EFTA01505690

06 I2003 JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 JPMorgan Private Bank Account Number Asset Account Portfolio Page 15 of 51 FINANCIAL TRUST COMPANY INC June 01, 2003 - June 30, 2003 Foreign Exchange Contracts conlinued Settlement COunter COunter Gurren! Mannet Market Wette Market Value Unreellrad Tratte Oate 011e Cureene Amounr Cument Anmut COMIC, Rate Forward Rare Reeelvardte USD PO bleit USD GetniLOSS USD May. 103 Nov. 503 CAD - 14,510,000.00 USD 10,097,425.19 1.437 1.368842 10,097,425.19 10,600,201.62 - 502,776.43 May. 5 03 Nov. 5 03 CAD 14,510,000.00 USD - 10,113,612.60 1.4347 1.368842 10,600.201.62 10,113,612.60 486,589.02 Total Closed 0.00 96,015.53 41,411,192.07 41,315,178.54 96,015.53 SWISS FRANC - U S DOLLAR May. 803 Nov. 503 CHF 26,050,000.00 USD - 20,000,000.00 1.3025 1.350580 19,288,011 82 20,000,000.00 - 711,988.18 Dec. 12 02 Dec. 15 03 CHF 7,178,000.00 USD - 5,000,000.00 1.4356 1.349403 5,319,390 43 5,000,000 00 319,390.43 Dec. 13 02 Dec. 15 03 CHF 14,290,000.00 USD - 10,000,000.00 1.429 1.349403 10,589.870 35 10,000,000 00 589,870.35 Jan. 15 03 Dec. 15 03 CHF - 13,765,000.00 USD 10,000,000.00 1.3765 1.349403 10,000,000.00 10,200,809.33 - 200,809.33 Apr. 24 03 Dec. 15 03 CHF - 7,770,500.00 USD 5,747,411.24 1.352 1.349403 5,747,411.24 5,758,473.58 - 11,062.34 Total Open 25,982,500.00 - 19,252,588.76 50,944,683.84 50,959,282.91 - 14,599.07 EURO CURRENCY - U S DOLLAR Apr. 30 03 Nov. 5 03 EUR 15,000,000.00 USD - 16,650,000.00 1.11 0.873956 17,163,335.91 16,650,000.00 513,335.91 Apr. 30 03 Nov. 5 03 EUR 10,000,000.00 USD - 11,111,000.00 1.1111 0.873956 11,442,223.94 11,111,000.00 331,223.94 May. 7 03 Nov. 5 03 EUR 10,000,000.00 USD • 11,320,000.00 1.132 0.873956 11,442,223.94 11,320,000.00 122,223.94 Jun. 4 03 Nov. 5 03 EUR • 10,000,000.00 USD 11,601,000.00 1.1601 0.873956 11,601,000.00 11,442,223.94 158,776.06 Jun. 6 03 Nov. 5 03 EUR • 12,500,000.00 USD 14,582,500.00 1.1666 0.873956 14,582,500.00 14,302,779.92 279,720.08 Jun. 6 03 Nov. 5 03 EUR • 12,500,000.00 USD 14,531,250.00 1.1625 0.873956 14,531,250.00 14,302,779.92 228,470.08 Dec. 12 02 Dec. 15 03 EUR 5,000,000.00 USD - 5,044,000.00 1.0088 0.874851 5,715,256.28 5,044,000.00 671,256.28 Dec. 12 02 Dec. 15 03 EUR 1,500,000.00 USD - 1,510,500.00 1.007 0.874851 1,714,576.88 1,510,500.00 204,076.88 Mar. 12 03 Dec. 15 03 EUR - 5,000.000 00 USD 5,440,000.00 1.088 0.874851 5,440,000.00 5,715,256.28 - 275,256.28 Mar. 12 03 Dec. 15 03 EUR - 1,500.000 00 USD 1.635,750.00 1.0905 0.874851 1.635,750.00 1,714,576.88 - 78,826.88 Total Closed 0.00 2,155,000.00 95,268,116.95 93,113,116.94 2,155,000.01 Jun. 25 03 Jul. 2 03 EUR 5,000,000.00 USD - 5,760,000.00 1.152 0.870856 5,741,476.79 5,760,000.00 - 18,523.21 Jun. 25 03 Jul. 2 03 EUR 6,000,000.00 USD - 6,947,400.00 1.1579 0.870856 6,889,772.15 6,947,400.00 - 57,627.85 Jun. 25 03 Jul. 2 03 EUR - 6,000,000.00 USD 6,916,800.00 1.1528 0.870856 6,916,800.00 6,889,772.15 27,027.85 Jun. 20 03 Jul. 24 03 EUR 10,000,000.00 USD - 11,602,000.00 1.1602 0.871473 11,474,818.43 11,602,000.00 - 127,181.57 Jun. 24 03 Jul. 24 03 EUR - 15,000,000.00 USD 17,178,000.00 1.1452 0.871473 17,178,000.00 17,212,227.64 - 34,227.64 May. 7 03 May. 10 04 EUR 15,000,000.00 USD - 17,002,500.00 1.1335 0.877568 17,092,686.79 17,002,500.00 90,186.79 Contidential Treatment Requested by JPMorgan JPM-SDNY-00030672 Chase CONFIDENTIAL SDNY_GM_00299870 EFTA01505690