07 2003 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 dl JPMorgan Private Bank Page 24 of 64 vrede Date Ornement Date Currency Amounf Counter emmer Cuneney Amant COMMa ROM RevakmMM Rate Contractant' ermeMmwMUSO Revalued Amant USD Reafted CterLostWM Settled Foreign Exchange Contraets continued 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 Jul 2 03 EUR 5000,000.00 USD - 5,760,000.00 1.152000 1.151676 - 5,760,000.00 5,758,378.44 - 1,621.56 Jun 25 03 Jul 2 03 EUR 6,000,000.00 USD - 6,947,400.00 1.157900 1.151676 - 6,947,400.00 6,910,054.12 - 37,345.88 Jun 25 03 Jul 2 03 EUR - 6,000,000.00 USD 6,916,800.00 1.152800 1.151676 6,916,800.00 - 6,910,054.12 6,745.88 Jul 1 03 Jul 2 03 EUR - 5,000,000.00 USD 5,775,000.00 1.155000 1.151676 5,775,000.00 - 5,758,378.44 16,621.56 Dec 12 02 Jul 10 03 EUR 5,000,000.00 USD - 5,019,497.33 1.003900 1.134366 - 5,019,497.33 5,671,828.03 652,330.70 Dec 12 02 Jul 10 03 EUR 1,500,000.00 USD - 1,503,162.31 1.002108 1.134366 - 1,503,162.31 1,701,548.40 198,386.09 Mar 12 03 Jul 10 03 EUR - 5,000,000.00 USD 5,413,573.64 1.082715 1.134366 5,413,573.64 - 5,671,828.03 - 258,254.39 Mar 12 03 Jul 10 03 EUR - 1,500,000.00 USD 1,627,803.88 1.085203 1.134366 1,627,803.88 - 1,701,548.40 - 73,744.52 Apr 30 03 Jul 10 03 EUR 15,000,000.00 USD - 16,588,801.79 1.105920 1.134366 - 16,588,801.79 17,015,484.09 426,682.30 Apr 30 03 Jul 10 03 EUR 10,000,000.00 USD - 11,070,160.76 1.107016 1.134366 - 11,070,160.76 11,343,656.06 273,495.30 May 7 03 Jul 10 03 EUR 15,000,000.00 USD - 16,840,362.32 1.122691 1.134366 - 16,840,362.32 17,015,484.09 175,121.77 May 7 03 Jul 10 03 EUR 10,000,000.00 USD - 11,278,392.57 1.127839 1.134366 - 11,278,392.57 11,343,656.06 65,263.49 Jun 4 03 Jul 10 03 EUR - 10,000,000.00 USD 11,558,359.74 1.155836 1.134366 11,558,359.74 - 11,343,656.06 214,703.68 Jun 6 03 Jul 10 03 EUR - 12,500,000.00 USD 14,528,901.03 1.162312 1.134366 14,528,901.03 - 14,179,570.07 349,330.96 Jun 6 03 Jul 10 03 EUR - 12,500,000.00 USD 14,477,839.40 1.158227 1.134366 14,477,839.40 - 14,179,570.07 298,269.33 Jun 6 03 Jul 10 03 EUR - 7,500,000.00 USD 8,631,149.97 1.150820 1.134366 8,631,149.97 - 8,507,742.04 123,407.93 Jun 6 03 Jul 10 03 EUR - 7,500,000.00 USD 8,600,693.21 1.146759 1.134366 8,600,693.21 - 8,507,742.04 92,951.17 Jul 15 03 Jul 17 03 EUR 20,000,000.00 USD - 22,380,000.00 1.119000 1.119000 - 22,380,000.00 22,380,000.00 Jul 15 03 Jul 17 03 EUR - 20,000,000.00 USD 22,396,000.00 1.119800 1.119000 22,396,000.00 - 22,380,000.00 16,000.00 Jul 17 03 Jul 18 03 EUR - 12,000,000.00 USD 13,460,400.00 1.121700 1.121800 13,460,400.00 - 13,461,600.00 - 1,200.00 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00030977 SDNY_GM_00300175 EFTA01505992