EFTA01505096

07 12002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 32 of 52 FINANCIAL TRUST COMPANY INC July 01, 2002 - July 31, 2002 Swiss Franc Activity by Date continued Statement Realized Amount' Amount USD Date Tyne Quantity Description thiliVLOSS USD Jul 15 Fwd FX Ctrct - 20,000,000 SETTLE FORWARD CURRENCY CONTRACT 29,667,940.00 20,313,550.15 BUY CHF SELL USD CONTRACT RATE : 1.483397000 TRADE 6/2602 VALUE 7/15/02 Jul 17 Fwd FX Ctrct - 10,000,000 SETTLE FORWARD CURRENCY CONTRACT 14,975,000.00 10,304,844.48 BUY CHF SELL USD CONTRACT RATE : 1.497500000 TRADE 7/08102 VALUE 7/17/02 Jul 17 Fwd FX Ctrct 10,101,180.44 SETTLE FORWARD CURRENCY CONTRACT - 14,975,000.00 - 10,304,844.48 BUY USD SELL CHF CONTRACT RATE : 1.482500000 TRADE 7/11/02 VALUE 7/17/02 Jul 24 Fwd FX Ctrct - 10,000,000 SETTLE FORWARD CURRENCY CONTRACT 15,257,000.00 10,481228.31 BUY CHF SELL USD CONTRACT RATE : 1.525700000 TRADE 8/2002 VALUE 7/24/02 Jul 24 Fwd FX Ctrct - 20,000,000 SETTLE FORWARD CURRENCY CONTRACT 29,070,000.00 19,970,459.93 BUY CHF SELL USD CONTRACT RATE : 1.453500003 TRADE 7/15102 VALUE 7/24/02 Jul 24 Spot FX 30,454,826.52 SPOT CURRENCY TRANSACTION - SALE - 44,327,000.00 - 30,454,826.52 BUY USD SELL CHF SPOT RATE : 1.455500000 TRADE 7/22102 VALUE 7/24/02 U S DOLLAR SWISS FRANC Confidential Treatment Requested by JPMorgan JPM-SDNY-00030073 Chase CONFIDENTIAL SDNY_GM_00299271 EFTA01505096