EPSTEIN
page 7 / 341 . OCR, unverified
METADATA_FILENAME: EFTA01505306.pdf
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Account Number:
FINANCIAL TRUST COMPANY INC
September 01, 2002 - September 30. 2002
JPMorgan Chase Bank
2002
345 Park Avenue, Nen York, NY 10154-1002
II3JPMorgan Private Bank
Asset Account Portfolio
Page 5 of 36
Exchange Rates
Spot Rates as of September 30, 2002
Currency
Exchange Rat.
MXN
10.2295
NOK
7.4108
SEK
9.2725
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00030286
SDNY_GM_00299484
EFTA01505306
--- SOURCE: IMAGES__0117__EFTA01505307.txt ---
METADATA_SOURCE: IMAGES0117
METADATA_FILENAME: EFTA01505307.pdf
----------------------------------------
2002
Account Number:
FINANCIAL TRUST COMPANY INC
September 01, 2002 - September 30, 2002
JPMorgan Chase Bank
345 Park Avenue, New York, NY 10154-1002
JPMorgan Private Bank
Asset Account Portfolio
Page 6 of 36
Cash and Short Term
Summary by Maturity
Current Market Value
Estimated Annual Income
USD
USD
Cash
10,010,035.12
144,645.00
Less Than 3 Months
49,268,836.78
837,570.22
Total
59,278,871.90
982,215.22
Current yield is displayed for instruments with no maturity and YTM on market is displayed for instruments that mature.
Cash and Short Term by Type
Onengken
Cusrp,S&F,Moody's Raring
Cutrancy/
Attount Typo
Quantify
Unif Cost
tete
OrrOmM
Marker
Price
Tax Cost
Original
Cunene
Marker Value USD
Esnmated
Untealaftl
Annual
GanYLASS USD
Income USD
Current
Yield'
vTAI %
Accrued inreresr USD
Cash
JP MORGAN PRIME MONEY MARKET PREMIER
USD
10,010,034.73
1.00
1.00
10,010,034.73
10,010,034.73
144,645.00
1.45
CLASS SWEEP FUND (350)
10,668.41
(SWEEP OEADLINE IS 4:30 PM EST)
7-Day Annualized Yield: 1.45%
POUND STERLING
GBP
0.25
1.56
1.5726
0.39
0.39
N/A
Total Cash
10,010,035.12
10,010,035.12
144,645.00
1.44
10,668.41
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00030287
SDNY_GM_00299485
EFTA01505307
--- SOURCE: IMAGES__0117__EFTA01505308.txt ---
METADATA_SOURCE: IMAGES0117
METADATA_FILENAME: EFTA01505308.pdf
----------------------------------------
Account Number:
FINANCIAL TRUST COMPANY INC
September 01, 2002 - September 30. 2002
JPMorgan Chum: Bank
2002
345 Park A% owe, New York, NY 1015.i-1002
II3JPMorgan
Private
Bank
Asset Account Portfolio
Page 7 of 36
Cash and Short Term by Type
continued
Description
CusinS an Moody's Rating
Currency'
Account Type
Quantity
Una Cost
Tex Con
Curren
Estimated
COMM
A
at
l
Manua
aA
d
Mama, Value USD
OVA:0CW
Annual
WOW'
Original
Price
Original
Accrued Interest USD
GemLoss USD
Income USD
Me%
Short Term by Maturity
J P MORGAN PRIME MONEY MARKET FUND
INSTITUTIONAL SHARES CLASS
(FUND 829)
7-Day Annualized Yield
1.69%
62826N-77.0
USD
49,268,836 78
1.00
1.00
49,268,836 78
49,268,836 78
68.065 23
837,570 22
1.70
Total Cash and Short Term
59,278,871.90
59,278,871.90
0.00
982,215.22
1.66
78,733.64
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00030288
SDNY_GM_00299486
EFTA01505308
--- SOURCE: IMAGES__0117__EFTA01505309.txt ---
METADATA_SOURCE: IMAGES0117
METADATA_FILENAME: EFTA01505309.pdf
----------------------------------------
Account Number
FINANCIAL TRUST COMPANY INC
September 01, 2002 - September 30. 2002
JPMorgan Chase Bank
2002
345 Park Avenue, Nen York, NY 10154-1002
il3 JPMorgan
Private
Bank
Asset Account Portfolio
Page 8 of 36
Equities
Equity Holdings in Alphabetical Order
Desorption
CucrencY
CuspSymbol
Account Type
Ouantuy
Current Market
Estimated
UM
Current Markel
Tax Cost
Value USD
UntealSed
Annual 0indend
Co.,
Price
USD Accrued Devidonds USD
GainLoss USD
Income USD
Yield".
TOO INC
890333-10-7 TOO
Total Equity
USD
800.078
23.28
18.625.815 84
NIA
N/A
800,078
18,625,815.84
0.00
0.0
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00030289
SDNY_GM_00299487
EFTA01505309
--- SOURCE: IMAGES__0117__EFTA01505310.txt ---
METADATA_SOURCE: IMAGES0117
METADATA_FILENAME: EFTA01505310.pdf
----------------------------------------
2002
Account Number:
FINANCIAL TRUST COMPANY INC
September 01, 2002 - September 30, 2002
JPMorgan Chase Bank
345 Park Avenue. New York, NY 10154-1002
JPMorgan Private Bank
Asset Account Portfolio
Page 9 of 36
Options
Description
Cusip
AlmwM
Counter
Currency
Counter Premium
Amount Currency
Premium
LOW
Aemlum
USD
Current Merkel
Value USD
Unrealized
Gain/LOH USD
Foreign Exchange
NOK PUT USD CALL
NOK
- 38,750,000
USD
- 5,000,000.00
USD
- 314,600.00
- 314,600.00
- 88,939.78
225,660.22
FX EUROPEAN STYLE OPTION
MAR 10.2003 a 7.75
XNOKPA-AZ-Z
NOK PUT USD CALL
NOK - 158,000,000
USD - 20,000,000.00
USD
- 632,000.00
- 632,000.00
- 63,858.86
568,141.14
FX EUROPEAN STYLE OPTION
DEC 18. 2002 ยง 7.9
XNOKPA-BU-Z
SEK PUT USD CALL
SEK
- 18,420,000
USD
- 2,000,000.00
USD
- 97,100.00
- 97,100.00