EFTA01505050.pdf

06 12002 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 27 of 44 FINANCIAL TRUST COMPANY INC June 01, 2002 - June 30, 2002 Pound Sterling Activity by Date continued Settlement Realized Amount Amount USD Date type Quantity Deacription Oilat On USD Jun 24 Fwd FX Ctrct 10,000,000 SETTLE FORWARD CURRENCY CONTRACT 33,389.33 - 6,421,000.00 - 9,660,715.69 BUY EUR SELL GBP CONTRACT RATE : 0.642100000 TRADE 6/03/02 VALUE 6/24/02 Jun 24 Fwd FX Ctrct 20,000,000 SETTLE FORWARD CURRENCY CONTRACT - 12,624,000.00 - 18,927,794.42 BUY EUR SELL GBP CONTRACT RATE : 0.631200000 TRADE 5/17/02 VALUE 6/21/02 Jun 24 Spot FX - 10,000,000 SPOT CURRENCY TRANSACTION - BUY 6,427,000.00 9,636,322.46 BUY GBP SELL EUR SPOT RATE : 0.666955680 TRADE 6/20/02 VALUE 6124102 POUND STERLING EURO PRINCIPAL CURRENCY Jun 25 Spot FX 5,091,026.93 SPOT CURRENCY TRANSACTION - SALE - 3,422,079.00 - 5,091,026.93 BUY USD SELL GBP SPOT RATE : 1.487700000 TRADE 6/19/02 VALUE 6/24/02 U S DOLLAR POUND STERLING AS OF 06/24/02 Jun 25 Fwd FX Ctrct - 4,966,121.41 SETTLE FORWARD CURRENCY CONTRACT 3,422,079.25 5,148,689.41 BUY GBP SELL USD CONTRACT RATE : 1.451200000 TRADE 5/23/02 VALUE 6/24/02 Confidential Treatment Requested by JPMorgan JPM-SDNY-00030024 Chase CONFIDENTIAL SDNY_GM_00299222 EFTA01505050