07 12002 Account Number: FINANCIAL TRUST COMPANY INC July 01, 2002 - July 31, 2002 JPMorgan Chase Bank JPMorgan Private Bank Asset Account Portfolio Page 16 of 52 Trade Activity by Type continued Trade SeMetnent Date Date Type Description Currency Quantity RricoVnit Marker CoseRteceeds Tax Cost Realized Gainless USC Settled continued Jul 18 Jul 22 Buy-Back Opt GBP CALL USD PUT USD 10,000,000 - 740,000.00 76,655.00 - 663,345.00 S FX EUROPEAN STYLE OPTION JUL 18, 2002 1.49 Jul 26 Jul 30 Sell Option CHF CALL USD PUT USD - 37,500,000 928250.00 - 341,750.00 586,500,00 S FX AMERICAN STYLE OPTION NOV 20. 2002 O 1.5 Jul 26 Jul 30 Buy-Back Opt CHF PUT USD CALL USD 8,150,000 - 12,000.00 85,350.00 73,350.00 S FX EUROPEAN STYLE OPTION NOV 08, 2002 O 1,63 Jul 26 Jul 30 Purchase Opt JPY PUT USD CALL USD 875,000,000 0.46 - 32,390.00 FX EUROPEAN STYLE OPTION OCT 28, 2002 O 125. EsOrnated Dade Satitement Date Date type Description Currency Realized Gaintoss Quantity Prico•Unit Marker Costtaroceeds Tax Cost USD Pending Jul 31 Aug 2 Sell Option NOK CALL USD PUT FX AMERICAN STYLE OPTION NOV 20, 2002 @ 8. Trade Settlement Dare Date Currency Counter Counter Amount Currency Amount USD - 120,000,000 0.00 837,250.00 - 201,000.00 Contract Rate Revaluation Contracted, Revalued Realized Rare Base Amount USD Amount USD Gainless USD Settled Foreign Exchange Contracts SPECULATIVE Jul 10 02 Jul 15 02 13,287,655.79 - 19,765,388.00 1.487500 0.981849 13,287,655.79 - 13,533,302.29 - 245,646.50 Jul 22 02 Jul 24 02 30,454,826.52 - 44,327,000.00 1.455500 1.000103 30,454,826.52 - 30,451,688.24 3,138.28 SWISS FRANC - U S DOLLAR Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00030057 SDNY_GM_00299255 EFTA01505080