08 JPMorgan Chase Bank 2002 345 Park Avenue, New York, NY 10154-1002 Account Number O 78805-00-1 Asset Account Portfolio FINANCIAL TRUST COMPANY, INC. August 01, 2002 - August 31, 2002 Outstanding Foreign Exchange Contracts JPMorgan Private Bank Page 7 of 10 Net Currency Exposure Summary Gain/Loss Summary Swiss Franc U S Dollar Value ,n Currency 29,667,940.00 - 20.000.000 00 Total Unrealized Open Total Unrealized Gain/Loss Value In USD - 259,422.40 - 259,422.40 Foreign Exchange Contracts Trade Dale Sort:amen( Dare CumonCy SPECULATIVE GNAW,/ Cannier Currant Marlon Market Value Market Value tlnrealae4 Amount Currency Amount Contract Rate Forward Rate Ramona/as IS) Payables USD emintoss USO SWISS FRANC - U S DOLLAR Jun. 26 02 Jul 15 02 CHF 29.667,940 00 USD - 20.000,000.00 1.483397 1.502891 19,740.577 60 20.000.000 00 - 259,422.40 Total Foreign Exchange Contracts 19,740,577.60 20,000,000.00 - 259,422.40 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00037308 SDNY_GM_00306506 EFTA01511481