CS011inION 5111110/ CUSP Citle WI IS) DUO MOM QOM Mar 01/37/02 02/15/02 02/21/02 J P MORGAN CHASE & CO FtEC 01/04/02 PAY 01/31432 OltdeliR & GAMBLE CO RE 01/1802 PAY 02/15/02 GOLDMAN SACHS GROUP INC REC 01/32/02 PAY 02/21832 JP1A Po GS 37.500 25.000 12.000 0.3400 0.3800 0.1200 12.750.00