09 Account Numbe FINANCIAL TRUST COMPANY INC September 01, 2002 - September 30, 2002 JPMorgan Chase Bank 2002 345 Park Avenue. New York, NY 10154-1002 il3 JPMorgan Private Bank Asset Account Portfolio Page 20 of 36 Account Transactions by Currency Pound Sterling Activity Summary Amount This Period Amount so an Beginning Balance Credits .25 Foreign Exchange 20,000,000.00 69,063,079.25 Debits Foreign Exchange - 20,000,000.00 - 69,063,079 00 Ending Balance .25 Foreign Exchange GainslLosses - .01 Pound Sterling Activity by Date Settlement are Type Quantity Description Realize° GairVLoss1.1.50 Amount Amount USD Sep 24 Fwd FX Ctrct - 14,925,000 SETTLE FORWARD CURRENCY CONTRACT 10,000,000.00 15,571,000.01 BUY GBP SELL USD CONTRACT RATE : 1.492500000 TRADE 6/20/02 VALUE 9/24/02 Sep 24 Fwd FX Ctrct 7,697,500 SETTLE FORWARD CURRENCY CONTRACT - 0.01 - 5,000,000.00 - 7,785,500.00 BUY USD SELL GBP CONTRACT RATE : 1.539500000 TRADE 7/12/02 VALUE 9/24/02 Sep 24 Fwd FX Ctrct 7,775,000 SETTLE FORWARD CURRENCY CONTRACT - 5.000.000.00 - 7,785,500.00 BUY USD SELL GBP CONTRACT RATE : 1.555000000 TRADE 7/26/02 VALUE 9/24/02 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00030265 SDNY_GM_00299463 EFTA01505285