09 JPMorgan Chase Bank 2002 345 Park Avenue, New York, NY 10154-1002 Account Number FINANCIAL TRUST COMPANY INC Asset Account Portfolio September 01, 2002 - September 30, 2002 JPMorgan Private Bank Page 16 of 36 Rede Date Settlement Date Cumemy Amown CemMr COunter Cumeney Amount CeetenweRMe RevektabOn Rate Contractell Base Ameunt USD Revalued A 'neunt USD ReMlzed GelnRess USD Settled Foreign Exchange Contracts continued Sep 23 02 Sep 25 02 CHF - 44,807,000.00 USD 30,398,236 09 1.474000 1.495400 30,398,236 09 - 29,963,220.54 435,015.55 POUND STERLING - U S DOLLAR Jun 20 02 Sep 24 02 GBP 10,000,000.00 USD - 14,925,000.00 1.492500 1.557100 - 14,925,000.00 15,571,000.01 646,000.01 Jul 12 02 Sep 24 02 GBP - 5,000,000.00 USD 7,697,500.00 1.539500 1.557100 7,697,500.00 - 7,785,500.00 - 88,000.00 Jul 26 02 Sep 24 02 GBP - 5,000,000.00 USD 7,775,000.00 1.555000 1.557100 7,775,000.00 - 7,785,500.00 - 10,500.00 Jul 11 02 Sep 25 02 GBP 10,000,000.00 USD - 15,534,000.00 1.553400 1.561100 - 15,534,000.00 15,611,000.10 77,000.10 Sep 24 02 Sep 25 02 GBP - 10.000.000.00 USD 15,560,000.00 1.556000 1.561100 15,560,000.00 - 15,611,000.10 - 51,000.10 JAPANESE YEN NORWEGIAN KRONE Sep 13 02 Sep 25 02 JPY - 604,500,000.00 NOK 37,500,000.00 16.120000 122.795000 - 4,922,838.87 5,011,057.73 88,218.86 7.483450 Sep 24 02 Sep 25 02 JPY 604,500,000.00 NOK - 36,636,36364 16.500000 123.355000 4,900,490.45 - 4,895,651.55 4,838.90 7.483450 NORWEGIAN KRONE - U S DOLLAR Jun 21 02 Sep 25 02 NOK 76,950,000.00 USD - 10,000,000.00 7.695000 7.483450 - 10,000,000.00 10,282,690.47 282,690.47 Jul 30 02 Sep 25 02 NOK 76,625,000.00 USD - 10,000,000.00 7.662500 7.483450 - 10,000,000.00 10,239,261.30 239,261.30 Sep 18 02 Sep 25 02 NOK - 76,575,000.00 USD 10,152,469.34 7.542500 7.483450 10,152,469.34 - 10,232,579.89 - 80,110.55 Sep 23 02 Sep 25 02 NOK - 77,000,000.00 USD 10,28