EFTA01505145

07 12002 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 30 of 52 FINANCIAL TRUST COMPANY INC July 01, 2002 - July 31, 2002 Swiss Franc Activity by Date continued Settlement Realized Amount Amount USD Date type Ouannty Desenption Gamlen USD Jul 15 Fwd FX Ctrct 30,000,000 SETTLE FORWARD CURRENCY CONTRACT 0.01 - 44,592,000.00 - 30,532,009.58 BUY USD SELL CHF CONTRACT RATE : 1.486400000 TRADE 6/28/02 VALUE 7/15/02 Jul 15 Fwd FX Ctrct 20,000,000 SETTLE FORWARD CURRENCY CONTRACT 0.01 - 29,868,000.00 - 20,450,530.64 BUY USD SELL CHF CONTRACT RATE : 1.493400000 TRADE 6/28/02 VALUE 7/15/02 Jul 15 Fwd FX Ctrct - 20,000,000 SETTLE FORWARD CURRENCY CONTRACT 29,560,000.00 20,239,643.95 BUY CHF SELL USD CONTRACT RATE : 1.478000000 TRADE 7/01/02 VALUE 7/15/02 Jul 15 Fwd FX Ctrct - 10,000,000 SETTLE FORWARD CURRENCY CONTRACT 14,787,000.00 10,124,614.85 BUY CHF SELL USD CONTRACT RATE : 1.478700003 TRADE 7/01/02 VALUE 7/15/02 Jul 15 Fwd FX Ctrct - 5,000,000 SETTLE FORWARD CURRENCY CONTRACT 7,397,500.00 5,065,046.21 BUY CHF SELL USD CONTRACT RATE : 1.479500000 TRADE 7/01/02 VALUE 7/15/02 Jul 15 Fwd FX Ctrct - 5,000,000 SETTLE FORWARD CURRENCY CONTRACT 7,397,500.00 5,065,046.21 BUY CHF SELL USD CONTRACT RATE : 1.479500000 TRADE 7/01/02 VALUE 7/15/02 Jul 15 Fwd FX Ctrct - 10,000,000 SETTLE FORWARD CURRENCY CONTRACT 14,800,000.00 10,133,515.91 BUY CHF SELL USD CONTRACT RATE : 1.480000000 TRADE 7/01/02 VALUE 7/15/02 Confidential Treatment Requested by JPMorgan JPM-SDNY-00030123 Chase CONFIDENTIAL SDNY_GM_00299321 EFTA01505145