05 12002 Account Numbe FINANCIAL TRUST COMPANY, INC. May 01, 2002 - May 31, 2002 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Asset Account Portfolio Page 22 of 46 Account Transactions by Currency Swiss Franc Activity Summary Amount this P0.100 Ammon f0 at. Beginning Balance Credits .00 Foreign Exchange 119,417,500.00 119,417,500.00 Debits Foreign Exchange - 119,417,500.00 -119,417,500.00 Ending Balance .00 Foreign Exchange Gains/Losses 76.27 Swiss Franc Activity by Date Stuntmen? oar. run Quantify antripaon ReaSSOCI Amount GIOSLOSS (ASO Amount USD May 17 Fwd FX Ctrct - 5,000,000 SETTLE FORWARD CURRENCY CONTRACT 8,021,500.00 5,078,023.61 BUY CHF SELL USD CONTRACT RATE : 1.604300000 TRADE 5101102 VALUE 5/17/02 May 17 Fwd FX Ctrct - 5,000,000 SETTLE FORWARD CURRENCY CONTRACT 8,009,000.00 5,070,110.46 BUY CHF SELL USD CONTRACT RATE : 1.601800000 TRADE 5/01/02 VALUE 5/17/02 May 17 Fwd FX Ctrct - 5,000,000 SETTLE FORWARD CURRENCY CONTRACT 7,947,500 00 5,031,177 79 BUY CHF SELL USD CONTRACT RATE : 1.589500000 TRADE 5/06/02 VALUE 5117/02 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00037241 SDNY_GM_00306439 EFTA01511415