EFTA01505045.pdf

06 2002 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 il3 JPMorgan Private Bank Account Numbe FINANCIAL TR pl imi Asset Account Portfolio June 01, 2002 - June 30, 2002 Page 22 of 44 Account Transactions by Currency Euro Currency Activity Summary Amount tan Amount Period to Dam Beginning Balance .00 Credits Foreign Exchange 30,000,000.00 30,000,000.00 Debits Foreign Exchange - 30,000,000 00 - 30,000,000 00 Ending Balance .00 Foreign Exchange Gains/Losses - 86,499.96 Euro Currency Activity by Date sea/einem RealiZOCI Amount Amount USD Dare type Quantity GOStripaon GIOVLOSS USD Jun 21 Fwd FX Ctrct 12,782,000 SETTLE FORWARD CURRENCY CONTRACT - 20,000,000.00 - 19,381,000.12 BUY GBP SELL EUR CONTRACT RATE : 0.639100000 TRADE 5/31/02 VALUE 6121/02 Jun 24 Fwd FX Ctrct - 6.421,000 SETTLE FORWARD CURRENCY CONTRACT - 86,499.96 10,000,000.00 9,777,000.02 BUY EuR SELL GBP CONTRACT RATE : 0.642100000 TRADE 6/03/02 VALUE 6124/02 Jun 24 Fwd FX Ctrct - 12,624,000 SETTLE FORWARD CURRENCY CONTRACT 20.000.000 00 19.381.000 12 BUY EUR SELL GBP CONTRACT RATE : 0.631200000 TRADE 5/17102 VALUE 6121/02 Confidential Treatment Requested by JPMorgan JPM-SDNY-00030019 Chase CONFIDENTIAL SDNY_GM_00299217 EFTA01505045