O JPMorgan Chase Bank 7 2003 345 Park Avenue, New York, NY 10154-1002 Account Nutuber: FINANCIAL TRUST COMPANY INC Asset Account Portfolio July 01, 2003 - July 31, 2003 fl JPMorgan Private Bank Page 24 ot 65 Est/mate:I Trade Settlement Date Date Type Descrlption Cd/Fancy Ouanury ancettnit Realtzed Garnloss Manker CostProceeds Tar Coat USD Pending continued Jul 31 Aug 4 VVrite Option EUR PUT USD GALL USD - 45,000,000 0.56 277,200.00 FX EUROPEAN STYLE OPTION SEP 15, 2003 @ 1.t Jul 31 Aug 4 Purchase Opt EUR PUT USD CALL USD 45,000,000 1.20 - 599,400.00 FX EUROPEAN STYLE OPTION OCT 02. 2003 @ 1.11 Jul 31 Aug 4 VVrite Opton EUR PUT USD CALL USD - 45,000,000 0.55 269,775.00 FX EUROPEAN STYLE OPTION OCT 02, 2003 Q 1.09 rande CON Sortroman Date Cutrency Amene Canto, Counter Dummy Amount Contract Rate Revaluanon Rate Contractedl Gan Amount USD Revslue4 Amount USD Realutid Garnloss (ISO Settled Foreign Exchange SPF.CULATIVE Contracts AUSTRALIA DOLLAR - U S DOLLAR May 1 03 Jul 10 03 AUD 20,000,000.00 USD - 12,384,312.69 0,619216 1,523600 • 12,384,312.69 13,126,804.93 742,492.24 May 8 03 Jul 10 03 AUD 20,000,000.00 USD - 12,619,445.26 0.630972 1.523600 - 12,619,445.26 13,126,804.93 507,359.67 Jun 4 03 Jul 10 03 AUD - 40,000,000.00 USD 26,043,920.65 0.651098 1.523600 26,043,920.65 - 26,253,609.87 - 209,689.22 Jun 25 03 Jul 28 03 AUD - 20,000,000.00 USD 13,294,000.00 0.664700 1.502750 13,294,000.00 - 13,308,933.62 - 14,933.62 Jul 8 03 Jul 28 03 AUD 20,000,000.00 USD - 13,218,000.00 0.660900 1.502750 - 13,218,000.00 13,308,933.62 90,933.62 CANADIAN DOLLAR U S DOLLAR Apr 30 03 Jul 10 03 CAD 14,510,000.00 USD - 9,963,835.80 1.456267 1.384450 - 9,963,835.80 10,480,696.30 516,860.50 May 1 03 Jul 10 03 CAD - 14,510,000.00 USD 10,060,311.42 1.442301 1.384450 10,060,311.42 -10,480,696.30 - 420,384 88 May 5 03 Jul 10 03 CAD 14,510,000.00 USD - 10,076,439.33 1,439993 1.384450 - 10,076,439.33 10,480,696,30 404,256.97 May 5 03 Jul 10 03 CAD - 14,510,000.00 USD 10,075,632.97 1.440108 1.384450 10,075,632.97 - 10,480,696.30 - 405,063.33 EURO CURRENCY U S DOLLAR Jun 25 03 Jui 2 03 EUR 5,000,000.00 USD - 5,760,000.00 1.152000 1.151676 - 5,760,000.00 5,758,378 44 - 1,621.56 Contidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00030783 SDNY_GM_00299981 EFTA01505800