05 12002 Account Number I FINANCIAL TRUST COMPANY, INC. JPMorgan Chase Bank 345 Park Avenue. New York. NY 10154-1002 Asset Account Portfolio May 01, 2002 - May 31, 2002 JPMorgan Private Bank Page 11 of 46 Foreign Exchange Contracts continued Settlement Trade are One Cunene May. 17 02 Jun. 24 02 NOK May. 20 02 Jun. 24 02 NOK Total Open Counter Amount Cunene OWN& Amount Comma Rate Current Matra Foamed Rats Market Value Rocentslos (ISO Market Value PS Wei (ASO 82,525,000.00 USD - 82.624.000.00 USD 82,525,000.00 - 10,021,859.25 10,031.567.18 - 9,990,292.07 8.2345 8.038571 8.2364 8.038571 10,266,128.07 10,031.567.18 30,576,138.94 10,021,859.25 10,278,443.69 30,300,302.94 Unrealized &mkt OSS USO 244,268.82 - 246.876.51 275,836.00 Total Foreign Exchange Contracts 79,797,102.23 79,041,613.60 755,488.63 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00037230 SDNY_GM_00306428 EFTA01511404