EFTA01505138

07 12002 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 23 of 52 FINANCIAL TRUST COMPANY INC July 01, 2002 - July 31, 2002 Norwegian Krone Activity by Date continued Settlement Realized amount Amount USD Date type Quantity Deacription thiliVLOSS USD Jul 15 Fwd FX Ctrct - 10,759,452.41 SETTLE FORWARD CURRENCY CONTRACT 82,525,000.00 11,265,904.00 BUY NOK SELL USD CONTRACT RATE : 7.670000000 TRADE 6/20/02 VALUE 7/15/02 Jul 15 Fwd FX Ctrct 9,977,429.63 SETTLE FORWARD CURRENCY CONTRACT - 75,150,000.00 - 10,259,105.55 BUY USD SELL NOK CONTRACT RATE : 7.532000000 TRADE 6/27/02 VALUE 7/15/02 Jul 15 Fwd FX Ctrct 15,000,000 SETTLE FORWARD CURRENCY CONTRACT - 110,572,500.00 - 15,094,809.69 BUY USD SELL NOK CONTRACT RATE : 7.371500000 TRADE 7/09102 VALUE 7/15/02 Jul 15 Fwd FX Ctrct 6,258,097.24 SETTLE FORWARD CURRENCY CONTRACT - 0.01 - 46,144,080.00 - 6,299,361.10 BUY USD SELL NOK CONTRACT RATE : 7.373500000 TRADE 7/09102 VALUE 7/15/02 Jul 15 Fwd FX Ctrct - 20,000,000 SETTLE FORWARD CURRENCY CONTRACT 149,341,580.00 20,387,372.35 BUY NOK SELL USD CONTRACT RATE : 7.467079003 TRADE 6/26/02 VALUE 7/15/02 Confidential Treatment Requested by JPMorgan JPM-SDNY-00030116 Chase CONFIDENTIAL SDNY_GM_00299314 EFTA01505138