08 Account Numbe 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•changcAsted °peons ere vetoed using market poses at the closed business la statement dale Over The-Counkw (0 TC) optons are vowed et 1.44 Market orgeas othermse agreed See: Important Information about Pricing and Valuations. important Olonnanon about Pricing and Masers:en Rtes seer* a wench an s provided by svt,ng senoCes 0' Otter Spotty olIK31 deerriteMb. We rot gLevarteed Sy scanty a as redgieble rah.] 1lalyabons over-the<ounler ClOriveNVO transactor's inoludrog tartan demurer...0;49W depose predist2s. have been prepared on e rod-market ban These vaiLuSIOns are irate:tee vates as of the age of buSONS a the date a the ShireMent and incept as alforenso *rood di •rorrIVV. these raluatons do cot represent the actual *VMS at *Poch transachons a socurrhos could be boogie a sold a new fransactons could be entetol mlo a the act al terms on elven Mahn; bonier:bonsa securest coati be Aqueleled as of the dale Or the statement NO do not narrate then conviatorass a accuracy These vMmtons are dewed from prOptiOtary mods based open wolf rccogn.cod boenoalp000plos and no have. "then necessary to cakelat e the present value of Mute cash (Ions made reasonable *senate, about relevant &Owe market sonata's vokagons based on the rrialohY a different own vhMs may paid dila Int telutS *Nan empress?), &scrams any einpenSth,WY la (1) me accuracy of the rncaos a interaS used n dinewp the vaianons (2)any woes a Orni$5.003 Conpuhrpg a clarrinieing The valuotons and (J) My uses to whch the vatatoons se put vetiations are provided la rnerrnet.On purposes only and frie intended solely (a you own us* Anse role' to the trade 000tometson for o'ersis of each tronsochon Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00030231 SDNY_GM_00299429 EFTA01505251