08 Account Number: FINANCIAL TRUST COMPANY INC August 01, 2002 - August 31, 2002 JPMorgan Chase Bank 2002 345 Park Avenue. New York. NY 10154-1002 II3JPMorgan Private Bank Asset Account Portfolio Page 11 of 25 E•chengcAsted °goose& vetoed using market pees et the oboe a business fa state ern able Ovef.The-Counfev (OTC)cpbons are vak,ed et M4 -Market orgeas otherwise agreed See: Important Information abOUt Priang and ValUallan. ferpOrtan( infOnnanOn abosa PnCing and ValuaerOn$ Roes seer* a woo, are prOyrded by ort,ng sante, a tithe Spotty *MCA ne <Strife:tab. We not gLeracteed la scanty a as reegiable valise VatrabOnS Of Over-VWCOunter derwatnie transactor's inefudrOg tartan denvatoeo.rebled deeps.: prediX2s. have been prepared on a rnd-markel ban These wailthbOnli MO indMeN. veM..03 as Of :he CVOs* a DUM(1019 atne date a the stafemeW and incept as alformse agreed 'ontivq. these ralmatoos do not represent the actual Isms at eriM tr•ASOCSIOAS a secuteos cased N boughl a sod a new frensectons could be entered ado a the act al terms on el en eostog fransecbons securest mud be Aqudeled as of the dale of !Ns statement lye do rot natrant Mar completeness a OeMmaCy These vMmtons are dewed from properetary modals based upon wed FCCOgnmod foe. al prieMplOS and we have. when necessary to Caktilat 0 the potent value of future cash (has nude MO Waffle *thereto, about relevant Orrin market condtcoS Vak•bons based On *the rnale.Y a deferent awn vhMs may paid different issues Mogan empress!), diSSMS any conpcm5M,MY la (I) the accuracy of the rncaos a astenotos used n binewp the vaianons (7) any etas a 0M45.005 fri corrpohno a Mssonniemg tee vat/atom and pony uses to when the vatatons se put Yekations we provided for oforrneepon papas only and me "landed scaely (a you own use Reese rat* to the trade oonfometyon for aOrsis a each Ironsochon Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00030181 SDNY_GM_00299379 EFTA01505202