Account Number FINANCIAL TRUST COMPANY INC JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 Asset Account Portfolio November 01, 2003 - November 30, 2003 Outstanding Foreign Exchange Contracts JPMorgan Private Bank Page 15 of 61 Net Currency Exposure Summary Viltte MCunway Australia Dollar 30,000,000.00 Euro Currency 5,000,000.00 GainfLoss Summary Total Unrealized Closed Total Unrealized Open Vaam in USO 2,208,712.47 1,782,371.12 Pound Sterling 15,000,000.00 Total Unrealized GainlLoss 3,991,083.59 Hungarian Forint 1,085,000,000.00 N Zealand Dollar 15,000,000.00 U S Dollar - 63,908,735.53 Foreign Exchange Contracts SoMerncru 7rado bate Date Curroncy Amount Counter Coming, Counter Amount Contract Rato Contra Mark« Forward Rat, Marken Vak,* RearVabln Marken va l0 Payabies USO Unroalacd Oaintoss USO SPECULATIVE AUSTRALIA DOLLAR - U S DOLLAR Jun. 303 Dec. 503 AUD 20,000,000.00 USD - 13,040,000.00 0.652 0.723166 14,463,316.62 13,040,000.00 1,423,316.62 Oct. 22 03 Dec. 5 03 AUD 5,000,000.00 USD - 3,510,000.00 0.702 0.723166 3,615,829.15 3,510,000.00 105,829.15 Oct. 23 03 Dec. 5 03 AUD 5,000,000.00 USD - 3,500,500.00 0.7001 0.723166 3,615,829.15 3,500,500.00 115,329.15 Oct. 24 03 Dec. 5 03 AUD - 12,000,000.00 USD 8,365,200.00 0.6971 0.723166 8,365,200.00 8,677,989.97 - 312,789.97 Oct. 24 03 Dec. 5 03 AUD - 18,000,000.00 USD 12,551,400.00 0.6973 0.723166 12,551,400.00 13,016,984.95 - 465,584.95 Nov. 4 03 Dec. 15 03 AUD 18,000,000.00 USD - 12,486,600.00 0.6937 0.722319 13,001,750.83 12,486,600.00 515,150.83 Nov. 14 03 Dec. 15 03 AUD - 15,000,000.00 USD 10,761,000.00 0.7174 0.722319 10,761,000.00 10,834,792.36 - 73,792.36 Nov. 24 03 Dec. 15 03 AUD - 3,000,000.00 USD 2,154,300.00 0.7181 0.722319 2,154,300.00 2,166,958.47 - 12,658.47 Nov. 18 03 Jan. 20 04 AUD 10,000,000.00 USD - 7,204,000.00 0.7204 0.719237 7,192,369.81 7,204,000.00 - 11,630.19 Nov. 24 03 Jan. 20 04 AUD - 10,000,000.00 USD 7,146,000.00 0.7146 0.719237 7,146,000.00 7,192,369.81 - 46,369.81 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031355 SDNY_GM_00300553 EFTA01506367