07 12003 Account Number: FINANCIAL TRUST COMPANY INC July 01, 2003 - July 31, 2003 JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 JPMorgan Private Bank Asset Account Portfolio Page 9 of 64 Structured Investments in Alphabetical Order continued Description Currency 1 MONTH FX BULLISH NZD DEPOSIT NZD 100% PRINCIPAL PROTECTED IN NZD DOLLARS JP MORGAN CHASE LONDON MATURITY DATE 8/4/2003 619998-9D-1 Bearer 17,000,000 are liened 4 MONTH FX BULLISH EUROS DEPOSIT EUR 100% PRINCIPAL PROTECTED IN EUROS DOLLARS JP MORGAN CHASE LONDON MATURITY DATE 11/14/2003 619998-9E-9 Bearer 10.000.000 are liened Total Other Owners Unit Cost PriedUnit Tax Cost Maser Value USD unreeSzed Estimated Annual Gantt cies USD Income USD Yield % Accrued Income USD 17,000,000 100.00 99.909 10,115,000.01 9,846,125.45 - 268,874.56 N/A 7/23/03 10,000,000 100.00 101.4051 11,526,000.02 11,413,722 40 - 112,277.62 N/A 7/23/03 174,250,000 58,181,000.03 57,838,677.90 - 342,322.13 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00030962 SDNY_GM_00300160 EFTA01505977