06 12003 Account Number FINANCIAL TRUST COMPANY INC June 01, 2003 - June 30, 2003 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Asset Account Portfolio Page 27 of 51 Euro Currency Activity by Date continued Settlement Date TYR< Quantity Jun 10 Spot FX Jun 10 Spot FX Jun 12 Fwd FX Ctrct Jun 12 Fwd FX Ctrct Jun 30 Fwd FX Ctrct Jun 30 Fwd FX Ctrct - 12,897,500 13,057,000 - 5,030,000 5,483,500 - 11,838,000 5,833,500 Desenpeon Realized GetieVLOss USD Amount Amount USD SPOT CURRENCY TRANSACTION - BUY 11,000,000.00 12.897.500 00 BUY EUR SELL USD SPOT RATE : 1.172500000 TRADE 6/06(03 VALUE 6/10/03 EURO PRINCIPAL CURRENCY U S DOLLAR SPOT CURRENCY TRANSACTION - SALE - 11,000,000.00 - 13,057,000.00 BUY USD SELL EUR SPOT RATE : 1.187000000 TRADE 6/06/03 VALUE 6/10/03 U S DOLLAR EURO PRINCIPAL CURRENCY SETTLE FORWARD CURRENCY CONTRACT 5,000,000.00 5,865,102.63 BUY EUR SELL USD CONTRACT RATE : 1.006000000 TRADE 12/11/02 VALUE 6/12/03 SETTLE FORWARD CURRENCY CONTRACT - 5,000,000.00 - 5,865,102.63 BUY USD SELL EUR CONTRACT RATE : 1.096700000 TRADE 3/12/03 VALUE 6112/03 SETTLE FORWARD CURRENCY CONTRACT 10,000,000.00 11,483,693.15 BUY EUR SELL USD CONTRACT RATE : 1.183800000 TRADE 6/05/03 VALUE 6(30/03 SETTLE FORWARD CURRENCY CONTRACT - 0.01 - 5,000,000.00 - 5,741,846.57 BUY USD SELL EUR CONTRACT RATE : 1.166700000 TRADE 6/05/03 VALUE 6/30/03 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00030684 SDNY_GM_00299882 EFTA01505702