EFTA01505142

07 12002 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 27 of 52 FINANCIAL TRUST COMPANY INC July 01, 2002 - July 31, 2002 Swedish Krona Activity by Date continued Settlement Realized Amount Amount USD Date TYR< Quantity Desenption thiliVLOSS USD Jul 15 Fwd FX Ctrct - 7,258,541.78 SETTLE FORWARD CURRENCY CONTRACT 68,194,000.00 7,407,640.75 BUY SEK SELL USD CONTRACT RATE : 9.395000000 TRADE 6/20/02 VALUE 7/15/02 Jul 15 Fwd FX Ctrct 8,989,263.64 SETTLE FORWARD CURRENCY CONTRACT - 0.01 - 82,890,000.00 - 9,004,008.29 BUY USD SELL SEK CONTRACT RATE : 9.221000000 TRADE 6/27/02 VALUE 7/15/02 Jul 15 Fwd FX Ctrct - 1,000,000 SETTLE FORWARD CURRENCY CONTRACT 9,249,000.00 1,004,681.78 BUY SEK SELL USD CONTRACT RATE : 9.249000000 TRADE 6/26/02 VALUE 7/15/02 Jul 15 Fwd FX Ctrct - 20,000,000 SETTLE FORWARD CURRENCY CONTRACT 184,388,760.00 20,029,411.57 BUY SEK SELL USD CONTRACT RATE : 9.219438000 TRADE 6/26/02 VALUE 7/15/02 Jul 15 Spot FX 9,612,243.24 SPOT CURRENCY TRANSACTION - SALE - 89,941,760.00 - 9,612,243.24 BUY USD SELL SEK SPOT RATE : 9.357000000 TRADE 7/12/02 VALUE 7/15/02 U S DOLLAR SWEDISH KRONA Jul 15 Spot FX 9,534,011.78 SPOT CURRENCY TRANSACTION - SALE - 89,000,000.00 - 9,534,011.78 BUY USD SELL SEK SPOT RATE : 9.335000000 TRADE 7/12/02 VALUE 7/15/02 U S DOLLAR SWEDISH KRONA Confidential Treatment Requested by JPMorgan JPM-SDNY-00030120 Chase CONFIDENTIAL SDNY_GM_00299318 EFTA01505142