09 JPMorgan Chase Bank 2003 345 Park Avenue, New York, NY 10154-1002 Account Number FINANCIAL TRUST COMPANY INC September 01, 2003 - September 30, 2003 JPMorgan Private Bank Asset Account Portfolio Page 15 of 72 Foreign Exchange Contracts continued Senrnment na*? Oare Orn. Currency ATOM( Counter Cunwrny Counter ATOunt COMO« Re* Gurren Nennet Fonrann Rare Nie« Verne Receneatern USO Market Value Pesten USO Unreenzed ONnlose (ISO SWISS FRANC - U S DOLLAR Sep. 23 03 Oct. 9 03 CHF 4,000,000.00 Sep. 23 03 Oct 9 03 CHF -4,000,000.00 Sep. 23 03 Oct 9 03 CHF -4,000,000.00 May. 803 Nov 5 03 CHF 26.050.000 00 USD USD USD USD - 2,961,865.98 2,960,331.56 2,960,331.56 -20,000.000.00 1.3505 1.3512 1.3512 1.3025 1.320284 1.320284 1.320284 1.319356 3,029,652.34 2,960,331 56 2,960,331 56 19.744.483 01 2,961,865.98 3,029,652 34 3,029,652 34 20.000.000 00 67,786.36 - 69,320.78 - 69,320.78 -255,516.99 Total Open 22,050,000.00 - 17,041,202.86 28,694,798.47 29,021,170.66 - 326,372.19 POUND STERLING - U S DOLLAR Sep. 5 03 Oct. 9 03 GBP - 2,000,000.00 USD 3,169,000.00 1.5845 1.660304 3,169,000.00 3,320,608.75 - 151,608.75 Jul. 25 03 Dec. 15 03 GBP 10,000,000.00 USD - 16,102,000.00 1.6102 1.652458 16,524,576.61 16,102,000.00 422,576.61 Sep. 4 03 Dec. 15 03 GBP - 5,000,000.00 USD 7,811,000.00 1.5622 1.652458 7,811,000.00 8,262,288.30 • 451,288.30 Total Open 3,000,000.00 - 5,122,000.00 27,504,576.61 27,684,897.05 - 180,320.44 JAPANESE YEN - U S DOLLAR Sep. 22 03 Oct. 2 03 JPY 1,142,900,000.00 USD • 10,218,149.31 111.85 111.707368 10,231,196.22 10,218,149.31 13,046.91 Sep. 29 03 Oct. 2 03 JPY - 1,142,900,000.00 USD 10,262,189.10 111.37 111.37 10,262,189.10 10,262,189.10 0.00 Sep. 22 03 Oct. 9 03 JPY - 1,142,900,000.00 USD 10,109,685.98 113.05 111.680658 10,109,685.98 10,233,643.17 - 123,957.19 Sep. 30 03 Oct. 9 03 JPY 775,390,000.00 USD • 7,00