02 JPMorgan Chase Bank 2004 345 Park Avenue. New York, NY 10154-1002 Account Number: O 30171.00.5 FINANCIAL TRUST COMPANY INC Asset Account Portfolio February 01, 2004 - February 29, 2004 JPMorgan Private Bank Page 17 of 58 Foreign Exchange Contracts SerUement Trat» Oare Oma Cutrene continued ATOUM Counter Cuntemy CMMIN ATOM( Connice Rare Gurren, Merket Forward REIM Merket Verve Recenables USD Mtekel Value Pey$OMS USO Unreellzerr Stemtas USO NORWEGIAN KRONE - U S DOLLAR Dec. 11 03 Mar. 15 04 NOK 67,525,000.00 USD -10,000,000.00 6.7525 7.041800 9,589,167.65 10,000,000.00 - 410,832.35 Jan. 604 Mar 1504 NOK - 67,525,000.00 USD 10,028,961.83 6.733 7.041800 10,028,961.83 9,589.167 65 439,794. 18 Total Closed 0.00 28,961.83 19,618,129.48 19,589,167.65 28,961.83 N ZEALAND DOLLAR - U S DOLLAR Jan. 204 Mar. 15 04 NZD 10,000,000.00 USD - 6,544.000.00 0.6544 0.684225 6,842,247.67 6,544,000 00 298,247.67 Jan. 204 Mar. 15 04 NZD 10,000,000.00 USD - 6,534,000.00 0.6534 0.684225 6,842,247.67 6,534,000.00 308,247.67 Jan. 504 Mar. 15 04 NZD - 10,000,000.00 USD 6,637,000.00 0.6637 0.684225 6,637,000.00 6,842,247.67 - 205,247.67 Jan. 704 Mar. 15 04 NZD - 10,000,000.00 USD 6,669,000.00 0.6669 0.684225 6,669,000.00 6,842,247.67 - 173,247.67 Jan. 904 Mar. 15 04 NZD 5,000,000.00 USD - 3,391,500.00 0.6783 0.684225 3,421,123.83 3,391,500.00 29,623.83 Feb. 20 04 Aug. 24 04 NZD 5,000,000.00 USD - 3,315,000.00 0.663 0.670699 3,353,493.57 3,315,000.00 38,493.57 Feb, 23 04 Aug. 24 04 NZD 5,000,000.00 USD • 3,344,500.00 0.6689 0.670699 3,353,493.57 3,344,500.00 8,993.57 Total Open 15,000,000.00 - 9,823,000.00 37,118,606.31 36,813,495.34 305,110.97 Total Forelgn Exchange Contracts 287,152,424.45 285,675,602.80 1,476,821.65 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00031612 SDNY_GM_00300810 EFTA01506624