06 I2003 Account Number FINANCIAL TRUST COMPANY INC JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 Asset Account Portfolio June 01, 2003 - June 30, 2003 JPMorgan Private Bank Page 15 of 51 Foreign Exchange Contracts conlinued Settlement Tratte Oate 011e Cureene Amounr COunter Cument CO unter Anmut COMIC, Rate Gurren! Mannet Forward Rare Market Wette Reeelvardte USD Market Value PO bleit USD Unreellrad GetniLOSS USD May. 103 Nov. 503 CAD - 14,510,000.00 USD 10,097,425.19 1.437 1.368842 10,097,425.19 10,600,201.62 - 502,776.43 May. 5 03 Nov. 5 03 CAD 14,510,000.00 USD - 10,113,612.60 1.4347 1.368842 10,600.201.62 10,113,612.60 486,589.02 Total Closed 0.00 96,015.53 41,411,192.07 41,315,178.54 96,015.53 SWISS FRANC - U S DOLLAR May. 803 Nov. 503 CHF 26,050,000.00 USD - 20,000,000.00 1.3025 1.350580 19,288,011 82 20,000,000.00 - 711,988.18 Dec. 12 02 Dec. 15 03 CHF 7,178,000.00 USD - 5,000,000.00 1.4356 1.349403 5,319,390 43 5,000,000 00 319,390.43 Dec. 13 02 Dec. 15 03 CHF 14,290,000.00 USD - 10,000,000.00 1.429 1.349403 10,589.870 35 10,000,000 00 589,870.35 Jan. 15 03 Dec. 15 03 CHF - 13,765,000.00 USD 10,000,000.00 1.3765 1.349403 10,000,000.00 10,200,809.33 - 200,809.33 Apr. 24 03 Dec. 15 03 CHF - 7,770,500.00 USD 5,747,411.24 1.352 1.349403 5,747,411.24 5,758,473.58 - 11,062.34 Total Open 25,982,500.00 - 19,252,588.76 50,944,683.84 50,959,282.91 - 14,599.07 EURO CURRENCY - U S DOLLAR Apr. 30 03 Nov. 5 03 EUR 15,000,000.00 USD - 16,650,000.00 1.11 0.873956 17,163,335.91 16,650,000.00 513,335.91 Apr. 30 03 Nov. 5 03 EUR 10,000,000.00 USD - 11,111,000.00 1.1111 0.873956 11,442,223.94 11,111,000.00 331,223.94 May. 7 03 Nov. 5 03 EUR 10,000,000.00 USD • 11,320,000.00 1.132 0.873956 11,442,223.94 11,320,000.00 122,223.94 Jun. 4 03 Nov. 5 03 EUR • 10,000,000.00 USD 11,601,000.00 1.1601 0.873956 11,601,000.00 11,442,223.94 158,776.06 Jun. 6 03 Nov. 5 03 EUR • 12,500,000.00 USD 14,582,500.00 1.1666 0.873956 14,582,500.00 14,302,779.92 279,720.08 Jun. 6 03 Nov. 5 03 EUR • 12,500,000.00 USD 14,531,250.00 1.1625 0.873956 14,531,250.00 14,302,779.92 228,470.08 Dec. 12 02 Dec. 15 03 EUR 5,000,000.00 USD - 5,044,000.00 1.0088 0.874851 5,715,256.28 5,044,000.00 671,256.28 Dec. 12 02 Dec. 15 03 EUR 1,500,000.00 USD - 1,510,500.00 1.007 0.874851 1,714,576.88 1,510,500.00 204,076.88 Mar. 12 03 Dec. 15 03 EUR - 5,000.000 00 USD 5,440,000.00 1.088 0.874851 5,440,000.00 5,715,256.28 - 275,256.28 Mar. 12 03 Dec. 15 03 EUR - 1,500.000 00 USD 1.635,750.00 1.0905 0.874851 1.635,750.00 1,714,576.88 - 78,826.88 Total Closed 0.00 2,155,000.00 95,268,116.95 93,113,116.94 2,155,000.01 Jun. 25 03 Jul. 2 03 EUR 5,000,000.00 USD - 5,760,000.00 1.152 0.870856 5,741,476.79 5,760,000.00 - 18,523.21 Jun. 25 03 Jul. 2 03 EUR 6,000,000.00 USD - 6,947,400.00 1.1579 0.870856 6,889,772.15 6,947,400.00 - 57,627.85 Jun. 25 03 Jul. 2 03 EUR - 6,000,000.00 USD 6,916,800.00 1.1528 0.870856 6,916,800.00 6,889,772.15 27,027.85 Jun. 20 03 Jul. 24 03 EUR 10,000,000.00 USD - 11,602,000.00 1.1602 0.871473 11,474,818.43 11,602,000.00 - 127,181.57 Jun. 24 03 Jul. 24 03 EUR - 15,000,000.00 USD 17,178,000.00 1.1452 0.871473 17,178,000.00 17,212,227.64 - 34,227.64 May. 7 03 May. 10 04 EUR 15,000,000.00 USD - 17,002,500.00 1.1335 0.877568 17,092,686.79 17,002,500.00 90,186.79 Contidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00030723 SDNY_GM_00299921 EFTA01505740