05 12002 Account Number FINANCIAL TRUST COMPANY INC May 01, 2002 - May 31, 2002 JPMorgan Chase Bank 345 Park As enue, New York, NY 10154-1002 JPMorgan Private Bank Asset Account Portfolio Page 12 of 28 Outstanding Foreign Exchange Contracts Net Currency Exposure Summary Value in Currency Euro Currency - 20,000,000 00 Gain/Loss Summary Total Unrealized Open Value in USD 12.40 Pound Sterling 12,782,000 00 Total Unrealized Gain/Loss 12.40 Swedish Krona 68,194,000 00 U S Dollar -7.000,000.00 Foreign Exchange Contracts Settlement Traci* Date Owe Currency Amount Counter Currency Counter Amount Contract Rate Current Margie: Forward Rare Markel Value Recervables USD Marne! Value PayableS USD Unrealized Gamlen USD SPECULATIVE EURO CURRENCY - POUND STERLING May 31 02 Jun. 21 02 EUR - 20,000,000 00 GBP 12,782,000.00 0.6391 1.565525 18,677,333 20 18.667.499 98 9,833 22 SWEDISH KRONA - U S DOLLAR May 30 02 Jun. 24 02 SEK 68,194,000 00 USD - 7.000.000.00 9.742 9.755687 6,990,17918 7.000,000.00 - 9.820.82 Total Foreign Exchange Contracts 25,667,512.38 25,667,499.98 12.40 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00029909 SDNY_GM_00299107 EFTA01504941