EFTA01505179

08 JP51organ Chase Bank 2002 345 Park Avenue, New York, NY 10154-1002 Account Number FINANCIAL TRUST COMPANY INC Asset Account Portfolio August 01, 2002 - August 31, 2002 JPMorgan Private Bank Page 13 of 25 Foreign Exchange Contracts SelUernenl Trade Oate Owe Currency continued Amount Cotner CumMey COwner Amount COnraM Ram Current Merkel Forward Rate Markel Value Recetvaelel VSO Merkel Moe Payable* VSO unrealized OSINLOSS U:30 NORWEGIAN KRONE - U S DOLLAR Jun. 21 02 Sep. 25 02 NOK 76,950,000 00 USD -10,000,000.00 7.695 7.559600 10,179,110.36 10,000,000 00 179,110.36 Jul 30 02 Sep. 25 02 NOK 76.625.000 00 USD - 10,000.000 00 7.6625 7.559600 10,136,118.67 10,000O00 00 136,118 67 Total Open 153,575,000.00 - 20,000,000.00 20,315,229.03 20,000,000.00 315,229.03 SWEDISH KRONA - U S DOLLAR Jun. 21 02 Sep. 25 02 SEK 93,800,000,00 USD - 10,000,000.00 9.38 9.403523 9,974,985 31 10,000,000.00 - 25,014.69 Jul. 12 02 Sep. 25 02 SEK 89,000,000.00 USD - 9,495,865.56 9.3725 9.403523 9,464,538.30 9,495,865.56 - 31,327.26 Total Open 182,800,000.00 - 19,495,865.56 19,439,523.61 19,495,865.56 - 56,341.95 Total Foreign Exchange Contracts 145,866,695.11 145,647,857.50 218,837.61 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00030158 SDNY_GM_00299356 EFTA01505179