1002 Asset Account Portfolio May 01, 2002 - May 31, 2002 Page 18 of 28 U S Dollar Activity by Date Type continued Quantity Description May 30 Purchase Opt 20,000,000 AUD CALL USD PUT FX AMERICAN STYLE OPTION NOV 27, 2002 @ .574 PURCHASED FX OPTION CALL 20,000,000.00 AUD PUT 11,480,000.00 USD TRAD

ent Date Type Settled continued Jul 18 Jul 22 Buy-Back Opt GBP CALL USD PUT Jul 26 Jul 30 Sell Option Jul 26 Jul 30 Buy-Back Opt Jul 26 Jul 30 Purchase Opt FX EUROPEAN STYLE OPTION JUL 18, 2002 8 1.49 CHF CALL USD PUT FX AMERICAN STYLE OPTION NOV 20, 2002 8 1.5 CHF PUT USD CALL FX EUROPEAN STYLE O

00,000 NORWEGIAN KRONE NOK PUT USD CALL FX EUROPEAN STYLE OPTION NOV 14, 2002 8 8.6 REPURCHASE OF WRITTEN FX OPTION TRADE DATE 09/25/02 Sep 27 Purchase Opt 156,660,000 HKD PUT USD CALL FX EUROPEAN STYLE OPTION SEP 23, 2004 8 7.833 PURCHASED FX OPTION PUT 156,660,000.00 HKD CALL 20,000,000.00 USD T

AN STYLE OPTION JUL 11, 2003 @ 6.93 KNOCK-OUT @ 6.82 WRITTEN FX OPTION PUT 69,300,000.00 NOK CALL 10,000,000.00 USD TRADE DATE 01/13/03 Jan 15 Purchase Opt 67,500,000 NOK CALL USD PUT FX EUROPEAN STYLE OPTION JUL 11, 2003 @ 6.75 PURCHASED FX OPTION CALL 67,500,000.00 NOK PUT 10,000,000.00 USD TRAD

STYLE OPTION DEC 01, 2003 @ .703 KNOCK IN @ .72 EUR PUT USD CALL FX EUROPEAN STYLE OPTION DEC 01, 2003 @ 1.1375 NZD PUT USD CALL Nov 7 Nov 12 Purchase Opt FX EUROPEAN STYLE OPTION DEC 01, 2003 @ .61 KNOCK IN @ .59 EUR PUT USD CALL FX EUROPEAN STYLE OPTION DEC 01, 2003 @ 1.1375 EUR BINARY ONE-TOUC

STYLE OPTION DEC 01, 2003 @ .703 KNOCK IN @ .72 EUR PUT USD CALL FX EUROPEAN STYLE OPTION DEC 01, 2003 @ 1.1375 NZD PUT USD CALL Nov 7 Nov 12 Purchase Opt FX EUROPEAN STYLE OPTION DEC 01, 2003 @ .61 KNOCK IN @ .59 EUR PUT USD CALL FX EUROPEAN STYLE OPTION DEC 01, 2003 @ 1.1375 EUR BINARY ONE-TOUC

count Portfolio September 01, 2003 - September 30, 2003 Page 62 of U S Dollar 72 Activity by Date Type continued Quantity Description Sep 24 Purchase Opt 2,220,000,000 JPY CALL USD PUT FX EUROPEAN STYLE OPTION OCT 22, 2003 a 111. PURCHASED FX OPTION CALL 2,220,000,000.00 JPY PUT 20,000,000.00 USD

FX DEPOSIT 100% PRINCIPAL PROTECTED IN HUF JP MORGAN CHASE LONDON MATURITY 02/20/2004 Feb 23 Feb 25 Purchase Opt THB CALL USD PUT Feb 23 Feb 25 Purchase Opt FX EUROPEAN STYLE OPTION FEB 23, 2005 @ 38. THB CALL USD PUT FX EUROPEAN STYLE OPTION FEB 23, 2005 @ 36. Trade Date Settlement Date Counter

ADLINE IS 4:30 PM EST) WTI SHORT CALL OPTION USD PUT OPTION STRIKE 50 EXPIRING 12/15/2004 SALE OF CALL OPTION ON OIL TRADE DATE 09/22/04 Sep 24 Purchase Opt 250 WTI LONG PUT OPTION USD CALL OPTION STRIKE 44 EXPIRING 12/15/2004 PURCHASE OF PUT OPTION ON OIL TRADE DATE 09/22/04 Sep 24 Sale Sep 27 Pu

ADLINE IS 4:30 PM EST) WTI SHORT CALL OPTION USD PUT OPTION STRIKE 50 EXPIRING 12/15/2004 SALE OF CALL OPTION ON OIL TRADE DATE 09/22/04 Sep 24 Purchase Opt 250 WTI LONG PUT OPTION USD CALL OPTION STRIKE 44 EXPIRING 12/15/2004 PURCHASE OF PUT OPTION ON OIL TRADE DATE 09/22/04 Sep 24 Sale Sep 27 Pu

tinued May 1 May 3 write Option May 1 May 1 Purchase May 7 May 10 write Option May 7 May 10 write Option May 8 May 13 write Option May 10May 14 Purchase Opt May 10May 14 write Option May 14May 16 write Option May 15May 15 Expired Opt NOK PUT USD CALL FX EUROPEAN STYLE OPTION MAY 30, 2002 8 8.37 J P

STYLE OPTION NOV 22, 2004 @ .68 Mar 11 Mar 15 Write Option KNOCK IN TRIGGERED @ .6625 EUR CALL USD PUT Mar 11 Mar 15 Buy-Back Opt Mar 11 Mar 15 Purchase Opt FX EUROPEAN STYLE OPTION JUL 20, 2004 @ 1.24 KNOCK IN @ 1.26 EUR PUT USD CALL FX EUROPEAN STYLE OPTION JUL 20, 2004 @ 1.23 NZD CALL USD PUT F