07 12002 Account Number FINANCIAL TRUST COMPANY INC July 01, 2002 - July 31, 2002 JPMorgan Chum: Bank JPMorgan Private Bank Asset Account Portfolio Page 31 of 52 Swiss Franc Activity by Date Statement Owe Throe continued Outflow Demeription RMIrieO Amount Gain Loss USD Amount USD Jul 15 Spot FX 20,000,000 SPOT CURRENCY TRANSACTION - SALE - 29,680,000.00 - 20,000,000.00 BUY USD SELL CHF SPOT RATE : 1.484000000 TRADE 7/10/02 VALUE 7/15/02 U S DOLLAR SWISS FRANC Jul 15 Spot FX 20,000,000 SPOT CURRENCY TRANSACTION - SALE - 29,660,000.00 - 20,000,000.00 BUY USD SELL CHF SPOT RATE : 1.483000000 TRADE 7/10/02 VALUE 7/15/02 U S DOLLAR SWISS FRANC Jul 15 Spot FX 10,000,000 SPOT CURRENCY TRANSACTION - SALE - 14,922,000.00 - 10,000,000.00 BUY USD SELL CHF SPOT RATE : 1.492200000 TRADE 7/10/02 VALUE 7/15/02 U S DOLLAR SWISS FRANC Jul 15 Spot FX 13,287,655.79 SPOT CURRENCY TRANSACTION - SALE - 19,765,388.00 - 13,287,655.79 BUY USD SELL CHF SPOT RATE : 1.487500000 TRADE 7/10/02 VALUE 7/15/02 U S DOLLAR SWISS FRANC Jul 15 Fwd FX Ctrct - 17,500,000 SETTLE FORWARD CURRENCY CONTRACT 26,048,697.50 17,835,465.59 BUY CHF SELL USD CONTRACT RATE : 1.488497000 TRADE 6/2802 VALUE 7/15/02 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00030072 SDNY_GM_00299270 EFTA01505095