12 JPMorgan Chase Bank 2002 345 Park Avenue, New York, NY 10154-1002 Account NumberFINANCIAL TRUST COMPANY INC Asset Account Portfolio December 01. 2002 - December 31, 2002 Outstanding Foreign Exchange Contracts JPMorgan Private Bank Page 13 of 40 Net Currency Exposure Summary Vakm in Currency Swiss Franc 35,348,000.00 Euro Currency 11,500,000.00 Gain/Loss Summary Total Unrealized Closed Total Unrealized Open Value in USCI 73,272.85 3,152,191.89 Pound Sterling 5,000,000.00 Total Unrealized Gain/Loss 3,225,464.74 Japanese Yen 2,368,000,000.00 Mexican New Peso - 102,000,000.00 Norwegian Krone 367,280,000.00 Swedish Krona 91,375,000.00 U S Dollar - 113,891,270.22 Foreign Exchange Contracts &drone Trade Dale Dale Currency Amount Downer Currency Counter Amount Contract Rafe Current Market onward Rate Market Value Redone Wes USD Market Value Payable: USO Unrealized Delnless USO SPECULATIVE U S DOLLAR 13,880,000.00 7,178,000.00 14,290,000.00 USD USD USD - 10,000,000.00 - 5,000,000.00 - 10,000,000.00 1.388 1.4356 1.429 1.377719 1.372082 1.372082 10,074,628.23 5,231,466.44 10,414,830.81 10,000,000.00 5,000,000.00 10,000,000 00 74,626.23 231,466.44 414,830.81 SWISS FRANC - Dec. 30 02 Jun. 12 03 CHF Dec. 12 02 Dee. 15 03 CHF Dec. 13 02 Dec. 15 03 CHF Total Open 35,348,000.00 - 25,000,000.00 25,720,923.48 25,000,000.00 720,923.48 EURO CURRENCY - U S DOLLAR Dec. 11 02 Jun. 12 03 EUR 5,000,000.00 USD - 5,030,000.00 1 006 0.959050 5,213,492.77 5.030,000 00 183,492 77 Dec. 12 02 Dec. 15 03 EUR 5,000,000.00 USD - 5,044,000.00 1.0088 0.964732 5,182,785.97 5.044,000 00 138,785 97 Dec. 12 02 Dec. 15 03 EUR 1,500,000.00 USD - 1.510.500.00 1 007 0.964732 1,554,835 79 1,510.500 00 44.335 79 Total Open 11,500,000.00 - 11,584,500.00 11,951,114.53 11,584,500.00 366,614.53 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00030430 SDNY_GM_00299628 EFTA01505449