11 IMO 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 JPMorgan Private Bank Page 24 of 61 Trade Settlement Dale Dale Currency Amount Counter Gamier Currency Amount Contract RMe Revaluation Rate Contracted Base Amount USD Revalued Amount USD Realized Gaintoss USD Settled Foreign Exchange Contracts continued Apr 24 03 Nov 20 03 NOK - 72,625000.00 USD 9,991,615.61 7.268594 6.858500 9,991,615.61 - 10,589,050.08 - 597,434.47 May 21 03 Nov 20 03 NOK - 68,490,000.00 USD 9,991,615.61 6.854747 6.858500 9,991,615.61 - 9,986,148.57 5,467.04 Sep 23 03 Nov 20 03 NOK - 10754,280.00 USD 1,510,014.50 7.121971 6.858500 1,510,014.50 - 1568,022.16 - 58,007.66 Sep 23 03 Nov 20 03 NOK - 35,412,500.00 USD 4,995,807.81 7.088443 6.858500 4,995,807.81 - 5,163,301.01 - 167,493.20 Nov 17 03 Nov 20 03 NOK - 75,098,220.00 USD 10,759,285.16 6.979852 6.858500 10,759,285.16 - 10,949,656.62 - 190,371.46 N ZEALAND DOLLAR - U S DOLLAR Jul 1 03 Nov 20 03 NZD 30,000,000.00 USD - 17,535,285.40 0.584510 1.555100 - 17,535,285.40 19,291,363.89 1,756,078.49 Aug 7 03 Nov 20 03 NW - 10,000,000.00 USD 5,746,178.14 0.574618 1.555100 5,746,178.14 - 6,430,454.63 - 684,276.49 Oct 17 03 Nov 20 03 NZD - 10,000,000.00 USD 5,917,034.76 0.591704 1.555100 5,917,034.76 - 6,430,454.63 - 513,419.87 Oct 24 03 Nov 20 03 NZD - 10,000,000.00 USD 6,054,919.06 0.605492 1.555100 6,054,919.06 - 6,430,454.63 - 375,535.57 Oct 27 03 Nov 20 03 NZD 10,000,000.00 USD - 6,041,929.96 0.604193 1.555100 - 6,041,929.96 6,430,454.63 388,524.67 Nov 14 03 Nov 20 03 NZD - 20,000,000.00 USD 12,531,484.30 0.626574 1.555100 12,531,484.30 - 12,860,909.26 - 329,424.96 Nov 17 03 Nov 20 03 NZD 10,000,000.00 USD - 6,285,725.38 0.628573 0.628573 - 6,285,725.38 6,285,725.38 S AFRICAN RAND - U S DOLLAR Nov 25 03 Nov 26 03 ZAR 21,300,000.00 USD - 3,255,885.05 6.542000 6.542000 - 3,255,885.05 3,255,885.05 TRADE RELATED POUND STERLING - U S DOLLAR Nov 19 03 Nov 21 03 GBP 3,000,000.00 USD - 5,099,400.00 1.699800 1.699800 - 5,099,400.00 5,099,400.00 HUNGARIAN FORINT - U S DOLLAR Nov 20 03 Nov 24 03 HUF 866,000,000.00 USD - 4,000,000.00 216.500000 216.500000 - 4,000,000.00 4,000,000.00 Nov 21 03 Nov 24 03 HUF 217,000,000.00 USD - 1,000,000.00 217.000000 217.000000 - 1,000,000.00 1,000,000.00 MEXICAN NEW PESO - U S DOLLAR Nov 19 03 Nov 21 03 MXN 56,250,000.00 USD - 5,000,000.00 11.250000 11.250000 - 5,000,000 00 5,000,000 00 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031364 SDNY_GM_00300562 EFTA01506376