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 32 of 52 Swiss Franc Activity by Date Statement Date type continued Quantity Desenption Realized Amount' thiliVLOSS USD Amount USD Jul 15 Fwd FX Ctrct - 20,000,000 SETTLE FORWARD CURRENCY CONTRACT 29,667,940.00 20,313,550.15 BUY CHF SELL USD CONTRACT RATE : 1.483397000 TRADE 6/26102 VALUE 7/15/02 Jul 17 Fwd FX Ctrct - 10,000,000 SETTLE FORWARD CURRENCY CONTRACT 14,975,000.00 10,304,844.48 BUY CHF SELL USD CONTRACT RATE : 1.497500000 TRADE 7/08102 VALUE 7/17/02 Jul 17 Fwd FX Ctrct 10,101,180.44 SETTLE FORWARD CURRENCY CONTRACT - 14,975,000.00 - 10,304,844.48 BUY USD SELL CHF CONTRACT RATE : 1.482500000 TRADE 7/11/02 VALUE 7/17/02 Jul 24 Fwd FX Ctrct - 10,000,000 SETTLE FORWARD CURRENCY CONTRACT 15,257,000.00 10,481228.31 BUY CHF SELL USD CONTRACT RATE : 1.525700000 TRADE 8/20/02 VALUE 7/24/02 Jul 24 Fwd FX Ctrct - 20,000,000 SETTLE FORWARD CURRENCY CONTRACT 29,070,000.00 19,970,459.93 BUY CHF SELL USD CONTRACT RATE : 1.453500000 TRADE 7/15/02 VALUE 7/24/02 Jul 24 Spot FX 30,454,826.52 SPOT CURRENCY TRANSACTION - SALE - 44,327,000.00 - 30,454,826.52 BUY USD SELL CHF SPOT RATE : 1.455500000 TRADE 7/22102 VALUE 7/24/02 U S DOLLAR SWISS FRANC Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00030125 SDNY_GM_00299323 EFTA01505147