05 12002 Account Number: FINANCIAL TRUST COMPANY, INC. JPMorgan Chase Bank 345 Park Avenue. New York. NY 10154-1002 Asset Account Portfolio May 01, 2002 - May 31, 2002 Account Transactions by Currency Pound Sterling Activity Summary Amount this P— Amount to Ono Beginning Balance .00 Credits Foreign Exchange 6,844,158 50 6,844,158 50 Debits Foreign Exchange - 6,844,158 50 - 6,844,158 50 Ending Balance .00 JPMorgan Private Bank Page 20 of 46 Pound Sterling Activity by Date Statement Date Type Damnify Destelpeon Realized Amount Gantt ass USD amount USD May 17 Fwd FX Ctrct - 5,000,000 SETTLE FORWARD CURRENCY CONTRACT 3,422,079 25 4,999,144.52 BUY GBP SELL USD CONTRACT RATE : 1.461100000 TRADE 5101102 VALUE 5117/02 May 17 Spot FX 4,984,600.64 SPOT CURRENCY TRANSACTION - SALE - 3,422,079.25 - 4.984.600.64 BUY USD SELL GBP SPOT RATE : 1.456600000 TRADE 5115/02 VALUE 5117/02 U S DOLLAR POUND STERLING May 24 Fwd FX Ctrct - 4,983,916.22 SETTLE FORWARD CURRENCY CONTRACT 3,422,079 25 4,986,996 14 BUY GBP SELL USD CONTRACT RATE : 1.456400000 TRADE 5/15102 VALUE 5/24/02 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00037239 SDNY_GM_00306437 EFTA01511413