01 12003 Account Numbe FINANCIAL TRUST COMPANY INC JPMorgan Chase Bank 345 Park Avenue. New York. NY 10154-1002 Asset Account Portfolio January 01, 2003 - January 31, 2003 Outstanding Foreign Exchange Contracts JPMorgan Private Bank Page 13 of 39 Net Currency Exposure Summary Value In Currency Australia Dollar 25,000,000.00 Swiss Franc 21,683,000.00 Gain/Loss Summary Total Unrealized Closed Total Unrealized Open Value in USD 164,142.94 4,428,180.63 Euro Currency 11,500,000.00 Total Unrealized Gain/Loss 4,592,323.57 Pound Sterling 2,500,000.00 Japanese Yen 1,181,500,000.00 Norwegian Krone 368,255,000.00 N Zealand Dollar 30,000,000.00 Swedish Krona 91,375,000.00 U S Dollar - 129,955,272.58 Foreign Exchange Contracts Settlement Ingle Date Data Cunency Amount Counter Currency Counter Amount Contract Rate Current WOW Forward Rate Markel Vaasa Retarlibled USD Market Value Payables USD Unrealized CiairVLese DSO SPECULATIVE DOLLAR AUSTRALIA DOLLAR - U S Jan. 21 03 Jun. 12 03 AUD 15,000,000.00 USD - 8,704,500.00 0.5803 0.578917 8,683,749.99 8,704,500.00 - 20,750.01 SWISS FRANC - U S DOLLAR Dec. 30 02 Jun. 12 03 CHF 13,880,000.00 USD - 10,000,000.00 1.388 1.363882 10,176.832 03 10.000.000 00 176,832 03 Jan. 15 03 Jun. 12 03 CHF - 13.880.000.00 USD 10,050,687.91 1.381 1.363882 10.050.687 91 10.176.832 03 - 126.144 12 Total Closed 0.00 50,687.91 20,227,519.94 20,176,832.03 50,687.91 Jan. 10 03 Apr. 14 03 CHF 27,620,000.00 USD - 20,000,000.00 1.381 1.365532 20,226.555 90 20,000,000 00 226,555 90 Jan. 21 03 Apr. 14 03 CHF - 13,640,000.00 USD 10,000,000.00 1.364 1.365532 10,000.000 00 9,988,784.30 11,215 70 Dec. 12 02 Dec. 15 03 CHF 7,178,000.00 USD - 5,000,000.00 1.4356 1.358214 5,284,880.92 5,000,000.00 284,880.92 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00030510 SDNY_GM_00299708 EFTA01505528