12 Account Number FINANCIAL TRUST COMPANY INC December 01. 2002 - December 31, 2002 JPMurgan Chase Bank 2002 345 Park Avenue. New York. NY 10154-1002 II3JPMorgan Private Bank Asset Account Portfolio Page 12 of 40 Deem/peon Counter Cusip Amount Currency Coaxer Premium Amount Currency Premium Premum Current darker unreel/zed Local USD Value USD Gruntoss USD Foreign Exchange continued P JPY CALL USD PUT FX EUROPEAN STYLE OPTION JUL 02, 2003 Q 110. XJPYCA-DA-Z JPY 200,000,000 USD 1,818,181.82 USD 165,000.00 165,000.00 0.00 - 165,000.00 Total Foreign Exchange - 1,937,638.00 - 285,773.10 1,651,864.88 Ercherse-ostur optrons we valued um() od rod Anon Al You dosed dadass to stetemem data Over. roo-Courtor (O IC)occons are vasrd a! Mdtrarket °Muss °Memos. Agreed Soo.Important IMormation about Pncing and Valuations Important InfOrmahon abOul Pneang and Valuations Pnces some of winch re peovded by aced services a Whey =tees • Non no dean eaaVo are not ouatentecd to accuracy a as reedeltoe rakes Valuations char.-thecounter &rovese transections including certain denvetreesceeled clepoul products. nave been prepared ate mictinekel bests These returthons are indaterre values In Metre close of business of die dad citrus statement end ...mot es olhermso agreed in wend Mese reivenad do not represent Theactual teems w etch trensactons a secunbea OGM bebought a sod a new grensecbene caM be entered ergb a the actual term on Mich externs trensectons a swaged axed be lqucladact not the dale of Ilbs sfelement We do not area the, comaelenese a *coney These vaaaabons we dewed from propene.),most Lased upon wee recognized Andmatonnopes and*, neve. when necessary to cstseefe ess present vales or Mune cash lbws. mete reasonable whimsies stout relevant future marred coodtom Vslustrons Oared on other most a cinema assumptau mey red awed resole Mogen expredly brawn any reeponstrely la (s) the scanty or the modes a estimates used d demand the veAretom (2) any eras a °maces as °availing a asseendebng the veheshons and (3) any uses to whet Me vedstrons me put VakrabOna we proofed laird:matron 040003.10NY a dw ink.068,0 solely ID your own 140) Reese We, to Me trade confirm...on kr deleds o emn Isnsecnon Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00030389 SDNY_GM_00299587 EFTA01505408