07 IMO Account Number: FINANCIAL TRUST COMPANY INC JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 Asset Account Portfolio July 01, 2003 - July 31, 2003 JPMorgan Private Bank Page 26 of 65 rude Ode Settlement Ode Currency Amount Munger Counter Grammy Amount Contract Rate Reyaluab0n Rate Contracted Base Amount USD Revalued Anieunl USD Realised MINLose Settled Foreign Exchange Contracts continued Dec 13 02 Jul 10 03 GBP 5,000.000.00 USD - 7,732,752.57 1.546551 1.628532 - 7,732,752.57 8,142,659.39 409,906.82 Jun 6 03 Jul 10 03 GBP - 5,000,000.00 USD 8,137,277.88 1.627456 1.628532 8,137,277.88 - 8,142,659.39 - 5,381.51 JAPANESE YEN - U S DOLLAR Dec 13 02 Jul 10 03 JPY 1,186,500,000.00 USD - 9,951,422.14 119.229190 117.890000 - 9,951,422.14 10,064,466.87 113,044.73 Jan 23 03 Jul 10 03 JPX 1,186,500,000.00 USD 10,122,042.32 117.219427 117.890000 10,122,042.32 - 10,064,466.87 57,575.45 NORWEGIAN KRONE - U S DOLLAR Jun 16 03 Jul 2 03 NOK -55,273,600.00 USD 8,000,000.00 6.909200 7.158000 8,000,000.00 - 7,721,933.50 278,066.50 Jul 1 03 Jul 2 03 NOK 55,273,600.00 USD - 7,741,400.56 7.140000 7.140000 - 7,741,400.56 7,741,400.56 Jun 10 03 Jul 14 03 NOK 31,948,750.00 USD - 4,544,630.16 7.030000 7.379500 - 4,544,630.16 4,329,392.23 - 215,237.93 Jul 1 03 Jul 14 03 NOK -55,273,600.00 USD 7,732,195.56 7.148500 7.379500 7,732,195.56 - 7,490,155.15 242,040.41 Jul 8 03 Jul 14 03 NOK 36,448,000.00 USD - 5,000,000.00 7.289600 7.379500 - 5,000,000.00 4,939,088.01 - 60,911.99 Jul 11 03 Jul 14 03 NOK - 13,123,150.00 USD 1,786,191.64 7.347000 7.379500 1,786,191.64 - 1,778,325.09 7,866.55 Jul 11 03 Jul 23 03 NOK 13,123,150.00 USD - 1,785,219.70 7.351000 7.248250 - 1,785,219.70 1,810,526.67 25,306.97 Jul 23 03 Jul 23 03 NOK - 13,123,150.00 USD 1,798,923.92 7.295000 7.248250 1,798,923.92 - 1,810,526.67 - 11,602.75 N ZEALAND DOLLAR - U S DOLLAR Jun 24 03 Jul 2 03 NZD 30,000,000.00 USD - 17,643,000.00 0.588100 1.682250 - 17,643,000.00 17,833,259.02 190,259.02 Jul 1 03 Jul 2 03 NZD - 30,000,000.00 USD 17,850,000.00 0.595000 0.594442 17,850,000.00 - 17,833,259.02 16,740.98 Jun 30 03 Jul 10 03 NZD 17,000,000.00 USD - 9,736,348.01 0.572726 1.701700 - 9,736,348.01 9,990,009.99 253,661.98 Jul 1 03 Jul 10 03 NZD - 17,000,000.00 USD 9,858,073 49 0.579887 1.701700 9,858,073.49 - 9,990,009.99 - 131,936.50 SWEDISH KRONA U S DOLLAR Dec 12 02 Jul 10 03 SEK 45,617,500.00 USD - 4,975,711.07 9.168036 8.062850 - 4,975,711.07 5,657,738.88 682,027.81 Dec 12 02 Jul 10 03 SEK 45,757,500 00 USD - 4,975,711.07 9.196173 8.062850 - 4,975,711.07 5,675,102 47 699,391.40 Mar 12 03 Jul 10 03 SEK 91,375,000.00 USD 10,569,698.92 8.644996 8.062850 10,569,698.92 - 11,332,841.36 - 763,142.44 TRADE RELATED EURO CURRENCY U S DOLLAR Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00030785 SDNY_GM_00299983 EFTA01505802