EFTA01505076

07 12002 Account Number FINANCIAL TRUST COMPANY INC JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 Asset Account Portfolio July 01, 2002 - July 31, 2002 Outstanding Foreign Exchange Contracts dl JPMorgan Private Bank Page 12 of 52 Net Currency Exposure Summary rekte in Curreney GainfLoss Summary Varia aso Swiss Franc 29,832,000.00 Total Unrealized Closed 547,500.00 Pound Sterling 10,000,000.00 Total Unrealized Open - 551,530.50 Norwegian Krone 153,575,000.00 Total Unrealized GainlLoss -4,030.50 Swedish Krona 182,800,000.00 U S Dollar - 74,898,913.18 Foreign Exchange Contracts Statement Trad* Date Date Cumney Amev« Counter Currency Counter Amen: Contract Rare Current Matkat fanero Rate Marker Vake Pearvablu USO Marker Valut Payables USD Urrealaact Gaintoss USO SPECULATIVE DOLLAR SWISS FRANC - U S Jul. 11 02 Jul. 17 02 CHF - 14,975,000.00 USD 10,101,180.44 1.4825 1.482519 10,101,180.44 10,101,051.21 129.23 Jun. 21 02 Sep. 25 02 CHF 15,120,000.00 USD - 10,000,000.00 1.512 1.479427 10,220,176.31 10,000,000.00 220,176.31 Jul. 22 02 Sep. 25 02 CHF 44,327,000.00 USD - 30,517,728.06 1.4525 1.479427 29,962,285.41 30,517,728.06 - 555,442.65 Jul. 26 02 Sep. 25 02 CHF - 14,640,000.00 USD 10,000,000.00 1.464 1.479427 10,000,000.00 9,895,726.27 104,273.73 Total Open 29,832,000.00 - 20,416,547.62 60,283,642.16 60,514,505.54 - 230,863.38 POUND STERLING - U S DOLLAR Jun. 20 02 Sep. 24 02 GBP 10,000,000.00 USD - 14.925,000.00 1.4925 1.55723 15,572,300 00 14,925,000.00 647,300.00 Jul. 12 02 Sep. 24 02 GBP - 5,000,000.00 USD 7,697,500.00 1.5395 1.55723 7,697,500 00 7,786,150.00 - 88,650.00 Jul. 26 02 Sep. 24 02 GBP - 5,000.000 00 USD 7,775,000.00 1.555 1.55723 7,775.000 00 7,786.150 00 - 11,150 00 Total Closed 0.00 547,500.00 31,044,800.00 30,497,300.00 547,500.00 Jul. 11 02 Sep. 25 02 GBP 10.000.000 00 USD - 15,534,000.00 1.5534 1.557143 15,571,430 00 15.534.000 00 37.430 00 Total 10,000,000.00 - 14,986,500.00 46,616,230.00 46,031,300.00 584,930.00 Contidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00030053 SDNY_GM_00299251 EFTA01505076