07 12003 Account Number FINANCIAL TRUST COMPANY INC July 01, 2003 - July 31, 2003 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Asset Account Portfolio Page 33 of 64 Euro Currency Activity by Date continued Settlement Date Tyne Quantity Jul 10 Fwd FX Ctrct Jul 10 Fwd FX Ctrct Jul 10 Fwd FX Ctrct Jul 10 Fwd FX Ctrct Jul 10 Fwd FX Ctrct Jul 10 Fwd FX Ctrct Jul 10 Fwd FX Ctrct 5,413,573.64 14,528,901.03 11,558,359.74 1,627,803.88 14,477,839.40 8,631,149.97 - 16,840,362.32 Desenption Realized thiliVLOSS USD Amount Amount USD SETTLE FORWARD CURRENCY CONTRACT - 5,000,000.00 - 5,671,828.03 BUY USD SELL EUR CONTRACT RATE : 1.082714700 TRADE 3/12/03 VALUE 7110/03 SETTLE FORWARD CURRENCY CONTRACT - 12,500,000.00 - 14,179,570.07 BUY USD SELL EUR CONTRACT RATE : 1.162312100 TRADE 6/06103 VALUE 7110/03 SETTLE FORWARD CURRENCY CONTRACT - 10,000,000.00 - 11,343,656.06 BUY USD SELL EUR CONTRACT RATE : 1.155836000 TRADE 6/04103 VALUE 7/10/03 SETTLE FORWARD CURRENCY CONTRACT - 0.01 - 1,500,000.00 - 1,701,548.40 BUY USD SELL EUR CONTRACT RATE : 1.085202600 TRADE 3/12/03 VALUE 7110103 SETTLE FORWARD CURRENCY CONTRACT - 12,500,000.00 - 14,179,570.07 BUY USD SELL EUR CONTRACT RATE : 1.158227200 TRADE 6/06/03 VALUE 7/10/03 SETTLE FORWARD CURRENCY CONTRACT -0.01 - 7,500,000.00 - 8,507,742.04 BUY USD SELL EUR CONTRACT RATE : 1.150820000 TRADE 6406/03 VALUE 7/10/03 SETTLE FORWARD CURRENCY CONTRACT 15,000,000.00 17,015,484.09 BUY EUR SELL USD CONTRACT RATE : 1.122690800 TRADE 5/07/03 VALUE 7/10/03 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00030986 SDNY_GM_00300184 EFTA01506000