06 12002 Account Number: FINANCIAL TRUST COMPANY, INC. June 01, 2002 - June 30, 2002 JPMorgan Chase Bank JPMorgan Private Bank Asset Account Portfolio Page 6 of 16 Options Descry:4Jan Cusip Currency Amount Foreign Exchange NOK PUT USD CALL NOK - 158,000,000 FX EUROPEAN STYLE OPTION DEC 18.2002 © 7.9 GBP CALL USD PUT GBP - 10,000,000 FX EUROPEAN STYLE OPTION JUL 18 2002 1.49 Total Foreign Exchange Exchargaidad options re values, using manse picas at be efts* of&sewa for statonunt date ovor.inecounier (070) ogons n value., al " thiforMI Sat Important Inloemation abase Pricing and Valuations. unless ctlwatua agreed Counter Currency Counter Premium Amount Currency Premium Local Premium USD Current M.met Vienne USD Unrealized GelnlOgt USD USD - 20,000,000.00 USD - 632,000.00 - 632,000.00 - 419,343.06 212,656.94 USD - 14,900,000.00 USD - 76,655.00 - 76,655.00 - 350,213.30 - 273,558.30 - 708,655.00 - 769,556.36 - 60,901.36 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00037271 SDNY_GM_00306469 EFTA01511445