EFTA01505087

07 12002 Account Number: FINANCIAL TRUST COMPANY INC July 01, 2002 - July 31, 2002 JPMurgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Asset Account Portfolio Page 23 of 52 Norwegian Krone Activity by Date continued Settlement Date type Quantity Jul 15 Fwd FX Ctrct Jul 15 Fwd FX Ctrct Jul 15 Fwd FX Ctrct Jul 15 Fwd FX Ctrct Jul 15 Fwd FX Ctrct - 10,759,452.41 9,977,429.63 15,000,000 6,258,097.24 - 20.000,000 Deacription Realized thiliVLOSS USD amount Amount USD 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 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 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 SETTLE FORWARD CURRENCY CONTRACT - 0.01 - 46,144,080.00 - 6,299,361.10 BUY USD SELL NOK CONTRACT RATE : 7.373500000 TRADE 7/09/02 VALUE 7/15/02 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 Chase CONFIDENTIAL JPM-SDNY-00030064 SDNY_GM_00299262 EFTA01505087