07 12002 Account Number: 0 30171.00.5 FINANCIAL TRUST COMPANY INC July 01, 2002 - July 31, 2002 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Asset Account Portfolio Page 21 of 52 Euro Currency Activity by Date Statement Dare type continued Quantity Description Realized Amount thiliVLOSS USD Amount USD Jul 15 Spot FX 19,800,000 SPOT CURRENCY TRANSACTION - SALE - 20,000,000.00 - 19,800,000.00 BUY USD SELL EUR SPOT RATE : 0.990000000 TRADE 7/10/02 VALUE 7/15/02 U S DOLLAR EURO PRINCIPAL CURRENCY Jul 15 Fwd FX Ctrct - 19,751,760 SETTLE FORWARD CURRENCY CONTRACT 20,000,000.00 20,123,000.02 BUY EUR SELL USD CONTRACT RATE : 0.987588000 TRADE 6/26/02 VALUE 7/15/02 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00030114 SDNY_GM_00299312 EFTA01505136