: Doss These yeiushons are inthaterno values es oflne oboe of business of Me dab ol (no statement end adept es olnanee agreed on *nano Mese rettoetan do not repo:sent the actual tents et when fronsoctons a secunben OGM bebought a sod a new trensecban mad be entered sego a The actual keno on anon existing transoctons a swages awe be lqucleded not the Oslo ollno abatement We do not Thee comaeleneu a actuary These vekrafrons we clamed from doddery mode's eased upon wee recognized Menus! pnnopes and*. have. wheel necassely to cotwede doe present vans of future cosh Peres. made reasonable ednates stout relevant future market coorlibcor Valuations Owed on and most a ddletent assumptan menet/ alone newts Mogen exivetury Oedema any moonstone fa (s) the ecarecy d tee most, a ostimetes wady, Pawns the veAretad (2) any errors or rendes on carpeting a dosseemnieng the valuations and (3) any uses to winch the vabatans we put Venabons We prerded for onfametron OonnontO Only On% intencin SOlefy fa you own 140 Reese ref., b Vie trace conferatten to dawn of earn Isnsecton Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00030104 SDNY_GM_00299302 EFTA01505126