07 12003 Account Number:0 30171.00.5 FINANCIAL TRUST COMPANY INC July 01, 2003 - July 31, 2003 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Asset Account Portfolio Page 8 of 64 Other Structured Investments in Alphabetical Order Description Currency Quantity Unit Cost Primal/nil Tax Cott Marker Value USD Unrealized Estimated AMU& A CCIIKKI Income USD GOVLOSS USD Income USD Yield % 6 MONTH FX BULLISH AUD DEPOSIT AUD 20,000,000 100.00 101.229 13,270,000.00 13,121,511.60 - 148,488.40 N/A 100% PRINCIPAL PROTECTION IN AUD 7/23/03 JP MORGAN CHASE LONDON MATURITY DATE 1243/2003 618994-9Z-2 Bearer 20.000,000 are Ilened 3 MONTH FX BULLISH AUD DEPOSIT AUD 20,000,000 100.00 101.8021 13,270,000.00 13,195,788.60 - 74,211.40 N/A 100% PRINCIPAL PROTECTION IN AUD 7/23/03 JP MORGAN CHASE LONDON MATURITY DATE 09/08/2003 619998-9A-7 Bearer 20,000,000 are liened 3 MONTH FX BULLISH MXN DEPOSIT MXN 107,250,000 100.00 100.304 10,000,000.00 10,261,529.85 261,529.85 N/A 100% PRINCIPAL PROTECTED IN 7/23/03 MXN DOLLARS JP MORGAN CHASE LONDON MATURITY DATE 9/10/2003 619998-9B-5 Bearer 107,250,000 are Ilened Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00030832 SDNY_GM_00300030 EFTA01505848