07 12002 Account Number 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 27 of 52 Swedish Krona Activity by Date continued Settlement Date TYR< Quantity Jul 15 Fwd FX Ctrct Jul 15 Fwd FX Ctrct Jul 15 Fwd FX Ctrct Jul 15 Fwd FX Ctrct Jul 15 Spot FX Jul 15 Spot FX - 7,258,541.78 8,989,263.64 - 1,000,000 - 20,000,000 9,612,243.24 9,534,011.78 Desenption Realized thiliVLOSS USD Amount Amount USD SETTLE FORWARD CURRENCY CONTRACT BUY SEK SELL USD CONTRACT RATE : 9.395000000 TRADE 6/20/02 VALUE 7/15/02 68,194,000.00 7,407,640.75 SETTLE FORWARD CURRENCY CONTRACT - 0.01 - 82,890,000.00 - 9,004,008.29 BUY USD SELL SEK CONTRACT RATE : 9.221000000 TRADE 6/27/02 VALUE 7/15/02 SETTLE FORWARD CURRENCY CONTRACT 9,249,000.00 1,004,681.78 BUY SEK SELL USD CONTRACT RATE : 9.249000000 TRADE 6/26/02 VALUE 7/15/02 SETTLE FORWARD CURRENCY CONTRACT 184,388,760.00 20,029,411.57 BUY SEK SELL USD CONTRACT RATE : 9.219438000 TRADE 6/26/02 VALUE 7/15/02 SPOT CURRENCY TRANSACTION - SALE - 89,941,760.00 - 9,612,243.24 BUY USD SELL SEK SPOT RATE : 9.357000000 TRADE 7/12/02 VALUE 7/15/02 U S DOLLAR SWEDISH KRONA SPOT CURRENCY TRANSACTION - SALE - 89,000,000.00 - 9,534,011.78 BUY USD SELL SEK SPOT RATE : 9.335000000 TRADE 7/12/02 VALUE 7/15/02 U S DOLLAR SWEDISH KRONA Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00030120 SDNY_GM_00299318 EFTA01505142