EFTA01511403

05 12002 Account Number- FINANCIAL TRUST COMPANY, INC. JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 Asset Account Portfolio May 01, 2002 - May 31, 2002 Outstanding Foreign Exchange Contracts JPMorgan Private Bank Page 10 of 46 Net Currency Exposure Swiss Franc Summary vans. In Currency Gain/Loss Summary Total Unrealized Open Value in USD 755,488.63 39,587,500.00 Euro Currency 20,000,000.00 Total Unrealized Gain/Loss 755,488.63 Pound Sterling - 9,201,920.75 Norwegian Krone 82,525,000.00 U S Dollar - 40,008,848.17 Foreign Exchange Contracts Settlement Trade Date Dale tummy Amount Counter Cummcy Cant., Amount Contact Rate Current Market Feminine,* Nalle Van ReceenMas (ISO Market Value Payablos (ISO Unvoiced Oatraoss USD SPECULATIVE USD USD - 25,189,849.39 137,414.70 1.5802 1.5828 1.566104 1.566104 25,416,575.63 137,414.70 25,189,849.39 138,879.66 226,726.24 - 1,464.96 SWISS FRANC - U S DOLLAR May. 23 02 Jun. 24 02 CHF 39,805,000.00 May. 24 02 Jun. 24 02 CHF - 217,500.00 Total Open 39,587,500.00 - 25,052,434.69 25,553,990.33 25,328,729.05 225,261.28 EURO CURRENCY - POUND STERLING May. 17 02 Jun. 21 02 EUR 20,000,000.00 GBP - 12,624,000.00 0.6312 1.565525 18,667,499.98 18,446,460.20 221,039.78 POUND STERLING - U S DOLLAR May. 23 02 Jun. 24 02 GBP 3,422,079.25 USD - 4,966,121.41 1.4512 1.460946 4,999,472.98 4,966,121.41 33,351.57 NORWEGIAN KRONE - U S DOLLAR May. 17 02 Jun. 24 02 NOK 82,624,000 00 USD - 10,000,000.00 8.2624 8.038571 10,278,443.69 10,000,000.00 278,443.69 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00037229 SDNY_GM_00306427 EFTA01511403