11 IMO Account Number: FINANCIAL TRUST COMPANY INC JPMorgan Chase Bank 345 Park Avenue. New York, NY 10154-1002 Asset Account Portfolio November 01, 2003 - November 30, 2003 JPMorgan Private Bank Page 24 of 59 Trade Settlement Dale Dale Currency Amount Counter Gamier Currency Amount Contract RMe Revaluation Rate Contracted Base Amount USD Revalued Amount USD Realized Gaintoss USD Settled Foreign Exchange Contracts continued Apr 24 03 Nov 20 03 NOK - 72,625000.00 USD 9,991,615.61 7.268594 6.858500 9,991,615.61 - 10,589,050.08 - 597,434.47 May 21 03 Nov 20 03 NOK - 68,490,000.00 USD 9,991,615.61 6.854747 6.858500 9,991,615.61 - 9,986,148.57 5,467.04 Sep 23 03 Nov 20 03 NOK - 10754,280.00 USD 1,510,014.50 7.121971 6.858500 1,510,014.50 - 1568,022.16 - 58,007.66 Sep 23 03 Nov 20 03 NOK - 35,412,500.00 USD 4,995,807.81 7.088443 6.858500 4,995,807.81 - 5,163,301.01 - 167,493.20 Nov 17 03 Nov 20 03 NOK - 75,098,220.00 USD 10,759,285.16 6.979852 6.858500 10,759,285.16 - 10,949,656.62 - 190,371.46 N ZEALAND DOLLAR - U S DOLLAR Jul 1 03 Nov 20 03 NZD 30,000,000.00 USD - 17,535,285.40 0.584510 1.555100 - 17,535,285.40 19,291,363.89 1,756,078.49 Aug 7 03 Nov 20 03 NW - 10,000,000.00 USD 5,746,178.14 0.574618 1.555100 5,746,178.14 - 6,430,454.63 - 684,276.49 Oct 17 03 Nov 20 03 NZD - 10,000,000.00 USD 5,917,034.76 0.591704 1.555100 5,917,034.76 - 6,430,454.63 - 513,419.87 Oct 24 03 Nov 20 03 NZD - 10,000,000.00 USD 6,054,919.06 0.605492 1.555100 6,054,919.06 - 6,430,454.63 - 375,535.57 Oct 27 03 Nov 20 03 NZD 10,000,000.00 USD - 6,041,929.96 0.604193 1.555100 - 6,041,929.96 6,430,454.63 388,524.67 Nov 14 03 Nov 20 03 NZD - 20,000,000.00 USD 12,531,484.30 0.626574 1.555100 12,531,484.30 - 12,860,909.26 - 329,424.96 Nov 17 03 Nov 20 03 NZD 10,000,000.00 USD - 6,285,725.38 0.628573 0.628573 - 6,285,725.38 6,285,725.38 S AFRICAN RAND - U S DOLLA