EFTA01505093

07 12002 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Numbe Asset Account Portfolio Page 29 of 52 FINANCIAL TRUST COMPANY INC July 01, 2002 July 31, 2002 Swiss Franc Activity by Date continued Statement Realized Amount Amount USD Date Type Quantity Desettptron GauVLoss USD Jul 10 Spot FX - 10,000,000 SPOT CURRENCY TRANSACTION -BUY 14,975,000.00 10.000.000 00 BUY CHF SELL USD SPOT RATE : 1.497500000 TRADE 7/08/02 VALUE 7/10/02 SWISS FRANC U S DOLLAR Jul 10 Spot FX - 3,000,000 SPOT CURRENCY TRANSACTION -BUY 4,491,900 00 3,000,000 00 BUY CHF SELL USD SPOT RATE: 1.497300000 TRADE 7/08/02 VALUE 7/10/02 MSS FRANC U S DOLLAR Jul 10 Spot FX 13,051,019 04 SPOT CURRENCY TRANSACTION -SALE - 19,466,900.00 - 13,051,019 04 BUY USD SELL CHF SPOT RATE: 1.491600000 TRADE 7/08/02 VALUE 7/10/02 U S DOLLAR MISS FRANC Jul 15 Fwd FX Ctrct - 25,925,016.37 SETTLE FORWARD CURRENCY CONTRACT 39,587,500.00 27,105,443.34 BUY CHF SELL USD CONTRACT RATE : 1.527000000 TRADE 6/20/02 VALUE 7/15/02 Jul 15 Fwd FX Ctict 8,000,535.15 SETTLE FORWARD CURRENCY CONTRACT - 11,960,000.00 - 8,188,976.37 BUY USD SELL CHF CONTRACT RATE : 1.494900000 TRADE 6/27/02 VALUE 7/15/02 Jul 15 Fwd FX Ctict - 7,500,000 SETTLE FORWARD CURRENCY CONTRACT 11,201,250.00 7,669,462.51 BUY CHF SELL USD CONTRACT RATE : 1.493500000 TRADE 6/26102 VALUE 7/15/02 Confidential Treatment Requested by JPMorgan JPM-SDNY-00030070 Chase CONFIDENTIAL SDNY_GM_00299268 EFTA01505093