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d for instruments with no maturity and YTM on market is displayed for instr uments that mature. Cash and Short Term by Type Description Cusip/S&P/Moody's Rating Cash JP MORGAN INSTITUTIONAL PRIME MONEY INSTITUTIONAL CLASS SWEEP FUND (829) (SWEEP DEADLINE IS 4:30 PM EST) 7-Day Annualized Yield: 1.32% P
CALL USD PUT FX EUROPEAN STYLE OPTION MAR 14, 2003 8 3.6 XBRIZA-AB-2 NOK PUT USD CALL FX EUROPEAN STYLE OPTION MAR 14, 2003 8 7.2 XNOKPA-DC-2 NOK - 72,000,000 USD - 10,000,000.00 USD - 222,500.00 - 222,500.00 - 99,857.52 122,642.48 BRL - 18,000,000 USD - 5,000,000.00 USD - 200,000.00 - 200,000.00 - 265
d for instruments with no maturity and YTM on market is displayed for instr uments that mature. Cash and Short Term by Type Description Cusip/S&P/Moody's Rating Cash JP MORGAN INSTITUTIONAL PRIME MONEY INSTITUTIONAL CLASS SWEEP FUND (829) (SWEEP DEADLINE IS 4:30 PM EST) 7-Day Annualized Yield: 1.32% P
CALL USD PUT FX EUROPEAN STYLE OPTION MAR 14, 2003 8 3.6 XBRIZA-AB-2 NOK PUT USD CALL FX EUROPEAN STYLE OPTION MAR 14, 2003 8 7.2 XNOKPA-DC-2 NOK - 72,000,000 USD - 10,000,000.00 USD - 222,500.00 - 222,500.00 - 99,857.52 122,642.48 BRL - 18,000,000 USD - 5,000,000.00 USD - 200,000.00 - 200,000.00 - 265
d for instruments with no maturity and YTM on market is displayed for instr uments that mature. Cash and Short Term by Type Description Cusip/S&P/Moody's Rating Cash JP MORGAN INSTITUTIONAL PRIME MONEY INSTITUTIONAL CLASS SWEEP FUND (829) (SWEEP DEADLINE IS 4:30 PM EST) 7-Day Annualized Yield: 1.28% NOR
00.00 USD - 235,000.00 - 235,000.00 - 138,638.81 96,361.19 CHF 13,500,000 USD 10,000,000.00 USD 200,000.00 200,000.00 228,573.36 28,573.36 NOK - 72,000,000 USD - 10,000,000.00 USD - 222,500.00 - 222,500.00 - 4,947.12 217,552.88 BRL - 18,000,000 USD - 5,000,000.00 USD - 200,000.00 - 200,000.00 - 202,
Entities connected to both Moody's Rating and NOK - 72,000,000 USD

JPMorgan Chase
ORGANIZATIONJ.P. Morgan Portfolios
ORGANIZATION
Jeffrey Epstein
PERSONJPMSI Compliance Department
ORGANIZATION
Newark
LOCATION
the Internal Revenue Service
ORGANIZATIONthe JPMorgan Federal Money Market Fund
ORGANIZATIONFunds Distributor, Inc.
ORGANIZATIONOptions
ORGANIZATIONThe American Century Funds
ORGANIZATIONFAO FINANCIAL TRUST COMPANY, INC.
ORGANIZATIONAmerican Century Investment Management
ORGANIZATIONSecurities Investor Protection Corporation
ORGANIZATIONAmerican Century Funds
ORGANIZATIONthe Securities and Exchange Commission
ORGANIZATIONMXN PUT USD
ORGANIZATIONJ P MORGAN PRIME MONEY
ORGANIZATIONXNOKCA-AT-2
ORGANIZATIONXHKDPA-AH-2
ORGANIZATIONXJPYCA
ORGANIZATION