09 JPMorgan Chase Bank 2003 345 Park Avenue, Nev York, NY 10154-1002 Account Number FINANCIAL TRUST COMPANY INC Asset Account Portfolio September 01, 2003 - September 30, 2003 JPMorgan Private Bank Page 26 of 72 flmk Dale Seremem Dale Cunency Aman Cewek< Cetan« Coneney Amant Gateru( Rate Reveluaten Rate Contracted Base Arneunt USD Revalued Amatol USD Reallzed Geknost USD Settled Foreign Exchange Contracts continued Dec 13 02 Sep 10 03 CHF 14,290,000.00 USD - 9,969,307.95 1.433399 1.385900 - 9,969,307.95 10,310,989.24 341,681.29 Jan 15 03 Sep 10 03 CHF - 13,765,000.00 USD 9,969,307.95 1.380738 1.385900 9,969,307.95 - 9,932,174.03 37,133.92 Apr 24 03 Sep 10 03 CHF - 7,770,500.00 USD 5,729,771.26 1.356162 1.385900 5,729,771.26 - 5,606,825.88 122,945.38 Aug 13 03 Sep 10 03 CHF 67,500.00 USD - 49,450.93 1.364989 1.385900 - 49,450.93 48,704.81 - 746.12 Sep 3 03 Sep 29 03 CHF - 26,050,000.00 USD 18,351,532.23 1.419500 1.335800 18,351,532.23 -19,501,422.36 - 1,149,890.13 Sep 9 03 Sep 29 03 CHF 13,025,000.00 USD - 9,461,717.27 1.376600 1.335800 - 9,461,717.27 9,750,711.18 288,993.91 Sep 9 03 Sep 29 03 CHF 13,025,000.00 USD - 9,428,840.31 1.381400 1.335800 - 9,428,840.31 9,750,711.18 321,870.87 EURO CURRENCY - U S DOLLAR Sep 3 03 Sep 10 03 EUR - 1,500,000.00 USD 1,648,800.00 1.099200 1.121076 1,648,800.00 - 1,681,614.34 - 32,814.34 Sep 9 03 Sep 10 03 EUR 1,500,000.00 USD - 1,685,100.00 1.123400 1.123400 - 1,685,100.00 1,685,100.00 Aug 27 03 Sep 12 03 EUR 12,500,000.00 USD 13,525,000.00 1.082000 1.130135 13,525,000.00 - 14,126,688.13 - 601,688.13 Aug 28 03 Sep 12 03 EUR 7,500,000.00 USD - 8,114,250.00 1.081900 1.130135 - 8,114,250.00 8,476,012.88 361,762.88 Sep 9 03 Sep 12 03 EUR 5,000,000.00 USD - 5,616,500.00 1.123300 1.130135 - 5,616,500.00 5,650,675.25 34,175.25 JAPANESE YEN - U S DOLLAR Sep 18 03 Sep 22 03 JPY 426,314,0