11 12002 Account Number: FINANCIAL TRUST COMPANY INC November 01, 2002 - November 30, 2002 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Asset Account Portfolio Page 10 of 30 Description Cusip Amount Counter Currency Coumer Premium Amount Currency Premium LOW Premrum USD Curren:UMW Yolue USD Unroelized Grunion USD Foreign Exchange continued NOK PUT USD CALL NOK - 94,250,000 USD - 12,500,000.00 USD - 612,000.00 - 612,000.00 - 166,972.36 445,027.64 FX EUROPEAN STYLE OPTION MAR 19.2003 O 7.54 XNOKPA-CL-Z SEK PUT USD CALL SEK - 186,000,000 USD - 20,000,000.00 USD - 503,500.00 - 503,500.00 - 151,065.48 352,434.52 FX EUROPEAN STYLE OPTION FEB 07, 2003 Q 9.3 XSEKPA-BV-Z HKD PUT USD CALL HKD 156,660,000 USD 20,000,000.00 USD 312,280.00 312,280.00 197,322.67 - 114,957.33 FX EUROPEAN STYLE OPTION SEP 23. 2004 O 7.833 XHKOPA-AH-Z HKD CALL USD PUT HKD - 156,000,000 USD - 20,000,000.00 USD - 127,575.00 - 127,575.00 - 124,640.88 2,934.12 FX EUROPEAN STYLE OPTION SEP 23. 2004 O 7.8 XHKDCA-AC-Z NOK CALL USD PUT NOK - 59,265,000 USD - 7,902,000.00 USD - 71,821.85 - 71,821.85 - 196,522.15 - 124,700.30 FX EUROPEAN STYLE OPTION DEC 17.2002 Q 7.5 XNOKCA-BG-Z BRL CALL USD PUT BRL - 70,000,000 USD - 20,000,000.00 USD - 1,052,000.00 - 1,052,000.00 - 729,670.90 322,329.10 FX EUROPEAN STYLE OPTION FEB 03. 2003 0 3.5 XBRLCA•AA•Z NOK PUT USD CALL NOK - 14,800,000 USD - 2,000,000.00 USD - 13,500.00 - 13,500.00 - 4,976.20 8,523.80 FX EUROPEAN STYLE OPTION DEC 17.2002 O 7.4 XNOKPA-CV-Z Total Foreign Exchange - 3,850,645.73 - 1,260,922.44 2,589,723.30 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00030357 SDNY_GM_00299555 EFTA01505377