11 12002 Account Number: C~ FINANCIAL TRUST COMPANY INC Trade Settlement Date Date Type Description JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 Asset Account Portfolio November 01, 2002 - November 30, 2002 Settled continued Nov 21 Nov 21 Nov 22 Nov 26 Nov 25 Nov 27 Nov 25 Nov 27 Nov 29 Nov 29 Trade Date Expired Opt Buy-Back Opt Buy-Back Opt Write Opbon Expired Opt Settlement Date CHF PUT USD CALL FX EUROPEAN STYLE OPTION NOV 21, 2002 Q 1.48 CHF CALL USD PUT FX EUROPEAN STYLE OPTION DEC 23, 2002 e 1.48 NOK CALL USD PUT FX EUROPEAN STYLE OPTION DEC 17, 2002 O 7.5 NOK PUT USD CALL FX EUROPEAN STYLE OPTION DEC 17.2002 O 7.4 MXN PUT USD CALL FX EUROPEAN STYLE OPTION NOV 28, 2002 O 10.25 Counter Currency Amount Cutrency Counter Amount JPMorgan Private Bank Page 15 of 30 Cutting, Quantity Pr~Ind Market Cossaimeeds Tax Cost Realized GaltVLoss USD USD 8,007,000 0.00 73,036.89 73,036.89 S USD 10,360,000 - 86525.00 79,250.00 - 9,275.00 S USD 15,000,000 - 37,600.00 18,178.15 - 19,421.85 S USD - 14,800,000 0.675 13,500.00 USD 102,500,000 0.00 107,000.00 107,000.00 S Contract Rate Revaluanon Rate Contracted/ Base Amount USD Revalued Amount USD Realized Gartartoss USD Settled Foreign Exchange Contracts SPECULATIVE SWISS FRANC U S DOLLAR Oct 29 02 Nov 21 02 CHF - 7,451,000.00 USD 6000,000.00 1.490200 1.467900 5,000,000.00 - 5,075,958.85 - 75,958.85 Oct 30 02 Nov 21 02 CHF - 11,908,000.00 USD 8,000,000.00 1.488500 1.467900 8,000,000.00 - 8,112,269.22 - 112,269.22 Nov 21 02 Nov 21 02 CHF 19,359,000.00 USD - 13,214,334.47 1.465000 1.465000 - 13,214,334.47 13,214,334.47 Oct 23 02 Nov 29 02 CHF 14,720,000.00 USD - 10,017,694.29 1.469400 1.483400 - 10,017,694.29 9,923,149.52 - 94,544.77 Oct 23 02 Nov 29 02 CHF 30,087,000.00 USD - 20,114,320.09 1.495800 1.483400 - 20,114,320.09 20,282,459.21 168,139.12 Oct 31 02 Nov 29 02 CHF - 44,807,000.00 USD 30,336,492.89 1.477000 1.483400 30,336,492.89 - 30,205,608.73 130,884.16 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00030332 SDNY_GM_00299530 EFTA01505352