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 25 of 72 Estimated Trade Settlement Date Date Type DeanWon Cunency Quantity PriceUnit Mee( CostProceeds Tax Cost Realized Gainless USD Pending continued Sep 29 Oct 1 Write Option NOK PUT USD CALL USD - 35,750,000 1.60 80,000 00 FX EUROPEAN STYLE OPTION JUN 29, 2004 « 7.15 KNOCK IN 07.20 KNOCK OUT te 6.88 Sep 30 Oct 2 Sale 4 MONTH FX BULLISH EVROS DEPOSIT EUR - 10,000,000 0.00 9,974,741.74 -10,000,000.00 190,623.86 S 100% PRINCIPAL PROTECTED IN EUROS DOLLARS JP MORGAN CHASE LONDON MATURITY DATE 11/14/2003 Sep 30 Oct 2 Sale 2 MONTH FX BULLISH NZD DEPOSIT NZD - 17,000,000 0.00 16,985,562.27 - 17,000,000.00 165,718.38 S 100% PRINCIPAL PROTECTED IN NZD DOLLARS JPMORGAN CHASE LONDON MATURITY DATE 10,06/2003 Trade Date Settlement Date CodS Counter Curntigy A MOWN cunency Amount Conner Ram Revaluation Rate Contracted, One Amount 050 Revalued Amount USD Realized Galators US0 Settled Foreign Exchange SPECULATIVE Contracts U S DOLLAR AUSTRALIA DOLLAR - Aug 26 03 Sep 29 03 AUD - 10,000,000.00 USD 6,460,000.00 0.646000 1.484000 6,460,000.00 - 6,738,544.47 - 278,544.47 Sep 25 03 Sep 29 03 AUD - 19,804,823.46 USD 13,808,907.67 0.697250 0.689520 13,808,907.67 - 13,655,831.30 153,076.37 Sep 26 03 Sep 29 03 AUD 5,000,000.00 USD - 3,373,000.00 0.674600 0.674600 - 3,373,000.00 3,373,000.00 Sep 26 03 Sep 29 03 AUD 5,000,000.00 USD - 3,370,000.00 0.674000 0.674000 - 3,370,000.00 3,370,000.00 SWISS FRANC U S DOLLAR Aug 22 03 Sep 3 03 CHF - 28,356,000.00 USD 20,000,000.00 1.417800 1.416550 20,000,000.00 -20,017,648.51 - 17,648.51 Sep 3 03 Sep 3 03 CHF 28,356,000.00 USD - 19,969,014.08 1.420000 1.420000 - 19,969,014.08 19,969,014.08 Dec 12 02 Sep 10 03 CHF 7