09 12003 Account Number: 0 30171.00.5 FINANCIAL TRUST COMPANY INC JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 Asset Account Portfolio September 01, 2003 - September 30, 2003 JPMorgan Private Bank Page 25 of 72 Ettamated Trade Settlement Dare Date Type DeacrOption Currency Ouantny Ritual's'« Weer CouProceeds Tax Cost Reallzerl Daftness USD Pending continued Sep 29 Oct 1 Write Option NOK PUT USD CALL USD - 35,750,000 1.60 80,000 00 FX EUROPEAN STYLE OPTION JUN 29, 2004 « 7.15 KNOCK IN 07.20 KNOCK OUT te 648 Sep 30 Oct 2 Sale 4 MONTH FX BULLISH EVROS DEPOSIT EUR - 10,000,000 0.00 9,974,741.74 -10,000,000.00 190,623.86 S 100% PRINCIPAL PROTECTED IN EUROS DOLLARS JP MORGAN CHASE LONDON MATURITY DATE 11/14/2003 Sep 30 Oct 2 Sale 2 MONTH FX BULLISH NZD DEPOSIT NZD - 17,000,000 0.00 16,985,562.27 - 17,000,000.00 165,718.38 S 100% PRINCIPAL PROTECTED IN NZD DOLLARS JPMORGAN CHASE LONDON MATURITY DATE 10,06/2003 Trade Dare Settlement Dare CUrrergy Afleutlf Count- Count« CW7enCY Amount Conflate Rate Revaluation Rate coop-woe ease Amount USD Revalued Amount USD Readied CiaintOSS USO Settled Foreign Exchange SPECULATIVE Contracts AUSTRALIA DOLLAR - U S DOLLAR Aug 26 03 Sep 29 03 AUD - 10,000,000.00 USD 6,460,000.00 0.646000 1.484000 6,460,000.00 6,738,544.47 - 278,544.47 Sep 25 03 Sep 29 03 AUD - 19,804,823.46 USD 13,808,907.67 0.697250 0.689520 13,808,907.67 - 13,655,831.30 153,076.37 Sep 26 03 Sep 29 03 AUD 5,000,000.00 USD - 3,373,000.00 0.674600 0.674600 - 3,373,000.00 3,373,000.00 Sep 26 03 Sep 29 03 AUD 5,000,000.00 USD - 3,370,000.00 0.674000 0.674000 - 3,370,000.00 3,370,000.00 SWISS FRANC U S DOLLAR Aug 22 03 Sep 3 03 CHF - 28,356,000.00 USD 20,000,000.00 1.417800 1.416550 20,000,000.00 -20,017,648.51 - 17,648.51 Sep 3 03 Sep 3 03 CHF 28,356,000.00 USD - 19,969,014.08 1.420000 1.420000 - 19,969,014.08 19,969,014.08 Dec 12 02 Sep 10 03 CHF 7,178,000.00 USD - 4,984,653.98 1.440020 1.385900 - 4,984,653.98 5,179,305.86 194,651.88 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031114 SDNY_GM_00300312 EFTA01506128