05 12002
JPMurgan Chase Bank
345 Park Avenue, New York, NY 10154-1002
JPMorgan Private Bank
Account Number: Asset Account Portfolio Page 23 of 46
FINANCIAL TRUST COMPANY, INC. May 01, 2002 - May 31, 2002
Swiss Franc Activity by Date continued
Settlement Realized Amount Amount USD
Date TYR< Quantity Desenption thiliVLOSS USD
May 17 Fwd FX Ctrct - 10,000,000 SETTLE FORWARD CURRENCY CONTRACT 15,830,000.00 10,021,207.22
BUY CHF SELL USD
CONTRACT RATE : 1.583000000
TRADE 5/07/02 VALUE 5117/02
May 17 Fwd FX Ctrct - 10,000,000 SETTLE FORWARD CURRENCY CONTRACT 15,820,000.00 10,014,876.71
BUY CHF SELL USD
CONTRACT RATE : 1.582000000
TRADE 5/07/02 VALUE 5117/02
May 17 Fwd FX Ctrct 5,000,000 SETTLE FORWARD CURRENCY CONTRACT - 7,978,000.00 - 5,050,485.86
BUY USD SELL CHF
CONTRACT RATE : 1.595600000
TRADE 5/07/02 VALUE 5/17/02
May 17 Fwd FX Ctrct - 5,000,000 SETTLE FORWARD CURRENCY CONTRACT 7,961,000.00 5,039,723.98
BUY CHF SELL USD
CONTRACT RATE : 1.592200000
TRADE 5/07/02 VALUE 5117/02
May 17 Spot FX 34,713,483.14 SPOT CURRENCY TRANSACTION - SALE - 55,611,000.00 - 34,713,483.14
BUY USD SELL CHF
SPOT RATE : 1.602000000
TRADE 5/15/02 VALUE 5/17/02
U S DOLLAR
SWISS FRANC
May 24 Fwd FX Ctrct - 34,724,320.94 SETTLE FORWARD CURRENCY CONTRACT 55,611,000.00 35,185,700.72
BUY CHF SELL USD
CONTRACT RATE : 1.601500000
TRADE 5/15102 VALUE 5/24/02
May 24 Fwd FX Ctrct 10,000,000 SETTLE FORWARD CURRENCY CONTRACT 76.27 - 15,806,000.00 - 10,000,632.71
BUY USD SELL CHF
CONTRACT RATE : 1.580600000
TRADE 5/20/02 VALUE 5/24/02
Confidential Treatment Requested by JPMorgan JPM-SDNY-00037242
Chase
CONFIDENTIAL SDNY_GM_00306440
EFTA01511416