09 JPMorgan Chase Bank 2003 345 Park Avenue, New York, NY 10154-1002 Account Number FINANCIAL TRUST COMPANY INC Asset Account Portfolio September 01, 2003 - September 30, 2003 JPMorgan Private Bank Page 16 of 72 Foreign Exchange Contracts continued Senlernern Tiede Out Otte Cumarte Arneuerl COUeler Cun*rty COunler Antount comosee Rare Gurren( Markei Forward Rate Melier Marke; Value Feeblei (ASO Unreallzed GIONLOSS USO Miaue ROM ntees USO Dec. 12 02 Dec. 15 03 NOK 37,560,000.00 USD - 5,000,000 00 7.512 7.07975 5,305,271.76 5,000,000.00 305,271.76 Dec. 12 02 Dec. 15 03 NOK 37,465,000.00 USD - 5,000,000 00 7.493 7.07975 5,291,853.21 5,000,000.00 291,853.21 Dec. 13 02 Dec. 15 03 NOK 74,370,000.00 USD - 9,962,491 63 7.465 7.07975 10,504,607.58 9,962,491.63 542,115.95 Dec. 13 02 Dec. 15 03 NOK 37,275,000.00 USD - 5,000.000 00 7.455 7.07975 5,265,016.10 5,000,000 00 265,016.10 Dec. 13 02 Dec. 15 03 NOK 36,350,000.00 USD - 4,885.424 37 7.4405 7.07975 5,134,361.78 4,885,424.37 248,937.41 Jan. 15 03 Dec. 15 03 NOK - 71,800,000.00 USD 10,000.000 00 7.18 7.07975 10,000,000 00 10,141,600.44 - 141,600.44 Apr. 24 03 Dec. 15 03 NOK - 72,625,000.00 USD 10,000.000 00 7.2625 7.07975 10,000,000 00 10,258,129.97 - 258,129.97 May 21 03 Dec. 15 03 NOK - 68,490,000.00 USD 10,000.000 00 6.849 7.07975 10,000,000.00 9,674,069 83 325,930.17 Sep. 23 03 Dec. 15 03 NOK - 10,754,280.00 USD 1,511,281 62 7.116 7.07975 1,511,281.62 1,519,019.64 - 7,738.02 Sep. 23 03 Dec. 15 03 NOK • 35.412.500.00 USD 5,000,000 00 7.0825 7.07975 5,000,000.00 5,001,941.86 - 1,941.86 Total Open 23,330,600.00 - 1,127,261.04 108,408,494.21 106,262,921.22 2,145,572.99 N ZEALAND DOLLAR - U S DOLLAR Sep. 26 03 Oct. 14 03 NZD - 10,000,000.00 USD 5,865,000.00 0.5865 0.59297 5,865000.00 5,929,709.86 - 64,709.86 Sep. 29 03 Oct. 14 03 NZD • 10,000,000.00 USD 5,865,000.00 0.5865 0.59297 5,