EFTA01511416

05 12002 Account Number: FINANCIAL TRUST COMPANY, INC. May 01, 2002 - May 31, 2002 JPMurgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Asset Account Portfolio Page 23 of 46 Swiss Franc Activity by Date continued Settlement Date TYR< Quantity May 17 Fwd FX Ctrct May 17 Fwd FX Ctrct May 17 Fwd FX Ctrct May 17 Fwd FX Ctrct May 17 Spot FX May 24 Fwd FX Ctrct May 24 Fwd FX Ctrct - 10,000,000 - 10,000,000 5,000,000 - 5,000,000 34,713,483.14 - 34,724,320.94 10,000,000 Desenption Realized thiliVLOSS USD Amount Amount USD 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 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 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 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 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 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 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 Chase CONFIDENTIAL JPM-SDNY-00037242 SDNY_GM_00306440 EFTA01511416