EFTA01505144

07 12002 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number- Asset Account Portfolio Page 29 of 52 FINANCIAL TRUST COMPANY INC July 01, 2002 - July 31, 2002 Swiss Franc Activity by Date continued Statement Realized Amount Amount USD Date Type Quantity Desettptron GauVLoss USD Jul 10 Spot FX - 10,000,000 SPOT CURRENCY TRANSACTION -BUY 14,975,000.00 10.000.000 00 BUY CHF SELL USD SPOT RATE : 1.497500000 TRADE 7/08/02 VALUE 7/10/02 SWISS FRANC U S DOLLAR Jul 10 Spot FX - 3,000,000 SPOT CURRENCY TRANSACTION -BUY 4,491,900 00 3,000,000 00 BUY CHF SELL USD SPOT RATE: 1.497300000 TRADE 7/08/02 VALUE 7/10/02 MSS FRANC U S DOLLAR Jul 10 Spot FX 13,051,019 04 SPOT CURRENCY TRANSACTION -SALE - 19,466,900.00 - 13,051,019 04 BUY USD SELL CHF SPOT RATE: 1.491800000 TRADE 7/08/02 VALUE 7/10/02 U S DOLLAR MISS FRANC Jul 15 Fwd FX Ctrct - 25,925,016.37 SETTLE FORWARD CURRENCY CONTRACT 39,587,500.00 27,105,443.34 BUY CHF SELL USD CONTRACT RATE : 1.527000000 TRADE 6/20/02 VALUE 7/15/02 Jul 15 Fwd FX Ctrct 8,000,535.15 SETTLE FORWARD CURRENCY CONTRACT - 11,960,000.00 - 8,188,976.37 BUY USD SELL CHF CONTRACT RATE : 1.494900000 TRADE 6/27/02 VALUE 7/15/02 Jul 15 Fwd FX Chet - 7,500,000 SETTLE FORWARD CURRENCY CONTRACT 11,201,250.00 7,669,462.51 BUY CHF SELL USD CONTRACT RATE : 1.493500000 TRADE 6/26102 VALUE 7/15/02 Confidential Treatment Requested by JPMorgan JPM-SDNY-00030122 Chase CONFIDENTIAL SDNY_GM_00299320 EFTA01505144