EFTA01505128

07 I2002 JPMorgan Chase Bank 345 Park Avenue, New York. NY 10154-1002 JPMorgan Private Bank Account Number: Asset Account Portfolio Page 13 of 52 FINANCIAL TRUST COMPANY INC July 01, 2002 - July 31, 2002 Foreign Exchange Contracts continued Sertlement Counter Counter arren( Marker /Makel Velde Marker Vak* Unreallzed Tahoe Ome Clem Curreney Amount Cummey ~punt Commet Ram ForwardRam Receivalkee USO AMMMOS USO ~nos* USO NORWEGIAN KRONE - U S DOLLAR Jun. 21 02 Sep. 25 02 NOK 76.950.000 00 USD • 10,000,000.00 7.695 7.682647 10,016,079 01 10,000,000.00 16,079.01 Jul 30 02 Sep. 25 02 NOK 76.625.000 00 USD - 10,000.000 00 7.6625 7.682647 9,973.775 88 10.000.000 00 - 26,224.12 Total Open 153,575,000.00 - 20,000,000.00 19,989,854.89 20,000,000.00 - 10,145.11 SWEDISH KRONA - U S DOLLAR Jun. 21 02 Sep. 25 02 SEK 93,800,000.00 USD - 10,000,000.00 9.38 9.546732 9,825,351 70 10.000,000.00 - 174,648 30 Jul. 12 02 Sep. 25 02 SEK 89,000,000.00 USD - 9,495,865.56 9.3725 9.546732 9,322,561.85 9,495,865.56 - 173,303.71 Total Open 182,800,000.00 - 19,495,865.58 19,147,913.55 19,495,865.56 - 347,952.01 Total Foreign Exchange Contracts 146,037,640.60 146,041,671.10 - 4,030.50 Contidential Treatment Requested by JPMorgan JPM-SDNY-00030106 Chase CONFIDENTIAL SDNY_GM_00299304 EFTA01505128