06 12003 Account Number FINANCIAL TRUST COMPANY INC JPMorgan Chase Bank 345 Park Avenue, New York, NY 10154-1002 Asset Account Portfolio June 01, 2003 - June 30, 2003 JPMorgan Private Bank Page 22 of 51 Bade Date Settlement Oate Currency Amount Counter Counter Currency Amount Connect Rate RevaittabOn Rate Contracted' Base Amount USD Revalued Amount USD Realized GelnrLoss USO Settled Foreign Exchange SPECULATIVE Contracts U S DOLLAR AUSTRALIA DOLLAR - Jan 21 03 Jun 12 03 AUD 15,000,000.00 USD - 8,704,500.00 0.580300 1.505800 - 8,704,500.00 9,961,482.26 1,256,982.26 Mar 28 03 Jun 12 03 AUD • 15,000,000.00 USD 8,932,500.00 0.595500 1.505800 8,932,500.00 - 9,961,482.26 - 1,028,982.26 SWISS FRANC U S DOLLAR Dec 30 02 Jun 12 03 CHF 13,880,000.00 USD - 10,000,000.00 1.388000 1.314100 - 10,000,000.00 10,562,362.07 562,362 07 Jan 15 03 Jun 12 03 CHF - 13,880,000.00 USD 10,050,687.91 1.381000 1.314100 10,050,687.91 - 10,562,362.07 - 511,674.16 EURO CURRENCY - U S DOLLAR Jun 6 03 Jun 10 03 EUR - 15,000,000.00 USD 17,580,000.00 1.172000 1.173308 17,580,000.00 - 17,599,615.38 - 19,615.38 Jun 6 03 Jun 10 03 EUR 15,000,000.00 USD - 17,608,500.00 1.173900 1.173900 - 17,608,500.00 17,608,500.00 Jun 6 03 Jun 10 03 EUR 11,000,000.00 USD - 12,897,500.00 1.172500 1.172500 - 12,897,500.00 12,897,500.00 Jun 6 03 Jun 10 03 EUR - 11,000,000.00 USD 13,057,000.00 1.187000 1.173308 13,057,000.00 - 12,906,384.62 150,615.38 Dec 11 02 Jun 12 03 EUR 5,000,000.00 USD - 5,030,000.00 1.006000 1.173021 - 5,030,000.00 5,865,102.63 835,102.63 Mar 12 03 Jun 12 03 EUR - 5,000,000.00 USD 5,483,500.00 1.096700 1.173021 5,483,500.00 - 5,865,102.63 - 381,602.63 Jun 5 03 Jun 30 03 EUR 10,000,000.00 USD - 11,838,000.00 1.183800 1.148369 - 11,838,000.00 11,483,693.15 - 354,306.85 Jun 6 03 Jun 30 03 EUR • 5,000,000.00 USD 5,833,500.00 1.166700 1.148369 5,833,500.00 - 5,741